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Estimation and Solution of Linear Rational Expectations Models Using a Polynomial Matrix Factorization
Linear Rational Expectations Models Polynomial Matrix Factorization
2015/8/4
Estimation and Solution of Linear Rational Expectations Models Using a Polynomial Matrix Factorization.
RECURSIVE SOLUTION METHODS FOR DYNAMIC LINEAR RATIONAL EXPECTATIONS MODELS
SOLUTION METHODS DYNAMIC LINEAR RATIONAL EXPECTATIONS MODELS
2014/3/18
This paper develops recursive solution methods for linear rational expectations models. The underlying structural model is transformed into a state-space representation, which can...