A distributed block approach to solving near-block-diagonal systems with an application to a large macroeconometric model

DOI10.1007/BF01299736zbMath0840.90035MaRDI QIDQ1905953

Ralph Tryon, Jon Faust

Publication date: 8 February 1996

Published in: Computational Economics (Search for Journal in Brave)

zbMATH Keywords

rational expectationsdistributed processingJacobi's methodlarge nonlinear macroeconometric modelnear-block-diagonal systems

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Applications of mathematical programming (90C90) Economic growth models (91B62) Mathematical economics (91B99)

Cites Work

• Krylov methods for solving models with forward-looking variables
• An alternative methodology for solving nonlinear forward-looking models
• Solution and Maximum Likelihood Estimation of Dynamic Nonlinear Rational Expectations Models
• The Solution of Linear Difference Models under Rational Expectations
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