A system reduction method to efficiently solve DSGE models

DOI10.1016/j.jedc.2012.09.013zbMath1346.91141OpenAlexW2104657927MaRDI QIDQ318371

Kolver Hernandez

Publication date: 5 October 2016

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jedc.2012.09.013

zbMATH Keywords

Bayesian estimationsolution of DSGE modelssolution of linear rational expectation modelssystem reduction algorithm

Mathematics Subject Classification ID

Dynamic stochastic general equilibrium theory (91B51)

Uses Software

• Uhlig Toolkit
• Gensys

Cites Work

• Unnamed Item
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• An eigenvalue method of undetermined coefficients for solving linear rational expectations models
• Using the generalized Schur form to solve a multivariate linear rational expectations model
• Solving linear rational expectations models
• System reduction and solution algorithms for singular linear difference systems under rational expectations
• What's News in Business Cycles
• The Solution of Linear Difference Models under Rational Expectations

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