Solving dynamic equilibrium models by a method of undetermined coefficients
type: Item
instance of: scholarly article
title: Solving dynamic equilibrium models by a method of undetermined coefficients
zbMATH Open document ID: 1019.93009
DOI: 10.1023/A:1020534927853
author: Lawrence J. Christiano
published in: Computational Economics
publication date: 2003-03-12T00:00:00Z
review text: This paper treats an undetermined coefficient method for obtaining a linear approximation to the solution of a class of dynamic, rational expectation models. The solution can be used to compute an implication of the model for impulse response functions and second moments.
reviewed by: Klaus Ehemann
Mathematics Subject Classification ID: 93B18
Mathematics Subject Classification ID: 93C55
Mathematics Subject Classification ID: 93A30
Mathematics Subject Classification ID: 91B02
zbMATH DE Number: 1880364
zbMATH Keywords: expectational difference equations
zbMATH Keywords: Euler equation
zbMATH Keywords: matrix polynomial
zbMATH Keywords: real business cycle model
zbMATH Keywords: frequency domain
zbMATH Keywords: linearization
zbMATH Keywords: rational expectation models
zbMATH Keywords: impulse response
zbMATH Keywords: second moments
MaRDI profile type: Publication
full work available at URL: a:1020534927853
OpenAlex ID: W1499235602
description: scientific article; zbMATH DE number 1880364