Solving Linear Rational Expectations Models

被引：417
|
作者：
Sims C.A. [1 ]
机构：
[1] Department of Economics, Princeton University, NJ, 08544-1021
来源：
Computational Economics | 2002年 / 20卷 / 1-2期
关键词：
generalized Schur decomposition; QZ decomposition; rational expectations;
D O I：
10.1023/A:1020517101123
中图分类号：
学科分类号：
摘要：
We describe methods for solving general linear rational expectations models in continuous or discrete timing with or without exogenous variables. The methods are based on matrix eigenvalue decompositions. © 2002 Kluwer Academic Publishers.
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页码：1 / 20
页数：19
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