This paper presents e$cient methods for the solution of xnite-horizon multivariate linear rational expectations (MLRE) models, linking the solution of such models to the problem of solving sparse linear equation systems with a block-tridiagonal coe$cient matrix structure. Two numerical schemes for t
Estimation and solution of linear rational expectations models using a polynomial matrix factorization
โ Scribed by C. Ates Dagli; John B. Taylor
- Publisher
- Elsevier Science
- Year
- 1984
- Tongue
- English
- Weight
- 420 KB
- Volume
- 8
- Category
- Article
- ISSN
- 0165-1889
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