A system reduction method to efficiently solve DSGE models

Author:

Hernandez Kolver

Publisher

Elsevier BV

Subject

Applied Mathematics,Control and Optimization,Economics and Econometrics

Reference17 articles.

1. Optimal monetary policy in an operational medium-sized DSGE model;Adolfson;Journal of Money, Credit and Banking,2011

2. Solving linear rational expectations models;Anderson;Computational Economics,2008

3. A linear algebraic procedure for solving linear perfect foresight models;Anderson;Economics Letters,1985

4. The solution of linear difference models under rational expectations;Blanchard;Econometrica,1980

5. Introducing Financial Frictions and Unemployment into a Small Open Economy Model;Christiano;Journal of Economic Dynamics and Control,2011

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