Solving Dynamic Equilibrium Models by a Method of Undetermined Coefficients

被引：41
作者：
Christiano L.J. [1 ,2 ]
机构：
[1] Federal Reserve Bank of Chicago, Northwestern University
来源：
Computational Economics | 2002年 / Kluwer Academic Publishers卷 / 20期
基金：
美国国家科学基金会;
关键词：
Euler equation; expectational difference equations; frequency domain; matrix polynomial; real business cycle model; time-to-build;
D O I：
10.1023/A:1020534927853
中图分类号：
学科分类号：
摘要：
I present an undetermined coefficients method for obtaining a linearapproximating to the solution of a class of dynamic, rational expectationsmodels. I also show how that solution can be used to compute a model'simplications for impulse response functions and for second moments. © 2002 Kluwer Academic Publishers.
引用
收藏
页码：21 / 55
页数：34
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