Solving Dynamic Equilibrium Models by a Method of Undetermined Coefficients
NBER Technical Working Paper No. 225
I present an undetermined coefficients method for obtaining a linear approximating to the solution of a dynamic, rational expectations model. I also show how that solution can be used to compute the model's implications for impulse response functions and for second moments.
Document Object Identifier (DOI): 10.3386/t0225
Users who downloaded this paper also downloaded these: