Solving and Estimating Indeterminate DSGE Models /

We propose a method for solving and estimating linear rational expectations models that exhibit indeterminacy and we provide step-by-step guidelines for implementing this method in the Matlab-based packages Dynare and Gensys. Our method redefines a subset of expectational errors as new fundamentals....

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書目詳細資料
主要作者: Farmer, Roger
其他作者: Khramov, Vadim
格式: 雜誌
語言:English
出版: Washington, D.C. : International Monetary Fund, 2013.
叢編:IMF Working Papers; Working Paper ; No. 2013/200
主題:
WP
在線閱讀:Full text available on IMF

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