A method for solving systems of first order linear homogeneous differential equations when the elements of the forcing vector are modelled as step functions / by Robert A. Johnson.

Format:

Book

Government document

Author/Creator:

Johnson, Robert Arthur

Contributor:

Board of Governors of the Federal Reserve System (U.S.)

Series:

International finance discussion papers ; 275.

International finance discussion papers ; number 275

Language:

English

Subjects (All):

Differential equations, Linear--Mathematical models.

Differential equations, Linear.

Rationale Erwartung.

Local Subjects:

Rationale Erwartung.

Physical Description:

1 online resource (32 pages)

Place of Publication:

[Washington, D.C.] : [Board of Governors of the Federal Reserve System], [1986]

Summary:

This paper presents a method for solving a system of first order linear differential equations with constant coefficients when the elements of the forcing vector are step functions. The analysis presented in the text has been programmed for use in the computer simulation of linear continuous time rational expectations models using any combination of anticipated and unanticipated, permanent or temporary shocks. The program entitled "JAB" is available from the author upon request.

Notes:

Title from title screen (viewed on Oct. 31, 2012).

"February 1986."

Includes bibliographical references (page 16).

Other Format:

Print version: Johnson, Robert A. Method for solving systems of first order linear homogeneous differential equations when the elements of the forcing vectorr are modelled as step functions

OCLC:

697622783