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Solving Dynamic Equilibrium Models by a Method of Undetermined Coefficients / Lawrence J. Christiano.

NBER Working papers Available online

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Format:
Book
Author/Creator:
Christiano, Lawrence J.
Contributor:
National Bureau of Economic Research.
Series:
Technical Working Paper Series (National Bureau of Economic Research) no. t0225.
NBER technical working paper series no. t0225
Language:
English
Physical Description:
1 online resource: illustrations (black and white);
Place of Publication:
Cambridge, Mass. National Bureau of Economic Research 1998.
Summary:
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.
Notes:
Print version record
February 1998.

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