No BSD License
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[P,R,eig]=solve_deterministic...
PURPOSE: finds matrices P,R such that
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[RR,PP,SS1,SS2,QQ1,QQ2]=state...
PURPOSE: set chosen variables as state variables in a model in the
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gradient(A,B,C,V,W,P,R,S1,S2,...
PURPOSE: finds first differential of matrices representing solution with
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gsch_order(U,V,TA,TB,SELECT);
PURPOSE: returns ordered generalized Shur decomposition
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gschur(A,B,COND);
PURPOSE: returns ordered generalized Schur decomposition of a matrix pair (A,B)
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gsylvester(A,B,C,D,E,F,versio...
PURPOSE: solves the generalized Sylvester equations:
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gsylvester_schur(A,B,C,D,E,F)
PURPOSE: solves the generalized Sylvester equation:
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linear2ss(A,B,C,V,W,xi,do_red...
PURPOSE: solves model of the form
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lineareq(A,B,method,tol)
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model_reduction(A,B,method)
PURPOSE: reduces dimension of the problem of finding matrices R, P, such that AR = BRP
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null2(A,method,tol)
PURPOSE: returns an orthonormal basis of the null space and range of A
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putv(A,method,tol)
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rank2(A,tol)
PURPOSE: estimates matrix rank of an triangular matrix
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schur_ord(A,B,xi)
PURPOSE: performs generalized Schur decomposition, eigenvalues lambda,
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solve_stochastic(A,B,V,W,R,me...
PURPOSE: solves stochastic part of the mdel
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state_check(K,R)
PURPOSE: checks whether variables defined by the matrix K can be chosen
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state_find(K,R)
PURPOSE: finds whether some additional variable can be chosen as state variables
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contents.m
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demo.m
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View all files
Solution to Linear Rational Expectations Models
by Pawel Kowal
01 May 2006
(Updated 16 May 2006)
Solves linear rational expectation models, delivers derivatives of solutions
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| File Information |
| Description |
LREM_SOLVE Toolbox delivers a computationally effective method of solving regular linear dynamic systems based on Schur decomposition. The toolbox finds the solution or informs that there are no solutions. One of the advantage of presented method is possibility of problem dimension reduction. This allows for efficient solution of models with very large set of endogenous variables and moderate set of state variables. Presented method allows for considering models with sunspots. We also derive first differential of matrices describing model dynamics with respect to model parameters. |
| MATLAB release |
MATLAB 7.0.1 (R14SP1)
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| Updates |
| 16 May 2006 |
adding some documentation |
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Contact us at files@mathworks.com
