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Solution to Linear Rational Expectations Models

• [P,R,eig]=solve_deterministic... PURPOSE: finds matrices P,R such that
• [RR,PP,SS1,SS2,QQ1,QQ2]=state... PURPOSE: set chosen variables as state variables in a model in the
• gradient(A,B,C,V,W,P,R,S1,S2,... PURPOSE: finds first differential of matrices representing solution with
• gsch_order(U,V,TA,TB,SELECT); PURPOSE: returns ordered generalized Shur decomposition
• gschur(A,B,COND); PURPOSE: returns ordered generalized Schur decomposition of a matrix pair (A,B)
• gsylvester(A,B,C,D,E,F,versio... PURPOSE: solves the generalized Sylvester equations:
• gsylvester_schur(A,B,C,D,E,F) PURPOSE: solves the generalized Sylvester equation:
• linear2ss(A,B,C,V,W,xi,do_red... PURPOSE: solves model of the form
• lineareq(A,B,method,tol)
• model_reduction(A,B,method) PURPOSE: reduces dimension of the problem of finding matrices R, P, such that AR = BRP
• null2(A,method,tol) PURPOSE: returns an orthonormal basis of the null space and range of A
• putv(A,method,tol)
• rank2(A,tol) PURPOSE: estimates matrix rank of an triangular matrix
• schur_ord(A,B,xi) PURPOSE: performs generalized Schur decomposition, eigenvalues lambda,
• solve_stochastic(A,B,V,W,R,me... PURPOSE: solves stochastic part of the mdel
• state_check(K,R) PURPOSE: checks whether variables defined by the matrix K can be chosen
• state_find(K,R) PURPOSE: finds whether some additional variable can be chosen as state variables
• contents.m
• demo.m
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