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
from
Solution to Linear Rational Expectations Models
by Pawel Kowal
Solves linear rational expectation models, delivers derivatives of solutions
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| contents.m |
%--------------------------------------------------------------------------
% LREM_SOLVE TOOLBOX
%--------------------------------------------------------------------------
%
% Schur decomposition
% gsch_order - reorder generalized Schur decomposition
% gschur - ordered generalized Schur decomposition
% schur_ord - generalized Schur decomposition satisfying growth
% restriction
% generalized Sylvester equation
% gsylvester - solves generalized Sylvester equation
% gsylvester_schur - used by gsylvester
%
% model solvers
% linear2ss - solves model of the form 0 = A y_t + B y_t+1 + C
% E_t{y_t+1} + V epsilon_t +W epsilon_t+1
% lineareq - finds all solutions to linear equation AX + B = 0
% model_reduction - reduces dimension of the problem AR = BRP
% solve_deterministic - solves deterministic part of the model
% solve_stochastic - solves stochastic part of the model
%
% model dependent on parameters
% gradient - finds differentials of matrices forming solution
% with respect to parameters
%
% predefined state variables
% state_check - checks whether selected variables can be chosen as
% state variables
% state_find - finds whether some additional variable can be
% chosen as state variables
% state_set - set chosen variables as state variables
%
% linear algebra
% rank2 - computes rank of a triangular matrix
% null2 - computes null space using qr or svd decomposition
% putv - transforms a matrix to [Abar; 0], where Abar has
% full row rank, using qr or svd decomposition
%
% demos
% demo - runs demonstration
%
%
% Copyright (c) Pawel Kowal (2006)
% All rights reserved
% LREM_SOLVE toolbox is available free for noncommercial academic use only.
% pkowal3@sgh.waw.pl
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