Template-Type: ReDIF-Paper 1.0
Series: Tinbergen Institute Discussion Papers
Creation-Date: 1997-10-09
Number: 97-102/2
Author-Name: Hans M. Amman
Author-Workplace-Name: University of Amsterdam
Author-Name: David A. Kendrick
Author-Workplace-Name: University of Texas, USA
Title: Linear Quadratic Optimization for Models with Rational Expectations
Abstract: In this paper we present a method for using rational expectations in a linear-quadratic optimizationframework. Following the approach put forward by Sims, we solve the model through a QZdecomposition, which is generally easier to implement than the more widely used method of Blanchardand Kahn.
File-Url: https://papers.tinbergen.nl/97102.pdf
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Handle: RePEc:tin:wpaper:19970102