Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/30510
Authors: 
Heer, Burkhard
Maußner, Alfred
Year of Publication: 
2009
Series/Report no.: 
CESifo Working Paper 2873
Abstract: 
We describe an algorithm that is able to compute the solution of a singular linear difference system under rational expectations. The algorithm uses the Generalized Schur Factorization and is illustrated by a simple example.
Subjects: 
stochastic dynamic general equilibrium
linear solution methods
algorithm
Generalized Schur factorization
business cycles
JEL: 
C63
C68
E32
Document Type: 
Working Paper

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