Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/85698 
Year of Publication: 
1997
Series/Report no.: 
Tinbergen Institute Discussion Paper No. 97-102/2
Publisher: 
Tinbergen Institute, Amsterdam and Rotterdam
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.
Document Type: 
Working Paper

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