Gensys

Solving linear rational expectations models. We describe methods for solving general linear rational expectations models in continuous or discrete timing with or without exogenous variables. The methods are based on matrix eigenvalue decompositions.

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References in zbMATH (referenced in 84 articles , 1 standard article )

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  1. Bezandry, Paul H.: Asymptotic behavior of difference equations under rational expectations (2021)
  2. Lee, Jae Won; Park, Woong Yong: System reduction of dynamic stochastic general equilibrium models solved by \textttgensys (2021)
  3. Leonov, E. A.; Polbin, A. V.: Numerical search for the global solution in the two-regime model with exhaustible resources (2021)
  4. Rondina, Giacomo; Walker, Todd B.: Confounding dynamics (2021)
  5. Dave, Chetan; Sorge, Marco M.: Sunspot-driven fat tails: a note (2020)
  6. Evans, George W.; McGough, Bruce: Stable near-rational sunspot equilibria (2020)
  7. Komunjer, Ivana; Zhu, Yinchu: Likelihood ratio testing in linear state space models: an application to dynamic stochastic general equilibrium models (2020)
  8. Sorge, Marco M.: Arbitrary initial conditions and the dimension of indeterminacy in linear rational expectations models (2020)
  9. Tamura, Takashi: Does a unique solution exist for a nonlinear rational expectation equation with zero lower bound? (2020)
  10. Barthélemy, Jean; Marx, Magali: Monetary policy switching and indeterminacy (2019)
  11. Hollmayr, Josef; Kühl, Michael: Learning about banks’ net worth and the slow recovery after the financial crisis (2019)
  12. Hu, Chunhua; Lai, Shaoyong; Dou, Zheng: On the study of a rational expectation model with lagged endogenous variables (2019)
  13. Meenagh, David; Minford, Patrick; Wickens, Michael; Xu, Yongdeng: Testing DSGE models by indirect inference: a survey of recent findings (2019)
  14. Neusser, Klaus: Time-varying rational expectations models (2019)
  15. Petrova, Katerina: Quasi-Bayesian estimation of time-varying volatility in DSGE models (2019)
  16. Al-Sadoon, Majid M.: The linear systems approach to linear rational expectations models (2018)
  17. Chadha, Jagjit S.; Shibayama, Katsuyuki: Bayesian estimation of DSGE models: identification using a diagnostic indicator (2018)
  18. De Luigi, Clara; Huber, Florian: Debt regimes and the effectiveness of monetary policy (2018)
  19. Farmer, Roger E. A.; Nicolò, Giovanni: Keynesian economics without the Phillips curve (2018)
  20. Kocięcki, Andrzej; Kolasa, Marcin: Global identification of linearized DSGE models (2018)

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