Browsing Arbeidsnotater / Working Papers by Subject "second-order approximation"
Now showing items 1-1 of 1
-
Solving Second and Third-Order Approximations to DSGE Models: A Recursive Sylvester Equation Solution
(Working Papers;18/2013, Working paper, 2013)In this paper I derive the matrix chain rules for solving a second and a third-order approximation to a DSGE model that allow the use of a recursive Sylvester equation solution method. In particular I use the solution ...