Abstract

http://ssrn.com/abstract=226635
 
 

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Solving Dynamic Equilibrium Models by a Method of Undetermined Coefficients


Lawrence J. Christiano


Northwestern University; Federal Reserve Bank of Cleveland; Federal Reserve Bank of Chicago; Federal Reserve Bank of Minneapolis; National Bureau of Economic Research (NBER)

February 1998

NBER Working Paper No. t0225

Abstract:     
I present an undetermined coefficients method for obtaining a linear approximating to the solution of a dynamic, rational expectations model. I also show how that solution can be used to compute the model's implications for impulse response functions and for second moments.

Number of Pages in PDF File: 42

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Date posted: July 10, 2000  

Suggested Citation

Christiano, Lawrence J., Solving Dynamic Equilibrium Models by a Method of Undetermined Coefficients (February 1998). NBER Working Paper No. t0225. Available at SSRN: http://ssrn.com/abstract=226635

Contact Information

Lawrence J. Christiano (Contact Author)
Northwestern University ( email )
2003 Sheridan Road
Evanston, IL 60208
United States
847-491-8231 (Phone)
847-491-7001 (Fax)
Federal Reserve Bank of Cleveland
East 6th & Superior
Cleveland, OH 44101-1387
United States
Federal Reserve Bank of Chicago
230 South LaSalle Street
Chicago, IL 60604
United States
Federal Reserve Bank of Minneapolis
90 Hennepin Avenue
Minneapolis, MN 55480
United States
National Bureau of Economic Research (NBER)
1050 Massachusetts Avenue
Cambridge, MA 02138
United States
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