Alexander Meyer-Gohde
Alexander Meyer-Gohde
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Numerical Accuracy
Solving Linear DSGE Models with Bernoulli Methods
This paper presents and compares Bernoulli iterative approaches for solving linear DSGE models. The methods are compared using nearly …
Alexander Meyer-Gohde
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IMFS Working Paper Series
Solving linear DSGE models with Newton methods
This paper presents and compares Newton-based methods from the applied mathematics literature for solving the matrix quadratic that …
Alexander Meyer-Gohde
,
Johanna Saecker
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Solving Linear DSGE Models with Structure Preserving Doubling Methods
This paper applies structure preserving doubling methods to solve the matrix quadratic underlying the recursive solution of linear DSGE …
Johannes Huber
,
Alexander Meyer-Gohde
,
Johanna Saecker
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IMFS Working Paper Series
Numerical Stability Analysis of Linear DSGE Models - Backward Errors, Forward Errors and Condition Numbers
This paper develops and implements a backward and forward error analysis of and condition numbers for the numerical stability of the …
Alexander Meyer-Gohde
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