Solution Methods

This paper presents and compares Newton-based methods from the applied mathematics literature for solving the matrix quadratic that …

This paper applies structure preserving doubling methods to solve the matrix quadratic underlying the recursive solution of linear DSGE …

This paper develops and implements a backward and forward error analysis of and condition numbers for the numerical stability of the …

This paper presents and compares Bernoulli iterative approaches for solving linear DSGE models. The methods are compared using nearly …

I construct risk-sensitive approximations of policy functions of DSGE models around the stochastic steady state and ergodic mean that …

We propose a nonlinear infinite moving average as an alternative to the standard state space policy function for solving nonlinear DSGE …