RBC with exact solution

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RBC with exact solution

Postby bercerder » Thu Mar 17, 2016 7:32 am

Hello.

Can you give me references to papers on RBC (DSGE) models that have exact solution.

Thank you in advance
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Re: RBC with exact solution

Postby jpfeifer » Thu Mar 17, 2016 8:47 am

The classical one is the Brock/Mirmann model (log utility and full depreciation) you can find in almost every textbook, e.g. in Ljunqvist/Sargent and in Romer's textbook.
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Johannes Pfeifer
University of Cologne
https://sites.google.com/site/pfeiferecon/
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