Dear all:
The Linear Quadratic approximations proposed by Benigno and Woodford can now be easily computed. The analytical derivations of this methodology were thought to be time consuming. In a recent paper, this is shown to be extremely easy. The paper is available at http://papers.ssrn.com/sol3/papers.cfm? ... _id=920802. One can apply the trick proposed therein and use Dynare LQ technology. With version 4 of Dynare it will be possible to do everything inside Dynare, due to the contribution of A. Levin code (available in a message in this forum).
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Woodford's Linear Quadratic method is now easy to compute.
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Woodford's Linear Quadratic method is now easy to compute.
by ricardo » Fri Jul 28, 2006 4:45 pm
- ricardo
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Re: Woodford's Linear Quadratic method is now easy to compute.
by fangfh_888 » Mon Sep 28, 2009 10:50 am
I want to get it! thanks a lot!
- fangfh_888
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- Joined: Mon Sep 28, 2009 10:46 am
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