@article{76e21630cdbf44b2ae32363b531de39a,
title = "Solving Dynamic Equilibrium Models by a Method of Undetermined Coefficients",
abstract = "I present an undetermined coefficients method for obtaining a linearapproximating to the solution of a class of dynamic, rational expectationsmodels. I also show how that solution can be used to compute a model'simplications for impulse response functions and for second moments.",
keywords = "Euler equation, expectational difference equations, frequency domain, matrix polynomial, real business cycle model, time-to-build",
author = "Christiano, {Lawrence J.}",
note = "Funding Information: I am grateful to Don Schlagenhauf for extensive discussions. I have also benefitted from discussions with Michelle Alexopoulos and Jonas Fisher. I thank Henry Siu and Victor Valdivia for their assistance in preparing example 5 and Christopher Gust for pointing out an error in an earlier draft. I am grateful for the support of a National Science Foundation grant to the National Bureau of Economic Research. Software for doing all the calculations described in this paper is available on the author{\textquoteright}s home page.",
year = "2002",
month = oct,
doi = "10.1023/A:1020534927853",
language = "English (US)",
volume = "20",
pages = "21--55",
journal = "Computational Economics",
issn = "0927-7099",
publisher = "Springer Netherlands",
number = "1-2",
}