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Computational Economics
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A Classification System for Economic Stochastic Control Models
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Solving Non-Linear Models with Saddle-Path Instabilities
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Analysing DSGE Models with Global Sensitivity Analysis
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A "Nearly Ideal" Solution to Linear Time-Varying Rational Expectations Models
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Bayesian forecasting with small and medium scale factor-augmented vector autoregressive DSGE models
Computational Statistics & Data Analysis
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We describe methods for solving general linear rational expectations models in continuous or discrete timing with or without exogenous variables. The methods are based on matrix eigenvalue decompositions.