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Volumn 24, Issue 10, 2000, Pages 1405-1423

Using the generalized Schur form to solve a multivariate linear rational expectations model

Author keywords

C32; C63; Generalized Schur form; LAPACK; Multivariate linear rational expectations models; QZ decomposition

Indexed keywords


EID: 0001235164     PISSN: 01651889     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0165-1889(99)00045-7     Document Type: Article
Times cited : (360)

References (17)
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    • Blanchard, O.J.1    Kahn, C.M.2
  • 8
    • 0002658834 scopus 로고
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  • 11
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    • The Johns Hopkins University Press, Baltimore and London
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  • 12
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    • Computing eigenspaces with specified eigenvalues of a regular matrix pair (A, B) and condition estimation: Theory, algorithms and software
    • Kågström B., Poromaa P. Computing eigenspaces with specified eigenvalues of a regular matrix pair (A, B) and condition estimation: Theory, algorithms and software. Numerical Algorithms. 12:1996;369-407.
    • (1996) Numerical Algorithms , vol.12 , pp. 369-407
    • Kågström, B.1    Poromaa, P.2
  • 13
    • 0030092417 scopus 로고    scopus 로고
    • LAPACK-style algorithms and software for solving the generalized Sylvester equation and estimating the separation between regular matrix pairs
    • Kågström B., Poromaa P. LAPACK-style algorithms and software for solving the generalized Sylvester equation and estimating the separation between regular matrix pairs. Association for Computing Machinery Transactions on Mathematical Software. 22:1996;78-103.
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  • 17
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    • Discussion Paper 101, Institute for Empirical Macroeconomics, Federal Reserve Bank of Minneapolis
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    • Uhlig, H.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.