linearize: Linearize a Nonlinear DSGE Model

In dsge: Dynamic Stochastic General Equilibrium Models

Linearize a Nonlinear DSGE Model

Description

Computes a first-order Taylor expansion of the nonlinear model around its deterministic steady state and returns the structural matrices in the canonical linear form.

Usage

linearize(model, steady_state, params = NULL)

Arguments

model	A dsgenl_model object.
steady_state	A dsgenl_steady_state object or a named numeric vector of steady-state values.
params	Named numeric vector of parameter values. If NULL and steady_state is a dsgenl_steady_state object, uses the parameters stored there.

Value

A list of structural matrices (A0, A1, A2, A3, A4, B0, B1, B2, B3, C, D) plus the steady-state values. A4 captures lead-state coefficients in control equations (often zero).

dsge documentation built on Sept. 25, 2026, 5:08 p.m.