nuritovbek/lrem: Solving and simulating a class of LRE models

Solves for the recursive representation of the stable solution to a system of linear difference equations. Inputs are the coefficient matrices of the difference equation that governs the LRE system. The output of the package are two functions g and h for the decision rule and the law of motion respectively, as well as functions that allow to examine the dynamic path and the impulse response of the system.

install.packages("remotes")
remotes::install_github("nuritovbek/lrem")