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.

Getting started

Package details

LicenseMIT + file LICENSE
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
nuritovbek/lrem documentation built on May 4, 2019, 4:24 p.m.