lre_ar: Solving LRE with exogenous shocks of the AR variety

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

Description

Solving LRE with exogenous shocks of the AR variety

Usage

lre_ar(A, E, B, Phi, n)

Arguments

A	Coefficient matrix on x(t)
E	Coefficient matrix on x(t+1)
B	Coefficient matrix on the error term u
Phi	The AR process for the error term
n	number of predetermined variables(excluding the exogenous shocks)

Value

Motion and decision rule functions for the LRE with AR exogenous shocks

nuritovbek/lrem documentation built on May 4, 2019, 4:24 p.m.