lre_ar: Solve a linear rational expectation (LRE) system with...
In tatsuyaasami/lrem: Linear Rational Expectations Model
Description
Usage
Arguments
Value
Description
Solve a linear rational expectation (LRE) system with autoregressive (AR) inputs
Usage
1
lre_ar(A, E, B, Phi, x0, u0)
Arguments
A
dim(A)[1] = dim(A)[2], n_by_n matrix
E
dim(E)[1] = dim(E)[2], n_by_n matrix
B
dim(B)[1] = or (neq) dim(B)[2], n_by_m matrix
Phi
dim(Phi)[1] = dim(Phi)[2], m_by_m matrix
x0
x0 in R, Initial value of predetermined vector including inital shock
u0
u0 in R, Initial value of AR inputs (vector or scalar)
Value
Functions of predetermined vector at t on un-predetermined vector at t and predetermined vector at t+1
tatsuyaasami/lrem documentation built on May 3, 2019, 11:50 p.m.
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Description Usage Arguments Value
Description
Solve a linear rational expectation (LRE) system with autoregressive (AR) inputs
Usage
1 | lre_ar(A, E, B, Phi, x0, u0)
|
Arguments
A |
dim(A)[1] = dim(A)[2], n_by_n matrix |
E |
dim(E)[1] = dim(E)[2], n_by_n matrix |
B |
dim(B)[1] = or (neq) dim(B)[2], n_by_m matrix |
Phi |
dim(Phi)[1] = dim(Phi)[2], m_by_m matrix |
x0 |
x0 in R, Initial value of predetermined vector including inital shock |
u0 |
u0 in R, Initial value of AR inputs (vector or scalar) |
Value
Functions of predetermined vector at t on un-predetermined vector at t and predetermined vector at t+1
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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