Iterative refinement of the QZ decomposition for solving linear DSGE models
提出QZ方法的迭代实现,用于求解DSGE模型,在宏观金融应用中能提升数值精度,且不影响已精确的解。
We develop an iterative implementation of the QZ method for solving DSGE models. It refines the standard QZ solution and, as demonstrated in a macro-finance application, improves numerical accuracy without altering already accurate solutions.