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求解线性DSGE模型的QZ分解迭代精化方法

Iterative refinement of the QZ decomposition for solving linear DSGE models

Economics Letters · 2025
被引 1
人大 BABS 3

中文导读

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。

Abstract

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.

动态随机一般均衡数值方法宏观金融计量经济学