Iterative refinement of the QZ decomposition for solving linear DSGE models

IF 2.1 4区经济学 Q2 ECONOMICS

Economics Letters Pub Date : 2025-06-01 DOI:10.1016/j.econlet.2025.112411

Johannes Huber , Alexander Meyer-Gohde

引用次数: 0

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.

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求解线性DSGE模型的QZ分解迭代改进

我们开发了求解DSGE模型的QZ方法的迭代实现。它改进了标准的QZ解决方案，并且如宏观金融应用程序中所示，在不改变已经准确的解决方案的情况下提高了数值精度。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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来源期刊

Economics Letters ECONOMICS-

CiteScore

3.20

自引率

5.00%

发文量

348

审稿时长

30 days

期刊介绍： Many economists today are concerned by the proliferation of journals and the concomitant labyrinth of research to be conquered in order to reach the specific information they require. To combat this tendency, Economics Letters has been conceived and designed outside the realm of the traditional economics journal. As a Letters Journal, it consists of concise communications (letters) that provide a means of rapid and efficient dissemination of new results, models and methods in all fields of economic research.