Browsing Duke Scholarly Works by Author "Fernandez-Villaverde, Jesus"

Sort by: Order: Results:

  • Rubio-Ramirez, J.F.; Fernandez-Villaverde, Jesus; Sargent, Thomas J. (American Economic Review, 2005)
    The dynamics of a linear (or linearized) dynamic stochastic economic model can be expressed in terms of matrices (A,B,C,D) that define a state space system. An associated state space system (A,K,C,Sigma) determines a vector ...