Browsing Duke Scholarly Works by Author "0412099"

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  • 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 ...