Solving Dynamic Equilibrium Models by a Method of Undetermined Coefficients

I present an undetermined coefficients method for obtaining a linear approximating to the solution of a dynamic, rational expectations model. I also show how that solution can be used to compute the model's implications for impulse response functions and for second moments.

本文提出一种待定系数法，用于获得动态理性预期模型解的线性近似。同时，本文还展示了如何利用该解计算模型在脉冲响应函数和二阶矩方面的含义。