Huber, Johannes and Meyer-Gohde, Alexander (2025) Iterative refinement of the QZ decomposition for solving linear DSGE models. ECONOMICS LETTERS, 253: 112411. ISSN 0165-1765, 1873-7374
Full text not available from this repository. (Request a copy)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.
| Item Type: | Article |
|---|---|
| Uncontrolled Keywords: | Numerical accuracy; DSGE; Solution methods |
| Subjects: | 300 Social sciences > 330 Economics |
| Divisions: | Business, Economics and Information Systems > Institut für Volkswirtschaftslehre und Ökonometrie > Economics of the Public SectorWirtschaftspolitik (Professor Dr. Fabian Kindermann) |
| Depositing User: | Dr. Gernot Deinzer |
| Date Deposited: | 06 May 2026 09:51 |
| Last Modified: | 06 May 2026 09:51 |
| URI: | https://pred.uni-regensburg.de/id/eprint/67216 |
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