This paper proposes a computational method for obtaining regularized solutions to linear rational expectations models. The algorithm allows for regularization cross-sectionally as well as across frequencies. The algorithm is illustrated by a variety of examples .
This paper proposes an algorithm for computing regularized solutions to linear rational expectations models. The algorithm allows for regularization cross-sectionally as well as across frequencies. A variety of numerical examples illustrate the advantage of regularization .
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a computational method for obtaining
an algorithm for computing
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The algorithm is illustrated by a variety of examples
A variety of numerical examples illustrate the advantage of regularization