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Gensys

swMATH ID: 26837
Software Authors: Sims, Christopher A.
Description: Solving linear rational expectations models. We describe methods for solving general linear rational expectations models in continuous or discrete timing with or without exogenous variables. The methods are based on matrix eigenvalue decompositions.
Homepage: http://sims.princeton.edu/yftp/gensys/
Dependencies: Matlab
Keywords: rational expectations; \(QZ\) decomposition; generalized Schur decomposition
Related Software: Uhlig Toolkit; Dynare; bvarsv; Matlab; CompEcon; OccBin; SINGULAR; plfit; JSR; quadeig; mctoolbox; R; stochvol; minpack; AS 136; PHClab; PHCpack; ALCOR; RECS; Octave
Cited in: 91 Publications

Standard Articles

1 Publication describing the Software, including 1 Publication in zbMATH Year
Solving linear rational expectations models. Zbl 1034.91060
Sims, Christopher A.
2002
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Cited by 140 Authors

4 Meyer-Gohde, Alexander
4 Sorge, Marco Maria
3 Farmer, Roger E. A.
3 Kim, Jinill
3 Kim, Sunghyun Henry
3 Paccagnini, Alessia
2 Al-Sadoon, Majid M.
2 Chib, Siddhartha
2 Cho, Seonghoon
2 Fernández-Villaverde, Jesús
2 Kollmann, Robert
2 Kulish, Mariano
2 Lan, Hong
2 Nicolò, Giovanni
2 Ramamurthy, Srikanth
2 Rubio-Ramıŕez, Juan Francisco
2 Schorfheide, Frank
2 Sims, Christopher Albert
2 Waggoner, Daniel F.
2 Walker, Todd B.
2 Zha, Tao
1 Albonico, Alice
1 Amisano, Gianni
1 Amman, Hans M.
1 Angelini, Giovanni
1 Aruoba, S. Borağan
1 Barthelemy, Jean
1 Bekiros, Stelios D.
1 Belaygorod, Anatoliy
1 Bézandry, Paul Hubert
1 Bianchi, Francesco
1 Carravetta, Francesco
1 Chadha, Jagjit S.
1 Consolo, Agostino
1 Dave, Chetan
1 De Luigi, Clara
1 Del Negro, Marco
1 Dennis, Richard
1 Diebold, Francis Xavier
1 Dou, Zheng
1 Dueker, Michael J.
1 Eskandari, Farzad
1 Eusepi, Stefano
1 Evans, George W. II
1 Evans, Martin D. D.
1 Fackler, Paul L.
1 Fanelli, Luca
1 Favero, Carlo A.
1 Funovits, Bernd
1 Gavin, William T.
1 Gelfer, Sacha
1 Gerlach-Kristen, Petra
1 Giordani, Paolo E.
1 Gliksberg, Baruch
1 Gomme, Paul
1 Hall, Jamie
1 Hatcher, Michael
1 Hayashi, Fumio
1 Herbert, Ric D.
1 Hernandez, Kolver
1 Hespeler, Frank
1 Hirose, Yasuo
1 Hnatkovska, Viktoria
1 Hollmayr, Josef
1 Hu, Chunhua
1 Huang, Kevin X. D.
1 Huber, Florian
1 Hürtgen, Patrick
1 Iskrev, Nikolay
1 Jääskelä, Jarkko P.
1 Jones, Callum R. T.
1 Keen, Benjamin D.
1 Kendrick, David A.
1 Khan, Hashmat
1 Khramov, Vadim
1 Klein, Paul E.
1 Kociȩcki, Andrzej
1 Kohn, Robert J.
1 Kolasa, Marcin
1 Komunjer, Ivana
1 Kuhl, Michael E.
1 Kwon, Hyosung
1 Lai, Shaoyong
1 Lee, Jaewon
1 Leeper, Eric M.
1 Leonov, E. A.
1 Levintal, Oren
1 Lhuissier, Stéphane
1 María-Dolores, Ramón
1 Marx, Magali
1 Matthes, Christian
1 McClung, Nigel
1 McGough, Bruce
1 Meenagh, David
1 Melosi, Leonardo
1 Meng, Qinglai
1 Miao, Jianjun
1 Minford, Patrick
1 Moghadam, Mohammad Bameni
1 Moon, Hyungsik Roger
...and 40 more Authors
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Cited in 18 Serials

47 Journal of Economic Dynamics & Control
10 Journal of Econometrics
9 Economics Letters
7 Computational Economics
3 Journal of Economic Theory
2 International Economic Review
2 Quantitative Economics
1 Journal of Time Series Analysis
1 Econometric Reviews
1 Communications in Statistics. Simulation and Computation
1 Computational Statistics and Data Analysis
1 Open Economies Review
1 Journal of Difference Equations and Applications
1 Econometric Theory
1 Matematicheskoe Modelirovanie
1 Decisions in Economics and Finance
1 Asia-Pacific Financial Markets
1 Journal of Nonlinear Evolution Equations and Applications
all top 5

Cited in 11 Fields

87 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
24 Statistics (62-XX)
6 Systems theory; control (93-XX)
3 Probability theory and stochastic processes (60-XX)
3 Numerical analysis (65-XX)
2 Dynamical systems and ergodic theory (37-XX)
1 Linear and multilinear algebra; matrix theory (15-XX)
1 Real functions (26-XX)
1 Ordinary differential equations (34-XX)
1 Difference and functional equations (39-XX)
1 Calculus of variations and optimal control; optimization (49-XX)

Citations by Year