
@techreport{adjemian/al:2011,
	author = {Adjemian, St\'ephane and Bastani, Houtan and Juillard, Michel and Mihoubi, Ferhat and Perendia, George and Ratto, Marco and Villemot, S\'ebastien},
	title = {Dynare: Reference Manual, Version 4},
	institution = {CEPREMAP},
	year = {2011},
	type = {Dynare Working Papers},
	number = {1}
}


@article{blanchard/kahn:1980,
	author = {Blanchard, Olivier Jean and Kahn, Charles M.},
	title = {The Solution of Linear Difference Models under Rational Expectations},
	journal = {Econometrica},
	year = 1980,
	volume = {48},
	number = {5},
	pages = {1305-11},
	month = {July},
	keywords = { Macromodels Yield curve Persistence},
	abstract = {Many have questioned the empirical relevance of the Calvo-Yun model. This paper adds a term structure to three widely studied macroeconomic models (Calvo-Yun, hybrid and Svensson). We back out from observations on the yield curve the underlying macroeconomic model that most closely matches the level, slope and curvature of the yield curve. With each model we trace the response of the yield curve to macroeconomic shocks. We assess the fit of each model against the observed behaviour of interest rates and find limited support for the Calvo-Yun model in terms of fit with the observed yield curve, we find some support for the hybrid model but the Svensson model performs best.},
	url = {http://ideas.repec.org/a/ecm/emetrp/v48y1980i5p1305-11.html}
}


@article{klein:2000,
	author = {Klein, Paul},
	title = {Using the generalized Schur form to solve a multivariate linear rational expectations model},
	journal = {Journal of Economic Dynamics and Control},
	year = 2000,
	volume = {24},
	number = {10},
	pages = {1405-1423},
	month = {September},
	keywords = {},
	abstract = {},
	url = {http://ideas.repec.org/a/eee/dyncon/v24y2000i10p1405-1423.html}
}


@article{schmitt-grohe/uribe:2004,
	author = {Schmitt-Groh\'{e}, Stephanie and Ur\'{i}be, Martin},
	title = {Solving dynamic general equilibrium models using a second-order approximation to the policy function},
	journal = {Journal of Economic Dynamics and Control},
	year = 2004,
	volume = {28},
	number = {4},
	pages = {755-775},
	month = {January},
	keywords = {},
	url = {http://ideas.repec.org/a/eee/dyncon/v28y2004i4p755-775.html}
}


@article{sims:2001,
	author = {Sims, Christopher A},
	title = {Solving Linear Rational Expectations Models},
	journal = {Computational Economics},
	year = 2002,
	volume = {20},
	number = {1-2},
	pages = {1-20},
	month = {October},
	keywords = {},
	abstract = {},
	url = {http://ideas.repec.org/a/kap/compec/v20y2002i1-2p1-20.html}
}


@incollection{uhlig:1999,
	author = {Uhlig, Harald},
	title = {A toolkit for analysing nonlinear dynamic stochastic models easily},
	booktitle = {Computational Methods for the Study of Dynamic Economics},
	publisher = {Oxford University Press},
	year = {1999},
	editor = {Marimon, Ramon and Scott, Androw},
	pages = {30-61}
}


@techreport{kamenik:2003,
	author = {Kamenik, Ondra},
	title = {Solution of Specialized Sylvester Equation},
	institution = {Manuscript},
	year = {2003}
}


@article{collard/juillard:2001:compecon,
	author = {Collard, Fabrice and Juillard, Michel},
	title = {A Higher-Order Taylor Expansion Approach to Simulation of Stochastic Forward-Looking Models with an Application to a Nonlinear Phillips Curve Model},
	journal = {Computational Economics},
	year = {2001},
	volume = {17},
	number = {2-3},
	pages = {125-39},
	month = {June},
	keywords = {},
	url = {http://ideas.repec.org/a/kap/compec/v17y2001i2-3p125-39.html}
}


@book{golub/van-loan:1996,
	author = {Golub, Gene H. and Van Loan, Charles F.},
	title = {Matrix Computations},
	publisher = {The John Hopkins University Press},
	year = {1996},
	edition = {third}
}

