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@ -62,12 +62,8 @@ detail the algorithm implemented in Dynare for computing the first order
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approximated solution of nonlinear rational expectations models.\footnote{This
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algorithm is available using the \texttt{stoch\_simul} command of Dynare. The
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original implementation of this algorithm was done by Michel Juillard, using
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MATLAB, and is available in the \texttt{matlab/dr1.m} file which is
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distributed with Dynare. Another implementation was done by the author, in
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C++, in the \texttt{DecisionRules} class, in the
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\texttt{mex/sources/estimation} directory of the source tree. The notations
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used in the present paper are closer to the C++ implementation than to the
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MATLAB implementation.}
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MATLAB, and is available in the \texttt{matlab/dyn\_first\_order\_solver.m} file which is
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distributed with Dynare.}
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This algorithm is based on a generalized Schur decomposition---also known as
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the QZ decomposition---and is therefore essentially a variation on the
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