chenwilliam77 / RiskAdjustedLinearizations.jl

Linearize dynamic economic models around their stochastic steady state

Home Page:https://chenwilliam77.github.io/RiskAdjustedLinearizations.jl/dev/

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Add ability to specify some parameters as additional values to search during nlsolve

chenwilliam77 opened this issue · comments

For example, monetary policy rules may require some target long-run interest rate, in which case solving the system of equations for the stochastic steady state could require searching for the correct long-run interest rate.