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A method for solving systems of first order linear homogeneous differential equations when the elements of the forcing vector are modelled as step functions

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  • Robert A. Johnson

Abstract

This paper presents a method for solving a system of first order linear differential equations with constant coefficients when the elements of the forcing vector are step functions. The analysis presented in the text has been programmed for use in the computer simulation of linear continuous time rational expectations models using any combination of anticipated and unanticipated, permanent or temporary shocks. The program entitled \"JAB\" is available from the author upon request.

Suggested Citation

  • Robert A. Johnson, 1986. "A method for solving systems of first order linear homogeneous differential equations when the elements of the forcing vector are modelled as step functions," International Finance Discussion Papers 275, Board of Governors of the Federal Reserve System (U.S.).
    • Handle: RePEc:fip:fedgif:275
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    Cited by:

    1. Markink, A.J. & van der Ploeg, F., 1989. "Dynamic policy simulation of linear models with rational expectations of future events : A computer package," Other publications TiSEM d8122b24-80f6-4cc5-b70e-1, Tilburg University, School of Economics and Management.

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    Keywords

    Econometrics; Economics;

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