Numerical Stability Analysis of Linear DSGE Models - Backward Errors, Forward Errors and Condition Numbers

Alexander Meyer-Gohde
Apr 1, 2023
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Numerical Accuracy DSGE Solution Methods Condition Number Backward Error Forward Error
Alexander Meyer-Gohde
Alexander Meyer-Gohde
Professor of Financial Markets and Macroeconomics

My research interests include macroeconomics, macro-finance, econometrics, and numerical methods