Un procedimiento para la simulación de modelos lineales en tiempo continuo con previsión perfecta e histéresis

Carlos Graziani; Andrés Almansa

doi:10.24201/ee.v13i1.242

25-vol. 13, no. 1, january-june, 1998

Articles

A procedure for simulating linear models in continuous time with perfect foresight and hysteresis

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Carlos Graziani,
Andrés Almansa

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Carlos Graziani
Universidad Católica del Uruguay

Andrés Almansa
Universidad de la República

DOI: https://doi.org/10.24201/ee.v13i1.242

Published 1998-01-01

Keywords

linear models,
histeresis,
Austin and Buiter,
Buiter

How to Cite

Graziani, C., & Almansa, A. (1998). A procedure for simulating linear models in continuous time with perfect foresight and hysteresis. Estudios Económicos De El Colegio De México, 13(1), 35–56. https://doi.org/10.24201/ee.v13i1.242

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Abstract

This work presents a procedure to simulate continuous linear models with perfect foresight and histeresis. The procedure, which constitutes the basis of the LPFH algorithm, is based on a generalization of the standard structural form introduced by Austin and Buiter (1982) and Buiter (1984), and allows for the numerical solution of models with many state variables.