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RationalExpectations.jl

Routines to solve Rational Expectation models in Julia 1.0.

This is under development. I am pretty much following the excellent Economic Dynamics in Discrete Time by Jianjun Miao.

So far, I have implemented Klein(2000) and Sims(2000) (aka gensys). All solvers are written in pure Julia. Plans include non Linear solver and the AIM (or Anderson Moore) algorithm.

Further documentation is available here

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Routines to solve Rational Expectation models in Julia

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