Solución numérica de un modelo neokeynesiano mediante los métodos Blanchard-Khan (1980) y Klein (2000)

Autores/as

  • Eddy Lizarazu Alanez Universidad Autónoma Metropolitana-Iztapalapa

Palabras clave:

Descomposición de Schur, expectativas racionales, forma canónica de Jordan, funciones impulso-respuesta, modelo neokeynesiano

Resumen

Se utilizan los procedimientos de Blanchard-Khan (1980) y Klein (2000) para resolver numéricamente un modelo neokeynesiano de expectativas racionales. Con respecto a este modelo, se muestra cómo desacoplar el sistema lineal de expectativas racionales dependiendo de las variables de estado (predeterminadas) y de control (no-predeterminadas). La solución es plausible si se conocen los parámetros del modelo, además es posible extraer las funciones impulso-respuesta para trazar la senda temporal de las variables endógenas impulsadas por perturbaciones de la única variable exógena estocástica, el producto natural.

Clasificación JEL: C01; C13; C15; E52; E58.

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Biografía del autor/a

Eddy Lizarazu Alanez, Universidad Autónoma Metropolitana-Iztapalapa

Profesor e investigador, Universidad Autónoma Metropolitana, Unidad Iztapalapa

Citas

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Publicado

2021-05-03

Cómo citar

Alanez, E. L. (2021). Solución numérica de un modelo neokeynesiano mediante los métodos Blanchard-Khan (1980) y Klein (2000). Análisis Económico, 36(92), 85–108. Recuperado a partir de https://analisiseconomico.azc.uam.mx/index.php/rae/article/view/526

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