Implements Anderson-Moore algorithm for solving linear rational expectations models. For information about the algorithm and its uses, please see http://www.federalreserve.gov/pubs/oss/oss4/aimindex.html. This version works on both Unix and Windows. For questions about the algorithm and its implementation/applications, please contact gary.anderson@frb.gov. If you are having technical issues with the package, please contact aneesh.raghunandan@yale.edu.
| Version: | 1.0.8 |
| Depends: | rJava |
| Published: | 2010-10-27 |
| Author: | Gary Anderson, Aneesh Raghunandan |
| Maintainer: | Gary Anderson <gary.anderson at frb.gov> |
| License: | GPL-2 |
| Copyright: | The "C" code, sparseAim.c, implementing the basic algorithm is in the public domain and may be used freely. However, the authors would appreciate acknowledgement of the source by citation of any of the following papers: Anderson, G. and Moore, G. "A Linear Algebraic Procedure For Solving Linear Perfect Foresight Models." Economics Letters, 17, 1985. Anderson, G. "Solving Linear Rational Expectations Models: A Horse Race." Computational Economics, 2008, vol. 31, issue 2, pp. 95-113 Anderson, G. "A Reliable and Computationally Efficient Algorithm for Imposing the Saddle Point Property in Dynamic Models." Journal of Economic Dynamics and Control, 2010, vol 34, issue 3, pp. 472-489. \n |
| SystemRequirements: | Java |
| CRAN checks: | AMA results |
| Package source: | AMA_1.0.8.tar.gz |
| MacOS X binary: | not available, see check log. |
| Windows binary: | AMA_1.0.8.zip |
| Reference manual: | AMA.pdf |
| Old sources: | AMA archive |