Readings:

For the QZ decomposition:

(3) Klein, P. (2000). Using the generalized Schur form to solve a multivariate linear rational expectations model. Journal of economic dynamics and control, 24(10), 1405-1423.

• This is the original contribution of Klein. As Klein has pointed out, there is a typo in the original paper: equation 5.5 in the paper should be corrected. See slides for further details.

(4) Sims, C. A. (2002). Solving linear rational expectations models. Computational Economics, 20(1), 1-20.

• If someone is interested in Sims approach, one can find it here.

(5) Mertens, Karel (2016). "Additional Methods for Solving DSGE Models", mimeo, Cornell University.

• Mertens's notes are very similar to our presentation and have the advantage of presenting yet another approach to solve a SDGEM: "The Optimal Linear Regulator". Mertens provides Matlab files for using both methods.

For general coverage:

(6) DeJong, D. N., & Dave, C. (2011). Structural Macroeconometrics, 2nd Edition, Princeton University Press.

• See chapter 4 (Linear Solution Techniques) where Klein's and Sims approaches are discussed, besides also the Uhlig method (1999) of undetermined coefficients.

(7) Caraiani, P. (2018). Introduction to Quantitative Macroeconomics Using Julia: From Basic to State-of-the-Art Computational Techniques. Academic Press.

• See chapter 3 (Solving and Simulating DSGE Models): besides having a brief discussion of the various linearized methods to solve DSGEM, it provides also Julia code for various cases. Note that the Julia code in the book is for Julia 0.6, and has to be adapted to Julia 1.5 in order to run.

(8) McCandless, G. (2008). The ABCs of RBCs. Harvard University Press.

• This book offers an excellent source of material related to the Real Business Cycle literature, and there is access to many Matlab scripts for replication.