An Algorithm for Solving Arbitrary Linear Rational Expectations Model

We consider solutions to general linear dynamic systems, possibly singular and non square with general stability conditions. Besides constructing a general algorytm for finding solutions we provide necessary and sufficient conditions for existence of a solution.Computational Methods, Schur Decomposition, GUPTRI Decomposition, Sunspots.

Solving Models with Imperfect and Asymmetric Information

We consider linear dynamic models with rational expectations in case of incomplete and asymmetric information as well as agents heterogeneity. This problem requires solving infinite dimensional matrix equations. We propose asymptotic expansion method to reduce this problem to the finite dimensional problem.Computational Methods, Imperfect Information, Asymmetric Information, Linear Rational Expectations Model, Asymptotic Expansion.

Higher order approximations of stochastic rational expectations models

We describe algorithm to find higher order approximations of stochastic rational expectations models near the deterministic steady state. Using matrix representation of function derivatives instead of tensor representation we obtain simple expressions of matrix equations determining higher order terms.perturbation method; DSGE models

Higher order approximations of stochastic rational expectations models

We describe algorithm to find higher order approximations of stochastic rational expectations models near the deterministic steady state. Using matrix representation of function derivatives instead of tensor representation we obtain simple expressions of matrix equations determining higher order terms

A note on matrix differentiation

This paper presents a set of rules for matrix differentiation with respect to a vector of parameters, using the flattered representation of derivatives, i.e. in form of a matrix. We also introduce a new set of Kronecker tensor products of matrices. Finally we consider a problem of differentiating matrix determinant, trace and inverse

Higher order approximations of stochastic rational expectations models

We describe algorithm to find higher order approximations of stochastic rational expectations models near the deterministic steady state. Using matrix representation of function derivatives instead of tensor representation we obtain simple expressions of matrix equations determining higher order terms

A note on matrix differentiation

This paper presents a set of rules for matrix differentiation with respect to a vector of parameters, using the flattered representation of derivatives, i.e. in form of a matrix. We also introduce a new set of Kronecker tensor products of matrices. Finally we consider a problem of differentiating matrix determinant, trace and inverse

A note on differentiating matrices

This paper presents a set of rules for matrix differentiation with respect to a vector of parameters, using the flattered representation of derivatives, i.e. in form of a matrix. We also introduce a new set of Kronecker tensor products of matrices. Finally we consider a problem of differentiating matrix determinant, trace and inverse

The latest advances in wireless communication in aviation, wind turbines and bridges

Present-day technologies used in SHM (Structural Health Monitoring) systems in many implementations are based on wireless sensor networks (WSN). In the context of the continuous development of these systems, the costs of the elements that form the monitoring system are decreasing. In this situation, the challenge is to select the optimal number of sensors and the network architecture, depending on the wireless system’s other parameters and requirements. It is a challenging task for WSN to provide scalability to cover a large area, fault tolerance, transmission reliability, and energy efficiency when no events are detected. In this article, fundamental issues concerning wireless communication in structural health monitoring systems (SHM) in the context of non-destructive testing sensors (NDT) were presented. Wireless technology developments in several crucial areas were also presented, and these include engineering facilities such as aviation and wind turbine systems as well as bridges and associated engineering facilities