Key result
Iterative QZ method improves numerical accuracy for linear DSGE models without altering already accurate solutions.
Why the study?
The standard QZ method for solving DSGE models requires refinement to improve numerical accuracy in macro-finance applications.
Key points are not available for this paper at this time.
Comparison
Iterative QZ method vs standard QZ method
Design
Method development and application study
Develops an iterative implementation of the QZ method for solving DSGE models to improve numerical accuracy.
We develop an iterative implementation of the QZ method for solving DSGE models. It refines the standard QZ solution and, as demonstrated in a macro-finance application, improves numerical accuracy without altering already accurate solutions.
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Huber et al. (2025) studied this question. An iterative implementation of the QZ method improves numerical accuracy for solving linear DSGE models without altering already accurate solutions.
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