Package: AMA
Type: Package
Title: Anderson-Moore Algorithm
Version: 1.0.6
Depends: rJava
Date: 2010-10-13
Author: Gary Anderson, Aneesh Raghunandan
Maintainer: Gary Anderson <gary.anderson@frb.gov>
Description: 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.
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
LazyLoad: yes
Packaged: 2010-10-22 21:51:49 UTC; m1gsa00
Repository: CRAN
Date/Publication: 2010-10-23 09:16:52
