From 5d7c26d47c67e7040bcb3c4f995439d1aba73db4 Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?S=C3=A9bastien=20Villemot?= <sebastien.villemot@ens.fr>
Date: Fri, 15 Apr 2011 18:43:59 +0200
Subject: [PATCH] Reference manual: point to implementation details of 1st
order solution
---
doc/dynare.texi | 9 ++++++++-
1 file changed, 8 insertions(+), 1 deletion(-)
diff --git a/doc/dynare.texi b/doc/dynare.texi
index 0cb0c4015b..ded692054a 100644
--- a/doc/dynare.texi
+++ b/doc/dynare.texi
@@ -2715,7 +2715,9 @@ In a stochastic context, Dynare computes one or several simulations
corresponding to a random draw of the shocks. Dynare uses a Taylor
approximation, up to third order, of the expectation functions (see
@cite{Judd (1996)}, @cite{Collard and Juillard (2001a)}, @cite{Collard
-and Juillard (2001b)}, and @cite{Schmitt-Grohé and Uríbe (2004)}).
+and Juillard (2001b)}, and @cite{Schmitt-Grohé and Uríbe (2004)}). The
+details of the Dynare implementation of the first order solution are
+given in @cite{Villemot (2011)}.
@menu
* Computing the stochastic solution::
@@ -5032,6 +5034,11 @@ Smets, Frank and Rafael Wouters (2003): ``An Estimated Dynamic
Stochastic General Equilibrium Model of the Euro Area,'' @i{Journal of
the European Economic Association}, 1(5), 1123--1175.
+@item
+Villemot, Sébastien (2011): ``Solving rational expectations models at
+first order: what Dynare does,'' @i{Dynare Working Papers}, 2,
+CEPREMAP
+
@end itemize
@node Command and Function Index
--
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