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Chapter 23: Second-Order Recurrence Equations

Chapter 23: Second-Order Recurrence Equations

pp. 251-263

Authors

, London School of Economics and Political Science, , London School of Economics and Political Science
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Extract

We start by introducing the key ingredients in macroeconomic modelling: investment, production, income and consumption, and explain the corresponding equilibrium conditions. Modelling these quantities in discrete time, we describe the multiplier-accelerator model, a classic model of macroeconomic dynamics, and an example of a second-order recurrence equation. We then embark on describing how to solve linear constant-coefficient second-order recurrence equations in general. The general solution is the sum of the solution of a corresponding homogeneous equation and a particular solution. There is a general method for determining the solution of the homogeneous equation, involving the solution of a corresponding quadratic equation known as the auxiliary equation.

Keywords

  • macroeconomics
  • investment
  • production
  • income
  • consumption
  • equilibrium conditions
  • multiplier-accelerator model
  • second-order recurrence
  • auxiliary equation
  • homogeneous equation
  • initial values
  • initial conditions
  • particular solution
  • general solution

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