\ifx\undefined\BySame \newcommand{\BySame}{\leavevmode\rule[.5ex]{3em}{.5pt}\ } \fi \ifx\undefined\textsc \newcommand{\textsc}[1]{{\sc #1}} \newcommand{\emph}[1]{{\em #1\/}} \let\tmpsmall\small \renewcommand{\small}{\tmpsmall\sc} \fi \begin{thebibliography}{} \harvarditem[Anderson]{Anderson}{1997}{AndersonCT} \textsc{Anderson, G.} (1997): ``Continuous Time Application of the Anderson-Moore {(AIM)} Algorithm for Imposing the Saddle Point Property in Dynamic Models,'' Unpublished manuscript, Board of Governors of the Federal Reserve System, http://www.bog.frb.fed.us/pubs/oss/oss4/papers.html. \harvarditem[Blanchard and Kahn]{Blanchard and Kahn}{1980}{BlanchKahn} \textsc{Blanchard, O., {\small and} C.~M. Kahn} (1980): ``The Solution of Linear Difference Models under Rational Expectations,'' \emph{Econometrica}, 48, 1305--1313. \harvarditem[King and Watson]{King and Watson}{1997}{KingWatsonAlgo} \textsc{King, R.~G., {\small and} M.~Watson} (1997): ``System Reduction and Solution Algorithms for Singular Linear Difference Systems Under Rational Expectations,'' unpublished manuscript, University of Virginia and Princeton University, http://www.people.Virginia.EDU/~rgk4m/abstracts/algor.htm. \harvarditem[King and Watson]{King and Watson}{1998}{KingWatsonTheory} \textsc{\BySame{}} (1998): ``The Solution of Singular Linear Difference Systems Under Rational Expectations,'' \emph{International Economic Review}. \harvarditem[Klein]{Klein}{1997}{KleinPSchur} \textsc{Klein, P.} (1997): ``Using the Generalized Schur Form to Solve a System of Linear Expectational Difference Equations,'' discussion paper, IIES, Stockholm University, klein@iies.su.se. \end{thebibliography}