{"entities":{"Q1098538":{"pageid":1109290,"ns":120,"title":"Item:Q1098538","lastrevid":66126411,"modified":"2026-04-12T07:43:36Z","type":"item","id":"Q1098538","labels":{"en":{"language":"en","value":"The structure of ARMA solutions to a general linear model with rational expectations"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 4039094"}},"aliases":{},"claims":{"P31":[{"mainsnak":{"snaktype":"value","property":"P31","hash":"fd5912e4dab4b881a8eb0eb27e7893fef55176ad","datavalue":{"value":{"entity-type":"item","numeric-id":56887,"id":"Q56887"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1098538$D682601A-7347-44D6-A4DF-51F52968F30F","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"e2e9a4813614fae0a270af6fc5e11599424368c8","datavalue":{"value":{"text":"The structure of ARMA solutions to a general linear model with rational expectations","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q1098538$E4E35519-938C-4916-8831-0056E8B28BDF","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"bdfa97b9a824ee4ebdd5c24238a5fe956eb74c0b","datavalue":{"value":"0637.62109","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1098538$77715738-974E-4B11-A6B1-5BE0D5AEA817","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"9e8799ca7495b0a967a5716d1cef790a54e6aedf","datavalue":{"value":"10.1016/0165-1889(87)90025-X","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1098538$FCB835FE-9C35-42AA-9C60-B3862AA68554","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"893dec0ab066fa2a3e15ec8bf840490d08cd8ad3","datavalue":{"value":{"entity-type":"item","numeric-id":356626,"id":"Q356626"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1098538$A2416198-5330-40ED-BE0D-C19A2E3D7D02","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"5ae48c61eed19d1e1e1f33f9255d5b329362d064","datavalue":{"value":{"time":"+1987-00-00T00:00:00Z","timezone":0,"before":0,"after":0,"precision":9,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q1098538$C601B5E7-6A3B-40F6-B3B6-D5CEC47E3D20","rank":"normal"}],"P1448":[{"mainsnak":{"snaktype":"value","property":"P1448","hash":"477a1b241d376589ac5eba703b772c0c18099e9d","datavalue":{"value":"Forward looking linear rational expectations models are usually played with the problem of multiple solutions. Various authors (e.g. J. F. Muth, R. E. Lucas, O. J. Blanchard etc.) suggested techniques to obtain a unique solution. This paper contributes to this line of research by describing the set of all stationary and non-stationary ARMA solutions to a general univariate linear model, in which the endogenous variable depends on expectations of its values at arbitrary dates. The advantage of focussing on the ARMA solutions is that it admits an explicit parametrization in terms of a finite number of parameters.    Part 2 of the paper discusses properties of ARMA processes, part 3 relates these results to linear rational expectations models and derives the class of ARMA solutions to these models. Examples are given in the final part of the paper.","type":"string"},"datatype":"string"},"type":"statement","id":"Q1098538$15190F54-A1DB-400A-AC28-406842EC7729","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"5ff603baad6e626164b90c8b8447bf06d7701153","datavalue":{"value":"62P20","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1098538$26482D01-5400-47F2-9A3D-DFCB4DB43802","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"1179c6cdfc1e6cfa1ccf347b858a5b5914f11cdc","datavalue":{"value":"62M10","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1098538$3449F077-FC46-45B4-950F-FDED8DE85BC5","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"325e035d1812352c3a83010cdc35176514b19a00","datavalue":{"value":"91B84","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1098538$05DDF104-4823-4656-B051-7ED690F5DC1D","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"bac779da9aea26dec64d21b3d94961742abcba3b","datavalue":{"value":"4039094","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1098538$99BDCE82-F4C4-4C4B-BE1C-2F7BB5E92AFA","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"6bc532896178cd09d2b9df7715035ba35922b423","datavalue":{"value":"non-uniqueness of solutions","type":"string"},"datatype":"string"},"type":"statement","id":"Q1098538$05486AAF-63EA-4E15-B8EB-71F6498C3E05","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"10523df01ea9b9f94db7f21b9e59878dc4ec719a","datavalue":{"value":"Forward looking linear rational expectations models","type":"string"},"datatype":"string"},"type":"statement","id":"Q1098538$836B7AC9-5920-411A-B80C-EE237AA9A759","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"420b551cd76ce060263413e9bdeffe4e2ec00d0f","datavalue":{"value":"ARMA solutions","type":"string"},"datatype":"string"},"type":"statement","id":"Q1098538$91FC9CE6-6670-44E3-8681-628422E5D6B2","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"bebe57d0d89c6d6e717aa9ac73ea0a3d5a7d7341","datavalue":{"value":"general univariate linear model","type":"string"},"datatype":"string"},"type":"statement","id":"Q1098538$565C255F-3A75-4634-A3ED-44F97D89A829","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"7d6028dd63ccfbaa75823c3d7fabdd9f0289f4d4","datavalue":{"value":"explicit parametrization","type":"string"},"datatype":"string"},"type":"statement","id":"Q1098538$6B909E8B-A9EE-47ED-ABB0-1086F0E705C4","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"93a8c88840334f35f8e06036f28d9ccb24507866","datavalue":{"value":"ARMA processes","type":"string"},"datatype":"string"},"type":"statement","id":"Q1098538$F76A7D3B-B541-45B2-93B7-D07EF7F2749D","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1098538$474788EF-0F03-4F66-818B-FD94D74E67E6","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"5882079c3ef6aa3e602f9c74c20771ee61c826b2","datavalue":{"value":{"entity-type":"item","numeric-id":4184598,"id":"Q4184598"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1098538$DBCC25B7-C384-4E28-A0C4-CF6200799F95","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"0109fe430e9ea78e2fff8d4ace5a4622c4e5f4b5","datavalue":{"value":{"entity-type":"item","numeric-id":3880539,"id":"Q3880539"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1098538$BAE28E45-CD8B-4E1D-AFC0-12FC28869371","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"20378156bae9f0bc681f6c530d3f066edeb5413d","datavalue":{"value":{"entity-type":"item","numeric-id":3713812,"id":"Q3713812"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1098538$E587337B-E294-44F1-836B-43006742A6E0","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"29c639655084fe4b6161b2d28391ad6c5b5b0b3e","datavalue":{"value":{"entity-type":"item","numeric-id":3691372,"id":"Q3691372"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1098538$A9C018E5-F945-439F-B06D-2D133AB997DD","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"117bd652e16654a3c7506199f2e869090ca191ac","datavalue":{"value":{"entity-type":"item","numeric-id":3760261,"id":"Q3760261"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1098538$E5ABA211-DC92-4F0B-B276-F91A279B4EEA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"042bf7fff2c55b0ce126fdc3a73a163909c82501","datavalue":{"value":{"entity-type":"item","numeric-id":3740519,"id":"Q3740519"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1098538$7E093E46-3EB8-43EB-A4BF-96B0EC5E2E05","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"144000ddff277aa77ab3d9b259a77a0b5ed18644","datavalue":{"value":{"entity-type":"item","numeric-id":3929363,"id":"Q3929363"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1098538$F749F9A1-FB93-46BE-93AD-EB2AA97D63ED","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"8438fdd5886e1a4cb1d7d5b40b24e3e8705a3e4c","datavalue":{"value":{"entity-type":"item","numeric-id":5567096,"id":"Q5567096"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1098538$21FB6DE5-D45C-4ABC-8C2E-7BBA59DC253F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"b083772992d9442343147e60a54d42a948167c71","datavalue":{"value":{"entity-type":"item","numeric-id":1166232,"id":"Q1166232"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1098538$58000F29-87C0-476B-9606-E5D283509689","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"78bb47851ddbbdf8a4eb668d92b44f48cc30f604","datavalue":{"value":{"entity-type":"item","numeric-id":4138442,"id":"Q4138442"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1098538$40359C80-9BF1-437A-9EAF-9D08C5282092","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"f7519e21e7d9b332401a10565966e1cf09809cc0","datavalue":{"value":{"entity-type":"item","numeric-id":3740885,"id":"Q3740885"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1098538$6B51A849-7EDD-417B-9428-D6DB8A12DFC8","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"efb05db6726e55e6ccdcf19bf5b820dec1ddae69","datavalue":{"value":"https://doi.org/10.1016/0165-1889(87)90025-x","type":"string"},"datatype":"url"},"type":"statement","id":"Q1098538$D84928D4-9962-4DB2-B710-867FCE445390","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"c1bd7e643c0e3251adf56466d79fabc6f42ce54b","datavalue":{"value":"W2006054522","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1098538$DB59803F-05D7-4178-8888-7D1503D43EA5","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"61da792f8b5bb8113a6af5e8a75aa0e465faced3","datavalue":{"value":{"entity-type":"item","numeric-id":73630,"id":"Q73630"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1098538$7A9CFA3E-6267-41F6-AB14-E404C5F3EC62","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"be98a9c02477eadeea434fe80188843f1b386c7a","datavalue":{"value":{"entity-type":"item","numeric-id":3740519,"id":"Q3740519"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"2b2a33ea86ee979676f045d3fa5923581d373009","datavalue":{"value":{"amount":"+0.9347975254058838","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1098538$8348C899-B32C-4CBF-AA55-C79E2BC2A88C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"b7ee56c313226300184e440036c1798d3906585e","datavalue":{"value":{"entity-type":"item","numeric-id":5752267,"id":"Q5752267"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"736367eda76928b207f974ee60edd4a73d3d0eea","datavalue":{"value":{"amount":"+0.8577154874801636","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1098538$366A5ACE-1E09-4F11-AB29-5F4F0512AEEC","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"26eeede17cf0685851c7a2a3443d10bcf2b1e9b2","datavalue":{"value":{"entity-type":"item","numeric-id":3341731,"id":"Q3341731"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"6218270de1b182f4d51cfd17c837d77cfff10802","datavalue":{"value":{"amount":"+0.8368505835533142","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1098538$8FB78F7D-1AB4-4D8B-A85D-E02EE19FA962","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"e2f82f252b71379dbf907b1218afb216dc3606c2","datavalue":{"value":{"entity-type":"item","numeric-id":3790904,"id":"Q3790904"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"e24f7a9f1809c5e2a8d6bcce324a92175656c987","datavalue":{"value":{"amount":"+0.8282666206359863","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1098538$AF964338-984E-487E-A149-0F628B06782C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"72993f1ba4eb53b9d856b3c6073b623fc27e5f56","datavalue":{"value":{"entity-type":"item","numeric-id":1863711,"id":"Q1863711"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"2d226b40dfb9e812b9aa754b640db8f12cd6b973","datavalue":{"value":{"amount":"+0.8220887184143066","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1098538$22CF4057-0F25-493E-8AED-10D8B0A046FE","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"The structure of ARMA solutions to a general linear model with rational expectations","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/The_structure_of_ARMA_solutions_to_a_general_linear_model_with_rational_expectations"}}}}}