A Complete Characterization of ARMA Solutions to Linear Rational Expectations Models

DOI10.2307/2297648MaRDI QIDQ3740519zbMATH OpenOpenAlexFDO

Authors George W. Evans, Seppo Honkapohja

Publication date 1986

Published in Review of Economic Studies (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/2297648

zbMATH Keywords

ARMA solutionsbackward lagsforward expectational lagsLinear rational expectations modelsmultiple equilibria

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Economic growth models (91B62) Economic time series analysis (91B84)

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• Econometric tests of rationality and market efficiency
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