A solution method for linear rational expectation models under imperfect information
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Cites work
- Solving linear rational expectations models
- System reduction and solution algorithms for singular linear difference systems under rational expectations
- The Solution of Linear Difference Models under Rational Expectations
- Using the generalized Schur form to solve a multivariate linear rational expectations model
Cited in
(6)- An eigenvalue method of undetermined coefficients for solving linear rational expectations models
- LINEAR-QUADRATIC OPTIMIZATION FOR MODELS WITH RATIONAL EXPECTATIONS
- A generalized approach to indeterminacy in linear rational expectations models
- On the Solution of Linear Difference Equations with Rational Expectations
- The forward method as a solution refinement in rational expectations models
- Invertible and non-invertible information sets in linear rational expectations models
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