Equilibrium beliefs in linear rational expectations models

DOI10.1016/S0165-1889(98)00003-7MaRDI QIDQ1274474zbMATH OpenWikidataFDO

Authors Kenneth J. Matheny

Publication date 12 January 1999

Published in Journal of Economic Dynamics and Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/S0165-1889(98)00003-7

zbMATH Keywords

imperfect competitionincreasing returns

Mathematics Subject Classification ID

Economic growth models (91B62)

Recommendations

• Expectational Stability and the Multiple Equilibria Problem in Linear Rational Expectations Models
• Stationary bubble equilibria in rational expectation models
• DYNAMIC EQUIVALENCE PRINCIPLE IN LINEAR RATIONAL EXPECTATIONS MODELS
• Determinacy in linear rational expectations models
• Computing sunspot equilibria in linear rational expectations models

Cites work

• scientific article; zbMATH DE number 3827523 (Why is no real title available?)
• scientific article; zbMATH DE number 3788331 (Why is no real title available?)
• Nominal price stickiness as a rational expectations equilibrium
• Non-neutral responses to money supply shocks when consumption and leisure are Pareto substitutes
• Rational Expectations in Dynamic Linear Models: Analysis of the Solutions
• The Solution of Linear Difference Models under Rational Expectations

Cited in

(16)

• Perfect equilibrium and lexicographic beliefs
• On multiple equilibria and the rational expectations hypothesis
• The RPEs of RBCs and other DSGEs
• Comparing recursive equilibrium in economies with dynamic complementarities and indeterminacy
• The role of beliefs in inference for rational expectations models
• Rational Expectations Equilibrium with Econometric Models
• The Symmetric Linear Rational Expectations Model
• An Example of Convergence to Rational Expectations with Heterogeneous Beliefs
• Observable Implications of Models with Multiple Equilibria
• scientific article; zbMATH DE number 1984258 (Why is no real title available?)
• Money non-neutrality in a rational belief equilibrium with financial assets
• Non-parametric counterfactual analysis in dynamic general equilibrium
• Coherence without rationality at the zero lower bound
• Equilibrium with signal extraction from endogenous variables
• Winding number criterion for existence and uniqueness of equilibrium in linear rational expectations models
• Restricted perception equilibria and rational expectation equilibrium

This page was built for publication: Equilibrium beliefs in linear rational expectations models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1274474)