A Complete Characterization of ARMA Solutions to Linear Rational Expectations Models (Q3740519)
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scientific article; zbMATH DE number 3974674
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | A Complete Characterization of ARMA Solutions to Linear Rational Expectations Models |
scientific article; zbMATH DE number 3974674 |
Statements
A Complete Characterization of ARMA Solutions to Linear Rational Expectations Models (English)
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1986
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Linear rational expectations models
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multiple equilibria
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forward expectational lags
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backward lags
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ARMA solutions
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0.9347975254058838
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0.8398293256759644
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0.8056687712669373
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0.8022068738937378
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