Present value models with feedback. Solutions, stability, bubbles, and some empirical evidence
From MaRDI portal
Publication:1342432
DOI10.1016/0165-1889(94)90049-3zbMath0814.90010MaRDI QIDQ1342432
Publication date: 11 January 1995
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0165-1889(94)90049-3
multiple equilibria; feedback; rational expectations; multiple solutions; rational bubbles; present value models
91B62: Economic growth models
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Cites Work
- The structure of ARMA solutions to a general linear model with rational expectations
- Identification of rational expectations models
- A Complete Characterization of ARMA Solutions to Linear Rational Expectations Models
- A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
- The Present-Value Relation: Tests Based on Implied Variance Bounds
- Rational Expectations in Dynamic Linear Models: Analysis of the Solutions
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