The solution of time-varying linear rational expectations models and the role of terminal conditions

DOI10.1016/0165-1765(90)90013-QMaRDI QIDQ1676747zbMATH OpenOpenAlexFDO

Authors Andrew P. Blake

Publication date 9 November 2017

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0165-1765(90)90013-q

Mathematics Subject Classification ID

Special types of economic markets (including Cournot, Bertrand) (91B54)

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Cites work

• Multiple Shooting in Rational Expectations Models
• The Solution of Linear Difference Models under Rational Expectations

Cited in

(9)

• Precision performances of terminal conditions for short time horizons forward-looking systems
• Solving linear rational expectations models
• Open loop time consistency for linear rational expectations models
• On the relationship between determinate and MSV solutions in linear RE models
• Solution and control of linear rational expectations models with structural effects from future instruments
• Solving linear rational expectations models in the presence of structural change: some extensions
• Time-varying rational expectations models
• On the Solution of Linear Difference Equations with Rational Expectations
• A ``nearly ideal solution to linear time-varying rational expectations models

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