The full set of solutions of linear rational expectations models
From MaRDI portal
(Redirected from Publication:1786769)
Recommendations
- Arbitrary initial conditions and the dimension of indeterminacy in linear rational expectations models
- Determinacy in linear rational expectations models
- Solutions to linear rational expectations models: a compact exposition
- A Complete Characterization of ARMA Solutions to Linear Rational Expectations Models
- DYNAMIC EQUIVALENCE PRINCIPLE IN LINEAR RATIONAL EXPECTATIONS MODELS
Cites work
- A linear algebraic procedure for solving linear perfect foresight models
- Computing sunspot equilibria in linear rational expectations models
- Dynamic identification of dynamic stochastic general equilibrium models
- Identifiability and Consistent Estimability in Econometric Models
- Solving and estimating indeterminate DSGE models
- Solving linear rational expectations models
Cited in
(6)- Determinacy in linear rational expectations models
- The Symmetric Linear Rational Expectations Model
- A Complete Characterization of ARMA Solutions to Linear Rational Expectations Models
- Identifiability of structural singular vector autoregressive models
- The spectral approach to linear rational expectations models
- Arbitrary initial conditions and the dimension of indeterminacy in linear rational expectations models
This page was built for publication: The full set of solutions of linear rational expectations models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1786769)