Some thoughts on rational expectations models, and alternate formulations

DOI10.1016/0898-1221(89)90110-7zbMath0681.90025OpenAlexW2132874543MaRDI QIDQ1823834

Tamer Başar

Publication date: 1989

Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0898-1221(89)90110-7

zbMATH Keywords

rational expectations modelsdifferent information patternsfinite and infinite horizon formulations

Mathematics Subject Classification ID

Economic growth models (91B62)

Related Items (6)

LQ control of Itô stochastic system with asymmetric information ⋮ Kalman filter approach to solution of rational expectations models ⋮ Stackelberg solution for a two-agent rational expectations model ⋮ Linear quadratic optimal regulation for multiplicative noise systems with special terminal penalty ⋮ The time inconsistency of delegation-based time inconsistency solutions in monetary policy ⋮ A ``nearly ideal solution to linear time-varying rational expectations models

Cites Work

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• Dynamic programming and stochastic control
• Dynamic noncooperative game theory
• The Solution of Linear Difference Models under Rational Expectations
• Conditions for Unique Solutions in Stochastic Macroeconomic Models with Rational Expectations

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