Solving linear rational expectations models

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Publication:1863711


DOI10.1023/A:1020517101123zbMath1034.91060MaRDI QIDQ1863711

Christopher A. Sims

Publication date: 12 March 2003

Published in: Computational Economics (Search for Journal in Brave)


91B84: Economic time series analysis

93C05: Linear systems in control theory

60G44: Martingales with continuous parameter


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