Determinacy in linear rational expectations models
From MaRDI portal
(Redirected from Publication:1886756)
Recommendations
- DYNAMIC EQUIVALENCE PRINCIPLE IN LINEAR RATIONAL EXPECTATIONS MODELS
- Solutions to linear rational expectations models: a compact exposition
- E-stability vis-a-vis determinacy results for a broad class of linear rational expectations models
- The full set of solutions of linear rational expectations models
- Solving linear rational expectations models
Cites work
- Comparative Statics and Perfect Foresight in Infinite Horizon Economies
- Coordination on saddle-path solutions: the eductive viewpoint -- linear multivariate models
- Determinacy and stability under learning of rational expectations equilibria
- DYNAMIC EQUIVALENCE PRINCIPLE IN LINEAR RATIONAL EXPECTATIONS MODELS
- scientific article; zbMATH DE number 19473 (Why is no real title available?)
- scientific article; zbMATH DE number 192992 (Why is no real title available?)
- scientific article; zbMATH DE number 3204640 (Why is no real title available?)
- Rational Expectations in Dynamic Linear Models: Analysis of the Solutions
- Sunspot Fluctuations Around a Steady State: The Case of Multidimensional One-Step Forward Looking Economic Models
- The Solution of Linear Difference Models under Rational Expectations
- The Stability of Models of Money and Growth with Perfect Foresight
- UNIQUENESS OF BUBBLE-FREE SOLUTION IN LINEAR RATIONAL EXPECTATIONS MODELS
Cited in
(30)- E-stability vis-a-vis determinacy results for a broad class of linear rational expectations models
- Another weakness of ``determinacy as a selection criterion for rational expectations models
- Equilibrium beliefs in linear rational expectations models
- Solutions to linear rational expectations models: a compact exposition
- Analytic derivatives for linear rational expectations models
- Determinacy analysis in high order dynamic systems: the case of nominal rigidities and limited asset market participation
- The full set of solutions of linear rational expectations models
- On the relationship between determinate and MSV solutions in linear RE models
- The RPEs of RBCs and other DSGEs
- Determinacy and classification of Markov-switching rational expectations models
- Coordination on saddle-path solutions: the eductive viewpoint -- linear multivariate models
- The Zero Root Problem: A Note on the Dynamic Determination of the Stationary Equilibrium in Linear Models
- The Symmetric Linear Rational Expectations Model
- Saddlepoint Problems in Continuous Time Rational Expectations Models: A General Method and Some Macroeconomic Examples
- Rational Expectations Models and Bounded Memory
- Stability and determinacy conditions for mixed-type functional differential equations
- Linear bounds for levels of stable rationality
- COORDINATION ON SADDLE-PATH SOLUTIONS: THE EDUCTIVE VIEWPOINT—LINEAR UNIVARIATE MODELS
- DYNAMIC EQUIVALENCE PRINCIPLE IN LINEAR RATIONAL EXPECTATIONS MODELS
- The linear systems approach to linear rational expectations models
- On the uniqueness of solutions to rational expectations models
- A generalized approach to indeterminacy in linear rational expectations models
- Determinacy, indeterminacy and dynamic misspecification in linear rational expectations models
- When does determinacy imply expectational stability?
- Coherence without rationality at the zero lower bound
- Invertible and non-invertible information sets in linear rational expectations models
- Arbitrary initial conditions and the dimension of indeterminacy in linear rational expectations models
- The solution of dynamic linear rational expectations models
- A sufficient condition for the existence and the uniqueness of a solution in macroeconomic models with perfect foresight
- Winding number criterion for existence and uniqueness of equilibrium in linear rational expectations models
This page was built for publication: Determinacy in linear rational expectations models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1886756)
