Determinacy in linear rational expectations models

DOI10.1016/j.jmateco.2003.07.003zbMath1099.91078OpenAlexW2001846209MaRDI QIDQ1886756

Stéphane Gauthier

Publication date: 19 November 2004

Published in: Journal of Mathematical Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmateco.2003.07.003

zbMATH Keywords

SelectionSaddle point property

Mathematics Subject Classification ID

Economic time series analysis (91B84)

Related Items (1)

Stability and determinacy conditions for mixed-type functional differential equations

Cites Work

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• Determinacy and stability under learning of rational expectations equilibria
• Coordination on saddle-path solutions: the eductive viewpoint -- linear multivariate models
• Comparative Statics and Perfect Foresight in Infinite Horizon Economies
• The Solution of Linear Difference Models under Rational Expectations
• 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 Stability of Models of Money and Growth with Perfect Foresight
• DYNAMIC EQUIVALENCE PRINCIPLE IN LINEAR RATIONAL EXPECTATIONS MODELS
• UNIQUENESS OF BUBBLE-FREE SOLUTION IN LINEAR RATIONAL EXPECTATIONS MODELS

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