Solution and control of linear rational expectations models with structural effects from future instruments

DOI10.1016/S0165-1765(99)00273-6zbMATH Open0953.91051MaRDI QIDQ1978766FDOQ1978766

Authors: Andrew P. Blake 

Publication date: 4 June 2000

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

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zbMATH Keywords

optimal controlexpected instruments

Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82) Applications of optimal control and differential games (49N90)

Cites Work

• The Solution of Linear Difference Models under Rational Expectations
• Title not available (Why is that?)
• Solving stochastic optimization models with learning and rational expectations

Cited In (4)

• A solution method for linear rational expectation models under imperfect information
• Solving linear rational expectations models in the presence of structural change: some extensions
• The design of feedback rules in linear stochastic rational expectations models
• Open loop time consistency for linear rational expectations models

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