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

DOI10.1016/S0165-1765(99)00273-6MaRDI QIDQ1978766zbMATHFDO

Authors Andrew P. Blake

Publication date 4 June 2000

Published in Economics Letters (Search for Journal in Brave)

zbMATH Keywords

optimal controlexpected instruments

Mathematics Subject Classification ID

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

Recommendations

• Solving linear rational expectations models
• The solution of time-varying linear rational expectations models and the role of terminal conditions
• Open loop time consistency for linear rational expectations models
• Solving linear rational expectations models in the presence of structural change: some extensions
• Solutions to linear rational expectations models: a compact exposition

Cites work

• scientific article; zbMATH DE number 3244413 (Why is no real title available?)
• Solving stochastic optimization models with learning and rational expectations
• The Solution of Linear Difference Models under Rational Expectations

Cited in

(4)

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

This page was built for publication: Solution and control of linear rational expectations models with structural effects from future instruments

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1978766)