The Symmetric Linear Rational Expectations Model

DOI10.2307/1912663zbMath0572.62093OpenAlexW2006299209MaRDI QIDQ3690068

Tryphon Kollintzas

Publication date: 1985

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1912663

zbMATH Keywords

symmetric matricesinformation setslinear rational expectation modelscontingency planendogenous decision variablesexogenous environmental variablesmultivariate adjustment model

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Economic growth models (91B62) Basic linear algebra (15A99)

Related Items (3)

A generalized variance bounds test with an application to the Holt et al. inventory model ⋮ On the local stability of the stationary solution to variational problems ⋮ On the solution of the linear rational expectations model with multiple lags.

This page was built for publication: The Symmetric Linear Rational Expectations Model