A Complete Characterization of ARMA Solutions to Linear Rational Expectations Models

DOI10.2307/2297648zbMath0603.90039OpenAlexW2080322107MaRDI QIDQ3740519

Seppo Honkapohja, George W. Evans

Publication date: 1986

Published in: The Review of Economic Studies (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2297648

zbMATH Keywords

multiple equilibriaARMA solutionsbackward lagsforward expectational lagsLinear rational expectations models

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Economic time series analysis (91B84) Economic growth models (91B62)

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