Reduced Forms of Rational Expectations Models

DOI10.2307/1882598MaRDI QIDQ4184598zbMATH OpenOpenAlexFDO

Authors Masanao Aoki, Matthew B. Canzoneri

Publication date 1979

Published in The Quarterly Journal of Economics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/1882598

Mathematics Subject Classification ID

Economic growth models (91B62) Economic time series analysis (91B84)

Cited in

(6)

• The structure of ARMA solutions to a general linear model with rational expectations
• Efficient solution techniques for linear and nonlinear rational expectations models
• A least-squares model specification test for a class of dynamic nonlinear economic models with systematically varying parameters
• Saddlepath solutions for multivariate linear rational expectations models
• Control of linear systems with rational expectations. The case of incomplete information
• A ``nearly ideal solution to linear time-varying rational expectations models

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