Reduced Forms of Rational Expectations Models

DOI10.2307/1882598zbMATH Open0399.90027OpenAlexW2034637725MaRDI QIDQ4184598FDOQ4184598

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

Cited In (6)

• The structure of ARMA solutions to a general linear model with rational expectations
• Control of linear systems with rational expectations. The case of incomplete information
• Saddlepath solutions for multivariate linear rational expectations models
• A ``nearly ideal solution to linear time-varying rational expectations models
• 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

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