DYNAMIC EQUIVALENCE PRINCIPLE IN LINEAR RATIONAL EXPECTATIONS MODELS

DOI10.1017/S1365100502010301zbMATH Open1076.91027OpenAlexW2023468555MaRDI QIDQ4415693FDOQ4415693

Authors: Stéphane Gauthier 

Publication date: 6 August 2003

Published in: Macroeconomic Dynamics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s1365100502010301

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zbMATH Keywords

DeterminacyRational ExpectationsLearning.Sunspots

Mathematics Subject Classification ID

Economic growth models (91B62)

Cited In (14)

• The RPEs of RBCs and other DSGEs
• Theoretical tests of the rational expectations hypothesis in economic dynamical models
• Does near-rationality matter in first-order approximate solutions? A perturbation approach
• Coherence without rationality at the zero lower bound
• When does determinacy imply expectational stability?
• Determinacy and stability under learning of rational expectations equilibria
• Determinacy in linear rational expectations models
• Learnability and equilibrium selection under indeterminacy
• Another weakness of ``determinacy as a selection criterion for rational expectations models
• E-stability vis-a-vis determinacy results for a broad class of linear rational expectations models
• Coordination on saddle-path solutions: the eductive viewpoint -- linear multivariate models
• On the relationship between determinate and MSV solutions in linear RE models
• The solution of dynamic linear rational expectations models
• The full set of solutions of linear rational expectations models

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