On the study of a rational expectation model with lagged endogenous variables

DOI10.1080/10236198.2019.1573895zbMath1415.34136OpenAlexW2913859748WikidataQ128494339 ScholiaQ128494339MaRDI QIDQ4632382

Zheng Dou, Shaoyong Lai, Chun-hua Hu

Publication date: 29 April 2019

Published in: Journal of Difference Equations and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10236198.2019.1573895

zbMATH Keywords

market clearingrational expectation modelcagan modelisolate time domainlag and forward operator

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24) Dynamic equations on time scales or measure chains (34N05) Real analysis on time scales or measure chains (26E70)

Uses Software

• Gensys

Cites Work

• Unnamed Item
• Determinacy, indeterminacy and dynamic misspecification in linear rational expectations models
• A production-inventory model of HMMS on time scales
• Computing second-order-accurate solutions for rational expectation models using linear solution methods
• Solving generalized multivariate linear rational expectations models
• Solving linear rational expectations models
• System reduction and solution algorithms for singular linear difference systems under rational expectations
• Stationary bubble equilibria in rational expectation models
• Cagan type rational expectation model on complex discrete time domains
• A nonlinear stochastic growth model on discrete time domains
• On the Possibility of Speculation under Rational Expectations
• On Existence and Uniqueness of Equilibrium in a Class of Noisy Rational Expectations Models: Figure 1
• A Butler-type oscillation theorem for second-order dynamic equations on discrete timescales

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