Asymptotic behavior of difference equations under rational expectations

MaRDI QIDQ5149487zbMATHFDO

Authors P. H. Bezandry

Publication date 11 February 2021

Full work available at URL http://www.jneea.com/?2021-2

zbMATH Keywords

random sequencesingular difference equationtime-varying difference equation

Mathematics Subject Classification ID

Generation, random and stochastic difference and differential equations (37H10) Stochastic difference equations (39A50)

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• On the Solution of Linear Difference Equations with Rational Expectations
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Cites work

• scientific article; zbMATH DE number 53059 (Why is no real title available?)
• scientific article; zbMATH DE number 3459276 (Why is no real title available?)
• Almost automorphic solutions of difference equations
• Almost periodic solutions for some semilinear singular difference equations
• Almost periodic stochastic processes.
• Geometric theory of semilinear parabolic equations
• On the stochastic Beverton–Holt equation with survival rates
• Solving linear rational expectations models
• The Solution of Linear Difference Models under Rational Expectations
• Time-varying rational expectations models
• Using the generalized Schur form to solve a multivariate linear rational expectations model

Cited in

(1)

• On the Solution of Linear Difference Equations with Rational Expectations

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Uses Software

• Gensys

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