Determinacy, indeterminacy and dynamic misspecification in linear rational expectations models
DOI10.1016/J.JECONOM.2012.04.002zbMATH Open1443.62165OpenAlexW1992910141MaRDI QIDQ528030FDOQ528030
Authors: Luca Fanelli 
Publication date: 12 May 2017
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: http://amsacta.unibo.it/2871/1/Quaderni_2010_4_Fanelli_Determinacy.pdf
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Cites Work
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- Computing sunspot equilibria in linear rational expectations models
Cited In (15)
- Sunspot-driven fat tails: a note
- Estimating and testing rational expectations models when the trend specification is uncertain.
- Adjustment costs and indeterminacy in perfect foresight models
- Indeterminacy and fundamental reduced form representations of DSGE models
- Solving and estimating indeterminate DSGE models
- Determinacy and classification of Markov-switching rational expectations models
- A generalized approach to indeterminacy in linear rational expectations models
- Title not available (Why is that?)
- Another weakness of ``determinacy as a selection criterion for rational expectations models
- On the study of a rational expectation model with lagged endogenous variables
- Arbitrary initial conditions and the dimension of indeterminacy in linear rational expectations models
- Real-time rational expectations and indeterminacy
- Monetary policy and determinacy: an inquiry into open economy New Keynesian macrodynamics
- Title not available (Why is that?)
- Determinacy, indeterminacy and dynamic misspecification in linear rational expectations models
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