Determinacy, indeterminacy and dynamic misspecification in linear rational expectations models
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Cites work
- scientific article; zbMATH DE number 3941216 (Why is no real title available?)
- scientific article; zbMATH DE number 2188315 (Why is no real title available?)
- A Complete Characterization of ARMA Solutions to Linear Rational Expectations Models
- Another heteroskedasticity- and autocorrelation-consistent covariance matrix estimator
- Computing sunspot equilibria in linear rational expectations models
- Determinacy, indeterminacy and dynamic misspecification in linear rational expectations models
- Dynamic identification of dynamic stochastic general equilibrium models
- Examining bias in estimators of linear rational expectations models under misspecification
- Full-versus limited-information estimation of a rational-expectations model. Some numerical comparisons
- Misspecification tests and their uses in econometrics
- Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory*
- Optimal Tests when a Nuisance Parameter is Present Only Under the Alternative
- Saddlepath solutions for multivariate linear rational expectations models
- Solving linear rational expectations models
- Testing for sunspot equilibria in the German hyperinflation
- The Efficient Estimation of Econometric Models with Rational Expectations
- Two-step two-stage least squares estimation in models with rational expectations
- Wald Criteria for Jointly Testing Equality and Inequality Restrictions
Cited in
(15)- Solving and estimating indeterminate DSGE models
- Sunspot-driven fat tails: a note
- Arbitrary initial conditions and the dimension of indeterminacy in linear rational expectations models
- Another weakness of ``determinacy as a selection criterion for rational expectations models
- On the study of a rational expectation model with lagged endogenous variables
- Real-time rational expectations and indeterminacy
- scientific article; zbMATH DE number 3862301 (Why is no real title available?)
- Determinacy and classification of Markov-switching rational expectations models
- Monetary policy and determinacy: an inquiry into open economy New Keynesian macrodynamics
- scientific article; zbMATH DE number 653058 (Why is no real title available?)
- Adjustment costs and indeterminacy in perfect foresight models
- A generalized approach to indeterminacy in linear rational expectations models
- Estimating and testing rational expectations models when the trend specification is uncertain.
- Determinacy, indeterminacy and dynamic misspecification in linear rational expectations models
- Indeterminacy and fundamental reduced form representations of DSGE models
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