On the Solution of Linear Difference Equations with Rational Expectations

DOI10.2307/2298092MaRDI QIDQ5752267zbMATH OpenOpenAlexFDO

Authors Antoine d'Autume

Publication date 1990

Published in Review of Economic Studies (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/2298092

zbMATH Keywords

martingaleslinear difference equationsRational Expectations

Mathematics Subject Classification ID

Economic time series analysis (91B84) Utility theory (91B16) Additive difference equations (39A10) Economic growth models (91B62)

Recommendations

• scientific article; zbMATH DE number 3913518
• Asymptotic behavior of difference equations under rational expectations
• The solution of dynamic linear rational expectations models
• A ``nearly ideal solution to linear time-varying rational expectations models
• System reduction and solution algorithms for singular linear difference systems under rational expectations
• The solution of time-varying linear rational expectations models and the role of terminal conditions
• On the solutions in rational expectations models
• Solutions to linear rational expectations models: a compact exposition
• A solution method for linear rational expectation models under imperfect information
• Solution of finite-horizon multivariate linear rational expectations models and sparse linear systems

Cited in

(6)

• The structure of ARMA solutions to a general linear model with rational expectations
• scientific article; zbMATH DE number 3941216 (Why is no real title available?)
• scientific article; zbMATH DE number 3913518 (Why is no real title available?)
• A Complete Characterization of ARMA Solutions to Linear Rational Expectations Models
• System reduction and solution algorithms for singular linear difference systems under rational expectations
• Asymptotic behavior of difference equations under rational expectations

This page was built for publication: On the Solution of Linear Difference Equations with Rational Expectations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5752267)