Invertible and non-invertible information sets in linear rational expectations models
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Publication:621272
DOI10.1016/j.jedc.2010.11.002zbMath1232.91457MaRDI QIDQ621272
Stephen E. Wright, Liam Graham, Brad J. C. Baxter
Publication date: 2 February 2011
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jedc.2010.11.002
rational expectations; Kalman filter; invertibility; imperfect information; dynamic stochastic general equilibrium; fundamental versus nonfundamental time series representations
91B51: Dynamic stochastic general equilibrium theory
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