Arbitrary initial conditions and the dimension of indeterminacy in linear rational expectations models

DOI10.1007/S10203-019-00269-4MaRDI QIDQ777941zbMATHOpenAlexWikidataFDO

Authors Marco M. Sorge

Publication date 8 July 2020

Published in Decisions in Economics and Finance (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10203-019-00269-4

zbMATH Keywords

rational expectationsindeterminacyinitial conditions

Mathematics Subject Classification ID

Economic dynamics (91B55)

Recommendations

• The full set of solutions of linear rational expectations models
• Determinacy in linear rational expectations models
• A generalized approach to indeterminacy in linear rational expectations models
• Solving and estimating indeterminate DSGE models
• E-stability vis-a-vis determinacy results for a broad class of linear rational expectations models

Cites work

• A ``nearly ideal solution to linear time-varying rational expectations models
• An Algorithm for Generalized Matrix Eigenvalue Problems
• Computing sunspot equilibria in linear rational expectations models
• Determinacy, indeterminacy and dynamic misspecification in linear rational expectations models
• News shocks or parametric indeterminacy? an observational equivalence result in linear rational expectations models
• Solving and estimating indeterminate DSGE models
• Solving linear rational expectations models
• The full set of solutions of linear rational expectations models
• The linear systems approach to linear rational expectations models
• Winding number criterion for existence and uniqueness of equilibrium in linear rational expectations models

Cited in

(4)

• Solving and estimating indeterminate DSGE models
• The Zero Root Problem: A Note on the Dynamic Determination of the Stationary Equilibrium in Linear Models
• A generalized approach to indeterminacy in linear rational expectations models
• The full set of solutions of linear rational expectations models

Describes a project that uses

Uses Software

• Gensys

This page was built for publication: Arbitrary initial conditions and the dimension of indeterminacy in linear rational expectations models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q777941)