Arbitrary initial conditions and the dimension of indeterminacy in linear rational expectations models
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Publication:777941
DOI10.1007/S10203-019-00269-4zbMATH Open1444.91138OpenAlexW2979553428WikidataQ127103988 ScholiaQ127103988MaRDI QIDQ777941FDOQ777941
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
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Cites Work
- Solving linear rational expectations models
- An Algorithm for Generalized Matrix Eigenvalue Problems
- Winding number criterion for existence and uniqueness of equilibrium 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
- Determinacy, indeterminacy and dynamic misspecification in linear rational expectations models
- Computing sunspot equilibria in linear rational expectations models
- The full set of solutions of linear rational expectations models
- THE LINEAR SYSTEMS APPROACH TO LINEAR RATIONAL EXPECTATIONS MODELS
- A ``nearly ideal solution to linear time-varying rational expectations models
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