Computing sunspot equilibria in linear rational expectations models
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Publication:951460
DOI10.1016/S0165-1889(02)00153-7zbMath1179.91135MaRDI QIDQ951460
Thomas A. Lubik, Frank Schorfheide
Publication date: 24 October 2008
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Special types of economic equilibria (91B52) Macroeconomic theory (monetary models, models of taxation) (91B64) Dynamic stochastic general equilibrium theory (91B51)
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Cites Work
- Real business cycles and the animal spirits hypothesis
- Comparing four models of aggregate fluctuations due to self-fulfilling expectations
- Using the generalized Schur form to solve a multivariate linear rational expectations model
- Animal spirits, technology shocks and the business cycle
- Solving linear rational expectations models
- The Solution of Linear Difference Models under Rational Expectations
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