Winding number criterion for existence and uniqueness of equilibrium in linear rational expectations models
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Publication:956505
DOI10.1016/J.JEDC.2005.02.001zbMATH Open1198.91151OpenAlexW1981785675MaRDI QIDQ956505FDOQ956505
Authors: Alexei Onatski 
Publication date: 25 November 2008
Published in: Journal of Economic Dynamics and Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jedc.2005.02.001
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Macroeconomic theory (monetary models, models of taxation) (91B64) General equilibrium theory (91B50)
Cites Work
- Solving linear rational expectations models
- Title not available (Why is that?)
- Factorization of matrix functions and singular integral operators
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- Robust monetary policy with misspecified models: Does model uncertainty always call for attenuated policy?
- A linear algebraic procedure for solving linear perfect foresight models
- The Solution of Linear Difference Models under Rational Expectations
- An eigenvalue method of undetermined coefficients for solving linear rational expectations models
- Using the generalized Schur form to solve a multivariate linear rational expectations model
- Title not available (Why is that?)
- Solutions to linear rational expectations models: a compact exposition
- Systems of integral equations on a half line with kernels depending on the difference of arguments
- Factorization indices for matrix polynomials
Cited In (9)
- Solution algorithm to a class of monetary rational equilibrium macromodels with optimal monetary policy design
- Solving generalized multivariate linear rational expectations models
- Geometric and long run aspects of Granger causality
- THE LINEAR SYSTEMS APPROACH TO LINEAR RATIONAL EXPECTATIONS MODELS
- Transformed contribution ratio test for the number of factors in static approximate factor models
- Minimax bounds for sparse PCA with noisy high-dimensional data
- Robust determination for the number of common factors in the approximate factor models
- Arbitrary initial conditions and the dimension of indeterminacy in linear rational expectations models
- Dynamic mortality factor model with conditional heteroskedasticity
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