Multi-equational linear quadratic adjustment cost models with rational expectations and cointe\-gration
DOI10.1016/J.JEDC.2005.03.002zbMATH Open1200.62139OpenAlexW2095512189MaRDI QIDQ956511FDOQ956511
Authors: Luca Fanelli 
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.2005.03.002
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Cites Work
- Identifying restrictions of linear equations with applications to simultaneous equations and cointegration
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- LONG-RUN STRUCTURAL MODELLING
- The Estimation of Partial Adjustment Models with Rational Expectations
- Rational error correction
- Testing exact rational expectations in cointegrated vector autoregressive models
- Present value models with feedback. Solutions, stability, bubbles, and some empirical evidence
- Seasonal cointegration and cross-equation restrictions on a forward-looking buffer stock model of money demand.
- Vector rational error correction
- Estimating Intertemporal Quadratic Adjustment Cost Models with Integrated Series
- A new approach for estimating and testing the linear quadratic adjustment cost model under rational expectations and I(1) variables
Cited In (7)
- Present value relations, Granger noncausality, and VAR stability
- LINEAR-QUADRATIC OPTIMIZATION FOR MODELS WITH RATIONAL EXPECTATIONS
- On the interpretation of cointegration in the linear--quadratic inventory model.
- Vector rational error correction
- Title not available (Why is that?)
- Functional equivalence between intertemporal and multisectoral investment adjustment costs
- A new approach for estimating and testing the linear quadratic adjustment cost model under rational expectations and I(1) variables
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