Rational Expectations Equilibrium with Econometric Models

DOI10.2307/2297658MaRDI QIDQ3683833zbMATH OpenOpenAlexFDO

Authors Robert M. Anderson, Hugo F. Sonnenschein

Publication date 1985

Published in Review of Economic Studies (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/2297658

zbMATH Keywords

existence of general economic equilibriumlinear least squares estimationrational expectationsuncertainty

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) General equilibrium theory (91B50)

Recommendations

• Economically rational expectations equilibrium
• scientific article; zbMATH DE number 4083326
• The Efficient Estimation of Econometric Models with Rational Expectations
• On the solutions in rational expectations models
• Rational Expectations Equilibria, Learning, and Model Specification
• Rational expectations equilibrium: An alternative approach
• Solving and estimating dynamic models under rational expectations
• Equilibrium beliefs in linear rational expectations models
• Theoretical tests of the rational expectations hypothesis in economic dynamical models

Cited in

(23)

• Existence and local uniqueness of functional rational expectations equilibria in dynamic economic models
• On the existence of rational expectations equilibrium
• Statistical equilibrium in one-step forward looking economic models
• Computational economics and economic theory: Substitutes or complements?
• Economically rational expectations equilibrium
• Stationary bubble equilibria in rational expectation models
• Das Konzept rationaler Preiserwartungen
• Time-varying rational expectations models
• Modeling the evolution of expectations and uncertainty in general equilibrium
• scientific article; zbMATH DE number 3860837 (Why is no real title available?)
• scientific article; zbMATH DE number 4205696 (Why is no real title available?)
• The Symmetric Linear Rational Expectations Model
• scientific article; zbMATH DE number 3943502 (Why is no real title available?)
• Rational Expectations Equilibria, Learning, and Model Specification
• scientific article; zbMATH DE number 1984258 (Why is no real title available?)
• Stationarity of econometric learning with bounded memory and a predicted state variable
• LEARNING TO FORECAST AND CYCLICAL BEHAVIOR OF OUTPUT AND INFLATION
• Internal rationality, imperfect market knowledge and asset prices
• scientific article; zbMATH DE number 2238177 (Why is no real title available?)
• Partially-revealing rational expectations equilibrium in a competitive economy
• On existence of Berk-Nash equilibria in misspecified Markov decision processes with infinite spaces
• Equilibrium with signal extraction from endogenous variables
• Subjective expectations equilibrium in economies with uncertain delivery

This page was built for publication: Rational Expectations Equilibrium with Econometric Models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3683833)