Rational Expectations in Dynamic Linear Models: Analysis of the Solutions
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Cited in
(24)- Stabilizing competitive business cycles
- The structure of ARMA solutions to a general linear model with rational expectations
- Dynamic determinacy and the existence of sunspot equilibria
- Equilibrium beliefs in linear rational expectations models
- Present value models with feedback. Solutions, stability, bubbles, and some empirical evidence
- An alternative methodology for solving nonlinear forward-looking models
- ``Slimming of power-law tails by increasing market returns
- The household fallacy
- Determinacy in linear rational expectations models
- Stationary bubble equilibria in rational expectation models
- Learning can generate long memory
- Kalman filter approach to solution of rational expectations models
- Cagan type rational expectation model on complex discrete time domains
- Stackelberg solution for a two-agent rational expectations model
- A Microeconomic Approach to Diffusion Models For Stock Prices
- VAR interpretations of Haavelmo's market model of capital and investment
- Econometric tests of rationality and market efficiency
- From rational bubbles to crashes
- Present value models with feedback
- Frictionless house-price momentum
- Recursive solution methods for dynamic linear rational expectations models
- The solution of dynamic linear rational expectations models
- Expectational stability of stationary sunspot equilibria in a forward-looking linear model
- Stable sunspot solutions in models with predetermined variables
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