Rational Expectations in Stationary Linear Models

DOI10.2307/1911132MaRDI QIDQ3898297zbMATH OpenOpenAlexFDO

Authors Carl A. Futia

Publication date 1981

Published in Econometrica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/1911132

zbMATH Keywords

informationally asymmetric equilibrialinear time series modelsmethod of z-transformsrational expectationsstationary linear models

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Economic growth models (91B62) Economic time series analysis (91B84)

Cited in

(13)

• Expectations equilibria with dispersed forecasts
• Rational expectations in microeconomic models: An overview
• VAR analysis, nonfundamental representations, Blaschke matrices
• Solving generalized multivariate linear rational expectations models
• Confounding dynamics
• A note on Futia (1981)'s non-existence pathology of rational expectations equilibria
• How equilibrium prices reveal information in a time series model with disparately informed, competitive traders
• Rational inattention in the frequency domain
• Forecasting the forecasts of others: implications for asset pricing
• Solving and analyzing DSGE models in the frequency domain
• The dynamics of strategic information flows in stock markets
• Restricted perception equilibria and rational expectation equilibrium
• Speculative dynamics

This page was built for publication: Rational Expectations in Stationary Linear Models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3898297)