The Symmetric Linear Rational Expectations Model

DOI10.2307/1912663MaRDI QIDQ3690068zbMATH OpenOpenAlexFDO

Authors Tryphon Kollintzas

Publication date 1985

Published in Econometrica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/1912663

zbMATH Keywords

contingency planendogenous decision variablesexogenous environmental variablesinformation setslinear rational expectation modelsmultivariate adjustment modelsymmetric matrices

Mathematics Subject Classification ID

Basic linear algebra (15A99) Applications of statistics to economics (62P20) Economic growth models (91B62)

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Cited in

(3)

• A generalized variance bounds test with an application to the Holt et al. inventory model
• On the local stability of the stationary solution to variational problems
• On the solution of the linear rational expectations model with multiple lags.

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