Vector rational error correction

DOI10.1016/S0165-1889(98)00075-XMaRDI QIDQ1960550zbMATH OpenFDO

Authors Sharon Kozicki, P. A. Tinsley

Publication date 12 January 2000

Published in Journal of Economic Dynamics and Control (Search for Journal in Brave)

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64) Computational methods for problems pertaining to game theory, economics, and finance (91-08)

Recommendations

• Rational error correction
• Dynamic adjustment cost models with forward‐looking behaviour
• Multi-equational linear quadratic adjustment cost models with rational expectations and cointe\-gration
• Some exact and inexact linear rational expectation models in vector autoregressive models
• Improved estimates and forecasts of error correction models in economics

Cites work

• scientific article; zbMATH DE number 1099371 (Why is no real title available?)
• scientific article; zbMATH DE number 854558 (Why is no real title available?)
• A Variable Adjustment Model of Labor Demand
• A linear algebraic procedure for solving linear perfect foresight models
• Dynamic Econometrics
• Multivariate detrending under common trend restrictions: implications for business cycle research
• Time to Build and Aggregate Fluctuations

Cited in

(5)

• A new approach for estimating and testing the linear quadratic adjustment cost model under rational expectations and I(1) variables
• Multi-equational linear quadratic adjustment cost models with rational expectations and cointe\-gration
• Rational error correction
• Dynamic specifications in optimizing trend-deviation macro models.
• Dynamic adjustment cost models with forward‐looking behaviour

This page was built for publication: Vector rational error correction

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1960550)