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A Complete Characterization of ARMA Solutions to Linear Rational Expectations Models

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Author Info
Evans, George
Honkapohja, Seppo

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Article provided by Blackwell Publishing in its journal Review of Economic Studies.

Volume (Year): 53 (1986)
Issue (Month): 2 (April)
Pages: 227-39
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Handle: RePEc:bla:restud:v:53:y:1986:i:2:p:227-39

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  1. George W. Evans & Seppo Honkapohja, 2001. "Expectational Stability of Resonant Frequency Sunspot Equilibria," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
  2. Luis-Felipe Zanna, 2004. "PPP rules, macroeconomic (In)stability and learning," International Finance Discussion Papers 814, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
  3. Behzad T. Diba & Herschel I. Grossman, 1985. "The Impossibility of Rational Bubbles," NBER Working Papers 1615, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  4. Heinemann, Maik, 1997. "Convergence of Adaptive Learning and the Concept of Expectational Stability in Linear Rational Expectations Models with Multiple Equilibria," Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Universität Hannover dp-207, Universität Hannover, Wirtschaftswissenschaftliche Fakultät. [Downloadable!]
  5. Bjorn Wahlroos & Tom Berglund, 1984. "Stock Returns," Discussion Papers 598, Northwestern University, Center for Mathematical Studies in Economics and Management Science. [Downloadable!]
  6. John H. Boyd & Michael Dotsey, 1990. "Interest rate rules and nominal determinacy," Working Paper 90-01, Federal Reserve Bank of Richmond. [Downloadable!]
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