On the solution of the linear rational expectations model with multiple lags
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Kollintzas, Tryphon, 1986. "A non-recursive solution for the linear rational expectations model," Journal of Economic Dynamics and Control, Elsevier, vol. 10(1-2), pages 327-332, June.
- Epstein, Larry G. & Yatchew, Adonis J., 1985. "The empirical determination of technology and expectations : A simplified procedure," Journal of Econometrics, Elsevier, vol. 27(2), pages 235-258, February.
- Madan, Dilip B. & Prucha, Ingmar R., 1989.
"A note on the estimation of nonsymmetric dynamic factor demand models,"
Journal of Econometrics,
Elsevier, vol. 42(2), pages 275-283, October.
- Madan, Dilip B. & Prucha, Ingmar R., 1987. "A Note on the Estimation of Non-Symmetric Dynamic Factor Demand Models," Working Papers 87-25, C.V. Starr Center for Applied Economics, New York University.
- Broze, L. & Gourieroux, Ch. & Szafarz, A., 1991. "Computation of multipliers in multivariate rational expectations models," CORE Discussion Papers 1991016, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Christiano, Lawrence J, 1990. "Linear-Quadratic Approximation and Value-Function Iteration: A Comparison," Journal of Business & Economic Statistics, American Statistical Association, vol. 8(1), pages 99-113, January.
- Magill, Michael J. P., 1977. "Some new results on the local stability of the process of capital accumulation," Journal of Economic Theory, Elsevier, vol. 15(1), pages 174-210, June.
- Magill, Michael J P & Scheinkman, Jose A, 1979. "Stability of Regular Equilibria and the Correspondence Principle for Symmetric Variational Problems," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 20(2), pages 297-315, June.
- Oliner, Stephen & Rudebusch, Glenn & Sichel, Daniel, 1995.
"New and Old Models of Business Investment: A Comparison of Forecasting Performance,"
Journal of Money, Credit and Banking,
Blackwell Publishing, vol. 27(3), pages 806-826, August.
- Stephen Oliner & Glenn Rudebusch & Daniel Sichel, 1993. "New and old models of business investment: a comparison of forecasting performance," Working Paper Series / Economic Activity Section 141, Board of Governors of the Federal Reserve System (U.S.).
- Johnson, Paul A., 1994. "Capital utilization and investment when capital depreciates in use: some implications and tests," Journal of Macroeconomics, Elsevier, vol. 16(2), pages 243-259.
- Cassing, Shirley & Kollintzas, Tryphon, 1991. "Recursive Factor of Production Interrelations and Endogenous Cycling," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 32(2), pages 417-440, May.
- Kollintzas, Tryphon, 1985. "The Symmetric Linear Rational Expectations Model," Econometrica, Econometric Society, vol. 53(4), pages 963-976, July.
- Montgomery, Michael R., 1995. "'Time-to-build' completion patterns for nonresidential structures, 1961-1991," Economics Letters, Elsevier, vol. 48(2), pages 155-163, May.
More about this item
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:dyncon:v:24:y:2000:i:4:p:535-559. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Dana Niculescu). General contact details of provider: http://www.elsevier.com/locate/jedc .
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.