Why the determinacy condition is a weak criterion in rational expectations models
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References listed on IDEAS
- Tetlow, Robert J. & von zur Muehlen, Peter, 2009.
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- Mostafavi, Moeen & Fatehi, Ali-Reza & Shakouri G., Hamed & Von zur Muehlen, Peter, 2011. "A predictive multi-agent approach to model systems with linear rational expectations," MPRA Paper 35351, University Library of Munich, Germany, revised 11 Dec 2011.
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KeywordsRational expectation; Determinacy condition; Stability; Uniqueness; Predictive control;
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- D84 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Expectations; Speculations
- E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
- H30 - Public Economics - - Fiscal Policies and Behavior of Economic Agents - - - General
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2011-02-05 (All new papers)
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