Reduced Forms of Rational Expectations Models
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Cited by:
- Bernd Funovits, 2014. "Implications of Stochastic Singularity in Linear Multivariate Rational Expectations Models," Vienna Economics Papers 1405, University of Vienna, Department of Economics.
- Bernd Funovits, 2020. "The Dimension of the Set of Causal Solutions of Linear Multivariate Rational Expectations Models," Papers 2002.04369, arXiv.org.
- Laffargue, J.-P.Jean-Pierre, 2004. "A sufficient condition for the existence and the uniqueness of a solution in macroeconomic models with perfect foresight," Journal of Economic Dynamics and Control, Elsevier, vol. 28(10), pages 1955-1975, September.
- Enrique Martínez García, 2016. "Finite-Order VAR Representation of Linear Rational Expectations Models: With Some Lessons for Monetary Policy," Globalization Institute Working Papers 285, Federal Reserve Bank of Dallas.
- Al-Sadoon, Majid M., 2018.
"The Linear Systems Approach To Linear Rational Expectations Models,"
Econometric Theory, Cambridge University Press, vol. 34(3), pages 628-658, June.
- Majid M. Al-Sadoon, 2016. "The Linear Systems Approach to Linear Rational Expectations Models," Working Papers 875, Barcelona School of Economics.
- Majid M. Al-Sadoon, 2016. "The linear systems approach to linear rational expectations models," Economics Working Papers 1511, Department of Economics and Business, Universitat Pompeu Fabra.
- Evans, George W. & McGough, Bruce, 2005.
"Stable sunspot solutions in models with predetermined variables,"
Journal of Economic Dynamics and Control, Elsevier, vol. 29(4), pages 601-625, April.
- George W. Evans & Bruce McGough, 2002. "Stable Sunspot Solutions in Models with Predetermined Variables," University of Oregon Economics Department Working Papers 2002-16, University of Oregon Economics Department, revised 29 May 2003.
- Enrique Martínez García, 2020. "A Matter of Perspective: Mapping Linear Rational Expectations Models into Finite-Order VAR Form," Globalization Institute Working Papers 389, Federal Reserve Bank of Dallas.
- Luca Fanelli, 2009. "Estimation of quasi-rational DSGE monetary models," Quaderni di Dipartimento 3, Department of Statistics, University of Bologna.
- Raouf Boucekkine & Cuong Le Van & Katheline Schubert, "undated".
"How to Get the Blanchard-Kahn Form from a General Linear Rational Expectations Model,"
Computing in Economics and Finance 1996
_035, Society for Computational Economics.
- Boucekkine, Raouf & Le Van, Cuong & Schubert, Katheline, 1996. "How to get the Blanchard-Kahn form from a general linear rational expectations model," UC3M Working papers. Economics 3974, Universidad Carlos III de Madrid. Departamento de EconomÃa.
- Bernd Funovits, 2014. "Implications of Stochastic Singularity in Linear Multivariate Rational Expectations Models," Vienna Economics Papers vie1405, University of Vienna, Department of Economics.
- Emilio Galdeano-Gómez, 2007. "Composite price expectations: An empirical analysis for the Spanish horticultural sector," Agribusiness, John Wiley & Sons, Ltd., vol. 23(1), pages 57-83.
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