Pages that link to "Item:Q967223"
From MaRDI portal
The following pages link to A ``nearly ideal'' solution to linear time-varying rational expectations models (Q967223):
Displaying 14 items.
- Arbitrary initial conditions and the dimension of indeterminacy in linear rational expectations models (Q777941) (← links)
- The solution of dynamic linear rational expectations models (Q915621) (← links)
- Multi-equational linear quadratic adjustment cost models with rational expectations and cointe\-gration (Q956511) (← links)
- The design of feedback rules in linear stochastic rational expectations models (Q1092784) (← links)
- The solution of time-varying linear rational expectations models and the role of terminal conditions (Q1676747) (← links)
- Some thoughts on rational expectations models, and alternate formulations (Q1823834) (← links)
- Kalman filter approach to solution of rational expectations models (Q2366664) (← links)
- Some exact and inexact linear rational expectation models in vector autoregressive models (Q2452986) (← links)
- Stackelberg solution for a two-agent rational expectations model (Q2665099) (← links)
- Parameter estimation of macroeconomic systems under rational expectations (Q3760413) (← links)
- DOES NEAR‐RATIONALITY MATTER IN FIRST‐ORDER APPROXIMATE SOLUTIONS? A PERTURBATION APPROACH (Q4686813) (← links)
- A generalized approach to indeterminacy in linear rational expectations models (Q5164503) (← links)
- On the Solution of Linear Difference Equations with Rational Expectations (Q5752267) (← links)
- Linear quadratic optimal regulation for multiplicative noise systems with special terminal penalty (Q6115934) (← links)
