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A Complete Characterization of ARMA Solutions to Linear Rational Expectations Models - MaRDI portal

A Complete Characterization of ARMA Solutions to Linear Rational Expectations Models (Q3740519)

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A Complete Characterization of ARMA Solutions to Linear Rational Expectations Models
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    A Complete Characterization of ARMA Solutions to Linear Rational Expectations Models (English)
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    1986
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    Linear rational expectations models
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    multiple equilibria
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    forward expectational lags
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    backward lags
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    ARMA solutions
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