Saddlepath solutions for multivariate linear rational expectations models

DOI10.1016/0304-4076(92)90087-8zbMath0850.62906OpenAlexW2048531821MaRDI QIDQ1194031

Jaeyeong Song, Michael K. Salemi

Publication date: 27 September 1992

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(92)90087-8

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Related Items (3)

Determinacy, indeterminacy and dynamic misspecification in linear rational expectations models ⋮ Dynamic adjustment cost models with forward‐looking behaviour ⋮ An eigenvalue method of undetermined coefficients for solving linear rational expectations models

Cites Work

• The Solution of Linear Difference Models under Rational Expectations
• Reduced Forms of Rational Expectations Models
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