The full set of solutions of linear rational expectations models

DOI10.1016/j.econlet.2017.09.021zbMath1396.91082OpenAlexW2756888478MaRDI QIDQ1786769

Bernd Funovits

Publication date: 25 September 2018

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2017.09.021

zbMATH Keywords

rational expectationsindeterminacyfull set of solutions

Mathematics Subject Classification ID

Decision theory (91B06)

Related Items (2)

Arbitrary initial conditions and the dimension of indeterminacy in linear rational expectations models ⋮ Identifiability of structural singular vector autoregressive models

Uses Software

• R
• Dynare
• Gensys

Cites Work

• A linear algebraic procedure for solving linear perfect foresight models
• Computing sunspot equilibria in linear rational expectations models
• Solving and estimating indeterminate DSGE models
• Solving linear rational expectations models
• Dynamic Identification of Dynamic Stochastic General Equilibrium Models
• Identifiability and Consistent Estimability in Econometric Models

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