Open loop time consistency for linear rational expectations models

DOI10.1016/j.econlet.2003.09.014zbMath1254.91399OpenAlexW1988692257MaRDI QIDQ1927410

Andrew P. Blake

Publication date: 1 January 2013

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

Full work available at URL: https://doi.org/10.1016/j.econlet.2003.09.014

zbMATH Keywords

rational expectationsopen looptime consistency

Mathematics Subject Classification ID

Application models in control theory (93C95) Economic growth models (91B62) Dynamic games (91A25)

Related Items (2)

OPTIMAL POLICY IN RATIONAL EXPECTATIONS MODELS: NEW SOLUTION ALGORITHMS ⋮ Time Consistency, Subgame Perfectness, Solution Concepts and Information Patterns in Dynamic Models of Stabilization Policies

Cites Work

• Unnamed Item
• Solving stochastic optimization models with learning and rational expectations
• Fixed rules and decision rules: time consistency and subgame perfection
• Dynamic noncooperative game theory
• The Solution of Linear Difference Models under Rational Expectations

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