Vector rational error correction

DOI10.1016/S0165-1889(98)00075-XzbMath1016.91080MaRDI QIDQ1960550

Sharon Kozicki, P. A. Tinsley

Publication date: 12 January 2000

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64) Computational methods for problems pertaining to game theory, economics, and finance (91-08)

Related Items (4)

Multi-equational linear quadratic adjustment cost models with rational expectations and cointe\-gration ⋮ A new approach for estimating and testing the linear quadratic adjustment cost model under rational expectations and I(1) variables ⋮ Dynamic adjustment cost models with forward‐looking behaviour ⋮ Dynamic specifications in optimizing trend-deviation macro models.

Cites Work

• Unnamed Item
• Unnamed Item
• A linear algebraic procedure for solving linear perfect foresight models
• Multivariate detrending under common trend restrictions: implications for business cycle research
• Time to Build and Aggregate Fluctuations
• Dynamic Econometrics
• A Variable Adjustment Model of Labor Demand

This page was built for publication: Vector rational error correction