Solving linear rational expectations models in the presence of structural change: some extensions

DOI10.1016/j.jedc.2022.104359zbMath1489.91140OpenAlexW4221055728MaRDI QIDQ2136974

Michael Hatcher

Publication date: 16 May 2022

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

Full work available at URL: https://doi.org/10.1016/j.jedc.2022.104359

zbMATH Keywords

rational expectationsindeterminacystructural changeimperfect credibilityannouncements

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64) Economics of information (91B44)

Related Items (1)

Aspects of 3-manifold theory in classical and quantum general relativity

Uses Software

• Dynare
• Uhlig Toolkit
• OccBin
• Gensys

Cites Work

• A linear algebraic procedure for solving linear perfect foresight models
• The forward method as a solution refinement in rational expectations models
• Understanding Markov-switching rational expectations models
• Computing sunspot equilibria in linear rational expectations models
• Using the generalized Schur form to solve a multivariate linear rational expectations model
• Solving and estimating indeterminate DSGE models
• Ignorance is bliss: should a pension reform be announced?
• Solving linear rational expectations models
• Long-term interest rates, risk premia and unconventional monetary policy
• Should a pension reform be announced? A reply
• The Solution of Linear Difference Models under Rational Expectations
• Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory*
• A generalized approach to indeterminacy in linear rational expectations models

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