Time-varying rational expectations models

DOI10.1016/j.jedc.2019.103731zbMath1425.91330OpenAlexW2969673354WikidataQ127338571 ScholiaQ127338571MaRDI QIDQ2338524

Klaus Neusser

Publication date: 21 November 2019

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

Full work available at URL: https://doi.org/10.1016/j.jedc.2019.103731

zbMATH Keywords

Lyapunov exponentsmultiplicative ergodic theoremtime-varying rational expectations models

Mathematics Subject Classification ID

Economic time series analysis (91B84) Macroeconomic theory (monetary models, models of taxation) (91B64) Algebraic ergodic theory, cocycles, orbit equivalence, ergodic equivalence relations (37A20)

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Uses Software

• bvarsv
• Gensys

Cites Work

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