A SOLUTION METHOD FOR LINEAR RATIONAL EXPECTATION MODELS UNDER IMPERFECT INFORMATION

DOI10.1017/S1365100509990897zbMath1250.91071MaRDI QIDQ2920157

Katsuyuki Shibayama

Publication date: 24 October 2012

Published in: Macroeconomic Dynamics (Search for Journal in Brave)

zbMATH Keywords

imperfect informationlinear rational expectation models

Mathematics Subject Classification ID

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

Cites Work

• Using the generalized Schur form to solve a multivariate linear rational expectations model
• Solving linear rational expectations models
• System reduction and solution algorithms for singular linear difference systems under rational expectations
• The Solution of Linear Difference Models under Rational Expectations

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