Rational Expectations Models and Bounded Memory

DOI10.2307/1912664zbMath0646.90016OpenAlexW2037687777MaRDI QIDQ3790904

Christian Gouriéroux, J. Pradel, Claude Fourgeaud

Publication date: 1985

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: http://www.cepremap.fr/depot/couv_orange/co8310.pdf

zbMATH Keywords

backward solutionbounded memoryunique stationary solutionforward solutionrational expectations modelsset of the solutions

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Economic growth models (91B62)

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The solution of dynamic linear rational expectations models

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