Determinacy, indeterminacy and dynamic misspecification in linear rational expectations models
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Publication:528030
DOI10.1016/j.jeconom.2012.04.002zbMath1443.62165OpenAlexW1992910141MaRDI QIDQ528030
Publication date: 12 May 2017
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: http://amsacta.unibo.it/2871/1/Quaderni_2010_4_Fanelli_Determinacy.pdf
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Hypothesis testing in multivariate analysis (62H15) Asymptotic properties of parametric tests (62F05)
Related Items (6)
Solving and estimating indeterminate DSGE models ⋮ Monetary policy and determinacy: an inquiry into open economy New Keynesian macrodynamics ⋮ Sunspot-driven fat tails: a note ⋮ On the study of a rational expectation model with lagged endogenous variables ⋮ Determinacy, indeterminacy and dynamic misspecification in linear rational expectations models ⋮ Arbitrary initial conditions and the dimension of indeterminacy in linear rational expectations models
Uses Software
Cites Work
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