Invertible and non-invertible information sets in linear rational expectations models

DOI10.1016/j.jedc.2010.11.002zbMath1232.91457OpenAlexW2151729836MaRDI QIDQ621272

Liam Graham, Brad J. C. Baxter, Stephen E. Wright

Publication date: 2 February 2011

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

Full work available at URL: https://doi.org/10.1016/j.jedc.2010.11.002

zbMATH Keywords

rational expectationsKalman filterinvertibilityimperfect informationdynamic stochastic general equilibriumfundamental versus nonfundamental time series representations

Mathematics Subject Classification ID

Dynamic stochastic general equilibrium theory (91B51)

Related Items (1)

Consumer misperceptions, uncertain fundamentals, and the business cycle

Cites Work

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• The Solution of Linear Difference Models under Rational Expectations
• Recursive Competitive Equilibrium: The Case of Homogeneous Households

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