Present value models with feedback

DOI10.1016/0165-1889(94)90049-3zbMath0875.90097OpenAlexW1536425662MaRDI QIDQ671895

Allan G. Timmermann

Publication date: 27 February 1997

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

Full work available at URL: https://doi.org/10.1016/0165-1889(94)90049-3

zbMATH Keywords

FeedbackMultiple equilibriaRational expectations

Mathematics Subject Classification ID

Economic growth models (91B62)

Related Items

Switching equilibria: the present value model for stock prices revisited

Cites Work

• The structure of ARMA solutions to a general linear model with rational expectations
• Identification of rational expectations models
• A Complete Characterization of ARMA Solutions to Linear Rational Expectations Models
• A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
• The Present-Value Relation: Tests Based on Implied Variance Bounds
• Rational Expectations in Dynamic Linear Models: Analysis of the Solutions
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