Arbitrary initial conditions and the dimension of indeterminacy in linear rational expectations models

DOI10.1007/s10203-019-00269-4zbMath1444.91138OpenAlexW2979553428WikidataQ127103988 ScholiaQ127103988MaRDI QIDQ777941

Marco M. Sorge

Publication date: 8 July 2020

Published in: Decisions in Economics and Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10203-019-00269-4

zbMATH Keywords

rational expectationsinitial conditionsindeterminacy

Mathematics Subject Classification ID

Economic dynamics (91B55)

Uses Software

• Gensys

Cites Work

• News shocks or parametric indeterminacy? an observational equivalence result in linear rational expectations models
• Determinacy, indeterminacy and dynamic misspecification in linear rational expectations models
• Computing sunspot equilibria in linear rational expectations models
• Winding number criterion for existence and uniqueness of equilibrium in linear rational expectations models
• A ``nearly ideal solution to linear time-varying rational expectations models
• Solving and estimating indeterminate DSGE models
• The full set of solutions of linear rational expectations models
• Solving linear rational expectations models
• THE LINEAR SYSTEMS APPROACH TO LINEAR RATIONAL EXPECTATIONS MODELS
• An Algorithm for Generalized Matrix Eigenvalue Problems

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