Linear Identification of Linear Rational-expectations Models by Exogenous Variables Reconciles Lucas and Sims
Language: en
Pages: 0
Authors: Peter A. Zadrozny
Categories:
Type: BOOK - Published: 2022 - Publisher:

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Linear rational-expectations models (LREMs) are conventionally "forwardly" estimated as follows. Structural coefficients are restricted by economic restrictions
Linear Rational Expectations Models
Language: en
Pages: 151
Authors: Charles H. Whiteman
Categories: Business & Economics
Type: BOOK - Published: 1984 - Publisher: U of Minnesota Press

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The Role of Identification and Nonstationarity in Dynamic Linear Rational Expectations Models
Language: en
Pages: 402
Authors: Kong-pʻil Chʻoe
Categories: Economics
Type: BOOK - Published: 1989 - Publisher:

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The Identification Problem for Linear Rational Expectations Models
Language: en
Pages:
Authors: Majid M. al- Sadoon
Categories:
Type: BOOK - Published: 2019 - Publisher:

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Solving Linear Rational Expectations Models
Language: en
Pages: 62
Authors: Gary A. Anderson
Categories: Rational expectations (Economic theory)
Type: BOOK - Published: 2006 - Publisher:

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