The Role of Identification and Nonstationarity in Dynamic Linear Rational Expectations Models

The Role of Identification and Nonstationarity in Dynamic Linear Rational Expectations Models
Author: Kong-pʻil Chʻoe
Publisher:
Total Pages: 402
Release: 1989
Genre: Economics
ISBN:

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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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Identification in dynamic linear models with rational expectations
Language: en
Pages: 31
Authors: Olivier J. Blanchard
Categories: Linear models (Statistics)
Type: BOOK - Published: 1982 - Publisher:

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This paper characterizes identification in dynamic linear models. It shows that identification restrictions are linear in the structural parameters and are ther
Methods of Solution and Simulation for Dynamic Rational Expectations Models
Language: en
Pages: 38
Authors: Olivier J. Blanchard
Categories: Rational expectations (Economic theory)
Type: BOOK - Published: 1983 - Publisher:

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Many methods have been proposed for the solution and simulation of medium or large size models under the assumption of rational expectations. The purpose of thi
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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On Non-uniqueness in Rational Expectations Models
Language: en
Pages: 66
Authors: Bennett T. McCallum
Categories: Econometrics
Type: BOOK - Published: 1981 - Publisher:

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Many macroeconomic models involving rational expect at ions give rise to an infinity of solution paths, even when the models are linear in all variables. Some w