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Reduced Forms of Rational Expectations Models

Author

Listed:
  • Laurence Broze
  • Christian Gourieroux
  • Ariane Szafarz
Abstract
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  • Laurence Broze & Christian Gourieroux & Ariane Szafarz, 1990. "Reduced Forms of Rational Expectations Models," ULB Institutional Repository 2013/647, ULB -- Universite Libre de Bruxelles.
    • Handle: RePEc:ulb:ulbeco:2013/647
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    Citations

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    Cited by:

    1. Bernd Funovits, 2014. "Implications of Stochastic Singularity in Linear Multivariate Rational Expectations Models," Vienna Economics Papers 1405, University of Vienna, Department of Economics.
    2. Bernd Funovits, 2020. "The Dimension of the Set of Causal Solutions of Linear Multivariate Rational Expectations Models," Papers 2002.04369, arXiv.org.
    3. Laffargue, J.-P.Jean-Pierre, 2004. "A sufficient condition for the existence and the uniqueness of a solution in macroeconomic models with perfect foresight," Journal of Economic Dynamics and Control, Elsevier, vol. 28(10), pages 1955-1975, September.
    4. Enrique Martínez García, 2016. "Finite-Order VAR Representation of Linear Rational Expectations Models: With Some Lessons for Monetary Policy," Globalization Institute Working Papers 285, Federal Reserve Bank of Dallas.
    5. Al-Sadoon, Majid M., 2018. "The Linear Systems Approach To Linear Rational Expectations Models," Econometric Theory, Cambridge University Press, vol. 34(3), pages 628-658, June.
    6. Evans, George W. & McGough, Bruce, 2005. "Stable sunspot solutions in models with predetermined variables," Journal of Economic Dynamics and Control, Elsevier, vol. 29(4), pages 601-625, April.
    7. Enrique Martínez García, 2020. "A Matter of Perspective: Mapping Linear Rational Expectations Models into Finite-Order VAR Form," Globalization Institute Working Papers 389, Federal Reserve Bank of Dallas.
    8. Luca Fanelli, 2009. "Estimation of quasi-rational DSGE monetary models," Quaderni di Dipartimento 3, Department of Statistics, University of Bologna.
    9. Raouf Boucekkine & Cuong Le Van & Katheline Schubert, "undated". "How to Get the Blanchard-Kahn Form from a General Linear Rational Expectations Model," Computing in Economics and Finance 1996 _035, Society for Computational Economics.
    10. Bernd Funovits, 2014. "Implications of Stochastic Singularity in Linear Multivariate Rational Expectations Models," Vienna Economics Papers vie1405, University of Vienna, Department of Economics.
    11. Emilio Galdeano-Gómez, 2007. "Composite price expectations: An empirical analysis for the Spanish horticultural sector," Agribusiness, John Wiley & Sons, Ltd., vol. 23(1), pages 57-83.

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