Multivariate Linear Rational Expectations Models: Characterisation of the Nature of the Solutions and Their Fully Recursive Computation.

In this paper, we analyze a general multivariate linear rational expectations model.

Year of publication:	1996
Authors:	Binder, M. ; Pesaran, H.
Institutions:	Faculty of Economics, University of Cambridge
Subject:	EXPECTATIONS \| LINEAR MODELS \| RECURSIVE METHODS

Series:	Cambridge Working Papers in Economics.
Type of publication:	Book / Working Paper
Notes:	11 pages
Classification:	C32 - Time-Series Models ; C63 - Computational Techniques
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005783737