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  • Search: subject:"Linear Rational Expectations Models"
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Year of publication
Subject
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linear rational expectations models 9 Rationale Erwartung 6 indeterminacy 6 multiple equilibria 6 sunspots 6 Linear rational expectations models 4 Rational expectations 4 DSGE Models 3 Linear Rational Expectations Models 3 Riccati equation 3 Schur Decomposition 3 matrix Riccati equation 3 Estimation theory 2 Generalized Schur Form 2 Identification 2 LAPACK 2 Lagged expectations 2 Mathematische Optimierung 2 QZ decomposition 2 Schätztheorie 2 Theorie 2 Time series analysis 2 VAR model 2 VAR-Modell 2 Zeitreihenanalyse 2 block tridiagonal 2 linear systems 2 vector autoregressive moving average models 2 Allgemeines Gleichgewicht 1 Computergestütztes Verfahren 1 DSGE model 1 DSGE-Modell 1 Dekompositionsverfahren 1 Dynamic equilibrium 1 Dynamisches Gleichgewicht 1 Equilibrium model 1 Equilibrium theory 1 Gleichgewichtsmodell 1 Gleichgewichtstheorie 1 Imperfect Information 1
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Online availability
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Free 16
Type of publication
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Book / Working Paper 16
Type of publication (narrower categories)
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Working Paper 6 Graue Literatur 4 Non-commercial literature 4 Arbeitspapier 3 Preprint 1
Language
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English 9 Undetermined 7
Author
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Chatelain, Jean-Bernard 5 Ralf, Kirsten 5 Heiberger, Christopher 3 Klarl, Torben 3 Gauthier, Stéphane 2 Maußner, Alfred 2 Meyer-Gohde, Alexander 2 Sadoon, Majid M. al- 2 Zwiernik, Piotr 2 Desgranges, G. 1 Jean-Bernard, Chatelain 1 Kirsten, Ralf 1 Maussner, Alfred 1 Shibayama, Katsuyuku 1
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Institution
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HAL 3 Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne) 1 Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft (ZBW) 1 Institut für Volkswirschaftlehre, Fakultät für Wirtschaftswissenschaften 1 Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät 1 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
Published in...
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Post-Print / HAL 3 Volkswirtschaftliche Diskussionsreihe 2 Barcelona GSE working paper series : working paper 1 Department of Economics Discussion Paper 1 Discussion Paper Series / Institut für Volkswirschaftlehre, Fakultät für Wirtschaftswissenschaften 1 Documents de travail du Centre d'Economie de la Sorbonne 1 EconStor Preprints 1 MPRA Paper 1 SFB 649 Discussion Paper 1 SFB 649 Discussion Papers 1 Working papers / Universitat Pompeu Fabra, Department of Economics and Business 1
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Source
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RePEc 8 ECONIS (ZBW) 4 EconStor 4
Showing 1 - 10 of 16
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The identification problem for linear rational expectations models
Sadoon, Majid M. al-; Zwiernik, Piotr - 2019
Persistent link: https://www.econbiz.de/10012108035
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The identification problem for linear rational expectations models
Sadoon, Majid M. al-; Zwiernik, Piotr - 2019
Persistent link: https://www.econbiz.de/10012104109
Saved in:
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A finite set of equilibria for the indeterminacy of linear rational expectations models
Chatelain, Jean-Bernard; Ralf, Kirsten - 2014
This paper demonstrates the existence of a finite set of equilibria in the case of the indeterminacy of linear rational … expectations models. The number of equilibria corresponds to the number of ways to select n eigenvectors among a larger set of …
Persistent link: https://www.econbiz.de/10010378075
Saved in:
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A finite set of equilibria for the indeterminacy of linear rational expectations models
Jean-Bernard, Chatelain; Kirsten, Ralf - Volkswirtschaftliche Fakultät, … - 2014
This paper demonstates the existence of a finite set of equilibria in the case of the indeterminacy of linear rational … expectations models. The number of equilibria corresponds to the number of ways to select n eigenvectors among a larger set of …
Persistent link: https://www.econbiz.de/10011112237
Saved in:
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A finite set of equilibria for the indeterminacy of linear rational expectations models.
Chatelain, Jean-Bernard; Ralf, Kirsten - Centre d'Économie de la Sorbonne, Université Paris 1 … - 2014
This paper demonstates the existence of a finite set of equilibria in the case of the indeterminacy of linear rational … expectations models. The number of equilibria corresponds to the number of ways to select n eigenvectors among a larger set of …
Persistent link: https://www.econbiz.de/10010812336
Saved in:
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A finite set of equilibria for the indeterminacy of linear rational expectations models
Chatelain, Jean-Bernard; Ralf, Kirsten - Deutsche Zentralbibliothek für … - 2014
This paper demonstrates the existence of a finite set of equilibria in the case of the indeterminacy of linear rational … expectations models. The number of equilibria corresponds to the number of ways to select n eigenvectors among a larger set of …
Persistent link: https://www.econbiz.de/10010957782
Saved in:
Cover Image
A finite set of equilibria for the indeterminacy of linear rational expectations models
Chatelain, Jean-Bernard; Ralf, Kirsten - HAL - 2014
This paper demonstates the existence of a finite set of equilibria in the case of the indeterminacy of linear rational … expectations models. The number of equilibria corresponds to the number of ways to select n eigenvectors among a larger set of …
Persistent link: https://www.econbiz.de/10011025992
Saved in:
Cover Image
A finite set of equilibria for the indeterminacy of linear rational expectations models
Chatelain, Jean-Bernard; Ralf, Kirsten - 2014
This paper demonstrates the existence of a finite set of equilibria in the case of the indeterminacy of linear rational … expectations models. The number of equilibria corresponds to the number of ways to select n eigenvectors among a larger set of …
Persistent link: https://www.econbiz.de/10011525764
Saved in:
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A Note on the Uniqueness of Solutions to Rational Expectations Models
Heiberger, Christopher; Klarl, Torben; Maussner, Alfred - Institut für Volkswirschaftlehre, Fakultät für … - 2012
Klein (2000) advocates the use of the Schur decomposition of a matrix pencil o solve linear rational expectations (RE) models. Meanwhile his algorithm has ecome a center piece in several computer codes that provide approximate olutions to (non-linear) dynamic stochastic general equilibrium...
Persistent link: https://www.econbiz.de/10010593734
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A note on the uniqueness of solutions to rational expectations models
Heiberger, Christopher; Klarl, Torben; Maußner, Alfred - 2012
Klein (2000) advocates the use of the Schur decomposition of a matrix pencil to solve linear rational expectations (RE) models. Meanwhile his algorithm has become a center piece in several computer codes that provide approximate solutions to (non-linear) dynamic stochastic general equilibrium...
Persistent link: https://www.econbiz.de/10010239759
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