Search Results - subject:"Linear rational expectations"

Geometric and long run aspects of Granger causality

Sadoon, Majid M. al- - In: Journal of econometrics 178 (2014) 1, pp. 558-568

Persistent link: https://www.econbiz.de/10010256866

Solving linear rational expectations models with lagged expectations quickly and easily

Meyer-Gohde, Alexander - 2007

A solution method is derived in this paper for solving a system of linear rational-expectations equation with lagged …

Persistent link: https://www.econbiz.de/10010263712

A solution method for linear rational expectation models unde rimperfect information

Shibayama, Katsuyuku - 2007

This paper has developed a solution algorithm for linear rational expectation models under imperfect information. Imperfect information in this paper means that some decision makings are based on smaller information sets than others. The algorithm generates the solution in the form of k_t+1 =...

Persistent link: https://www.econbiz.de/10010290665

Solving Linear Rational Expectations Models with Lagged Expectations Quickly and Easily

Meyer-Gohde, Alexander - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 2007

SFB 649 Discussion Paper 2007-069 Solving Linear Rational Expectations Models with Lagged … classification: C32, C63 Keywords: Lagged expectations; linear rational expectations models; block tridiagonal; Generalized Schur … solving linear rational expectations models. Following the method and associated software of Uhlig (1999), the method here …

Persistent link: https://www.econbiz.de/10005652767

Geometric and Long Run Aspects of Granger Causality

Al-Sadoon, Majid M. - Barcelona Graduate School of Economics (Barcelona GSE) - 2013

subspace, (iii) controllability is a special case of Granger causality, and finally (iv) linear rational expectations entail …

Persistent link: https://www.econbiz.de/10011166114

Uniqueness of bubble-free solution in linear rational expectations models

Desgranges, G.; Gauthier, Stéphane - HAL - 2003

One usually identifies bubble solutions to linear rational expectations models by extra components (irrelevant lags …

Persistent link: https://www.econbiz.de/10010570520

Dynamic equivalence principle in linear rational expectations models

Gauthier, Stéphane - HAL - 2003

Linear models with infinite horizon generally admit infinitely many rational expectations solutions. Consequently, some additional selection devices are needed to narrow the set of relevant solutions. The viewpoint of this paper is that a solution will be more likely to arise if it is locally...

Persistent link: https://www.econbiz.de/10010570526

Solving Linear Rational Expectations Models: A Horse Race

Anderson, Gary - In: Computational Economics 31 (2008) 2, pp. 95-113

Persistent link: https://www.econbiz.de/10005542317

A Solution Method for Linear Rational Expectation Models under Imperfect Information

Shibayama, Katsuyuki - School of Economics, University of Kent - 2007

Persistent link: https://www.econbiz.de/10005181049

Solving Models with Imperfect and Asymmetric Information

Kowal, Pawel - EconWPA - 2005

We consider linear dynamic models with rational expectations in case of incomplete and asymmetric information as well as agents heterogeneity. This problem requires solving infinite dimensional matrix equations. We propose asymptotic expansion method to reduce this problem to the finite...

Persistent link: https://www.econbiz.de/10005561129