Estimation and solution of linear rational expectations models using a polynomial matrix factorization
- 1 December 1984
- journal article
- Published by Elsevier in Journal of Economic Dynamics and Control
- Vol. 8 (3), 341-348
- https://doi.org/10.1016/0165-1889(84)90012-5
Abstract
No abstract availableKeywords
This publication has 5 references indexed in Scilit:
- Solution and Maximum Likelihood Estimation of Dynamic Nonlinear Rational Expectations ModelsEconometrica, 1983
- The Solution of Linear Difference Models under Rational ExpectationsEconometrica, 1980
- Output and price stability: An international comparisonJournal of Economic Dynamics and Control, 1980
- Econometric Implications of the Rational Expectations HypothesisEconometrica, 1980
- Conditions for Unique Solutions in Stochastic Macroeconomic Models with Rational ExpectationsEconometrica, 1977