✦ LIBER ✦

On Boundary Conditions Within the Solution of Macroeconomic Dynamic Models with Rational Expectations

✍ Scribed by Frank Hespeler

Book ID: 118298668
Publisher: Springer US
Year: 2012
Tongue: English
Weight: 283 KB
Volume: 40
Category: Article
ISSN: 1572-9974
DOI: 10.1007/s10614-012-9316-0

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Conditions for Unique Solutions in Stoch

Conditions for Unique Solutions in Stochastic Macroeconomic Models with Rational Expectations

✍ John B. Taylor 📂 Article 📅 1977 🏛 John Wiley and Sons 🌐 English ⚖ 231 KB

The solution of dynamic linear rational

The solution of dynamic linear rational expectations models

✍ F.X. Diebold 📂 Article 📅 1989 🏛 Elsevier Science 🌐 English ⚖ 447 KB

The consistent application of boundary c

The consistent application of boundary conditions in rational expectations models

✍ Matthew B. Canzoneri; Kenneth Rogoff 📂 Article 📅 1979 🏛 Elsevier Science 🌐 English ⚖ 217 KB

The solution of time-varying linear rati

The solution of time-varying linear rational expectations models and the role of terminal conditions

✍ A.P. Blake 📂 Article 📅 1990 🏛 Elsevier Science 🌐 English ⚖ 281 KB

On the equivalence of solutions in ratio

On the equivalence of solutions in rational expectations models

✍ Edwin Burmeister; Robert P. Flood; Peter M. Garber 📂 Article 📅 1983 🏛 Elsevier Science 🌐 English ⚖ 504 KB

On the solution of the linear rational e

On the solution of the linear rational expectations model with multiple lags

✍ Hugo Kruiniger 📂 Article 📅 2000 🏛 Elsevier Science 🌐 English ⚖ 197 KB

In this paper the symmetric linear rational expectations model from is generalized by allowing for multiple lags. By using a convenient decomposition of the matrix lag polynomial of the Euler}Lagrange equations that encompasses that for the Kollintzas model, it is shown that the model admits a uniq