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The structure of ARMA solutions to a general linear model with rational expectations

โœ Scribed by George W. Evans


Publisher
Elsevier Science
Year
1987
Tongue
English
Weight
678 KB
Volume
11
Category
Article
ISSN
0165-1889

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๐Ÿ“œ SIMILAR VOLUMES


On the solution of the linear rational e
โœ Hugo Kruiniger ๐Ÿ“‚ Article ๐Ÿ“… 2000 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 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