The Full Set of Solutions of Linear Rational Expectations Models

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dc.contributor University of Helsinki, Department of Political and Economic Studies (2010-2017) en
dc.contributor.author Funovits, Bernd
dc.date.accessioned 2017-10-11T07:48:01Z
dc.date.available 2017-10-11T07:48:01Z
dc.date.issued 2017-09-18
dc.identifier.citation Funovits , B 2017 , ' The Full Set of Solutions of Linear Rational Expectations Models ' , Economics Letters , vol. 161 , pp. 47-51 . https://doi.org/10.1016/j.econlet.2017.09.021 en
dc.identifier.issn 0165-1765
dc.identifier.other PURE: 77201626
dc.identifier.other PURE UUID: 123a28e8-a1f3-446c-a353-8e79149bc892
dc.identifier.other Scopus: 85033599978
dc.identifier.other WOS: 000417664400012
dc.identifier.other ORCID: /0000-0002-8247-6840/work/39206941
dc.identifier.uri http://hdl.handle.net/10138/225312
dc.description.abstract This article characterises the dimension of indeterminacy of linear rational expectations (LRE) models and derives their full set of solutions. It extends the analysis of indeterminate equilibria in Lubik and Schorfheide (2003) where some equilibria are incorrectly classified as indeterminate even though they entail the same observable outcome. en
dc.format.extent 5
dc.language.iso eng
dc.relation.ispartof Economics Letters
dc.relation.uri http://audioslides.elsevier.com//ViewerSmall.aspx?source=1&doi=10.1016/j.econlet.2017.09.021
dc.relation.uri http://www.github.com/bfunovits/indeterminateR
dc.rights en
dc.subject 511 Economics en
dc.subject Rational expectations en
dc.subject Indeterminacy en
dc.subject Full set of solutions en
dc.title The Full Set of Solutions of Linear Rational Expectations Models en
dc.type Article
dc.description.version Peer reviewed
dc.identifier.doi https://doi.org/10.1016/j.econlet.2017.09.021
dc.type.uri info:eu-repo/semantics/other
dc.type.uri info:eu-repo/semantics/publishedVersion
dc.contributor.pbl
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