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Volumn 31, Issue 2, 2008, Pages 95-113

Solving linear rational expectations models: A horse race

Author keywords

Blanchard Kahn; Linear rational expectations; Saddle point solution

Indexed keywords


EID: 40549107974     PISSN: 09277099     EISSN: 15729974     Source Type: Journal    
DOI: 10.1007/s10614-007-9108-0     Document Type: Article
Times cited : (26)

References (11)
  • 1
    • 0000806818 scopus 로고
    • A linear algebraic procedure for solving linear perfect foresight models
    • Anderson Gary, Moore George (1985). A linear algebraic procedure for solving linear perfect foresight models. Economics Letters 17(3): 247-252
    • (1985) Economics Letters , vol.17 , Issue.3 , pp. 247-252
    • Anderson, G.1    Moore, G.2
  • 3
    • 0000174465 scopus 로고
    • The solution of linear difference models under rational expectations
    • Blanchard, Olivier Jean, & Kahn, C. (1980). The solution of linear difference models under rational expectations. Econometrica, 48.
    • (1980) Econometrica , vol.48
    • Blanchard, O.J.1    Kahn, C.2
  • 4
    • 84974191754 scopus 로고
    • Solutions of multivariate rational expectations models
    • Broze Laurence, Gouriéroux Christian, Szafarz Ariane (1995). Solutions of multivariate rational expectations models. Econometric Theory 11: 229-257
    • (1995) Econometric Theory , vol.11 , pp. 229-257
    • Broze, L.1    Gouriéroux, C.2    Szafarz, A.3
  • 7
    • 0346835936 scopus 로고    scopus 로고
    • The solution of singular linear difference systems under rational expectations
    • King Robert G., Watson Mark W. (1998). The solution of singular linear difference systems under rational expectations. International Economic Review 39(4): 1015-1026
    • (1998) International Economic Review , vol.39 , Issue.4 , pp. 1015-1026
    • King, R.G.1    Watson, M.W.2
  • 8
    • 0001235164 scopus 로고    scopus 로고
    • Using the generalized schur form to solve a multivariate linear rational expectations model
    • Klein Paul (1999). Using the generalized schur form to solve a multivariate linear rational expectations model. Journal of Economic Dynamics and Control 24: 1405-1423
    • (1999) Journal of Economic Dynamics and Control , vol.24 , pp. 1405-1423
    • Klein, P.1
  • 11
    • 0038909359 scopus 로고    scopus 로고
    • An eigenvalue method of undetermined coefficients for solving linear rational expectations models
    • Zadrozny Peter A. (1998). An eigenvalue method of undetermined coefficients for solving linear rational expectations models. Journal of Economic Dynamics and Control 22: 1353-1373
    • (1998) Journal of Economic Dynamics and Control , vol.22 , pp. 1353-1373
    • Zadrozny, P.A.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.