We found a match
Your institution may have access to this item. Find your institution then sign in to continue.
- Title
THE SYMMETRIC LINEAR RATIONAL EXPECTATIONS MODEL.
- Authors
Kollintzas, Tryphon
- Abstract
For many multivariate linear rational expectations models a symmetry condition is satisfied, and when it is, a convenient representation of the solution exists that has many of the desirable features of the solution to the univariate model. This allows for greater insight into the identification, stability, and comparative dynamics properties of the model.
- Subjects
MULTIVARIATE analysis; RATIONAL expectations (Economic theory); ANALYSIS of variance; MATHEMATICAL statistics; MATRICES (Mathematics); LINEAR statistical models; MATHEMATICAL models; ECONOMIC forecasting; UNCERTAINTY
- Publication
Econometrica, 1985, Vol 53, Issue 4, p963
- ISSN
0012-9682
- Publication type
Article
- DOI
10.2307/1912663