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My bibliography Save this paperThe Linear Systems Approach to Linear Rational Expectations Models
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- Al-Sadoon, Majid M., 2018. "The Linear Systems Approach To Linear Rational Expectations Models," Econometric Theory, Cambridge University Press, vol. 34(3), pages 628-658, June.
- Majid M. Al-Sadoon, 2016. "The linear systems approach to linear rational expectations models," Economics Working Papers 1511, Department of Economics and Business, Universitat Pompeu Fabra.
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Citations
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Cited by:
- Tan, Fei, 2018. "A Frequency-Domain Approach to Dynamic Macroeconomic Models," MPRA Paper 90487, University Library of Munich, Germany.
- Beare, Brendan K. & Seo, Won-Ki, 2020.
"Representation Of I(1) And I(2) Autoregressive Hilbertian Processes,"
Econometric Theory, Cambridge University Press, vol. 36(5), pages 773-802, October.
- Brendan K. Beare & Won-Ki Seo, 2017. "Representation of I(1) and I(2) autoregressive Hilbertian processes," Papers 1701.08149, arXiv.org, revised Sep 2019.
- Al-Sadoon, Majid M., 2019.
"Testing subspace Granger causality,"
Econometrics and Statistics, Elsevier, vol. 9(C), pages 42-61.
- Majid M. Al-Sadoon, 2015. "Testing subspace Granger causality," Economics Working Papers 1495, Department of Economics and Business, Universitat Pompeu Fabra.
- Majid M. Al-Sadoon, 2016. "Testing Subspace Granger Causality," Working Papers 850, Barcelona School of Economics.
- Zadrozny, Peter A., 2022.
"Linear identification of linear rational-expectations models by exogenous variables reconciles Lucas and Sims,"
CFS Working Paper Series
682, Center for Financial Studies (CFS).
- Peter A. Zadrozny, 2022. "Linear Identification of Linear Rational-Expectations Models by Exogenous Variables Reconciles Lucas and Sims," CESifo Working Paper Series 10078, CESifo.
- Majid M. Al-Sadoon & Piotr Zwiernik, 2019.
"The Identification Problem for Linear Rational Expectations Models,"
Working Papers
1114, Barcelona School of Economics.
- Majid Al-Sadoon & Piotr Zwiernik, 2019. "The identification problem for linear rational expectations models," Economics Working Papers 1669, Department of Economics and Business, Universitat Pompeu Fabra.
- Marco M. Sorge, 2020. "Arbitrary initial conditions and the dimension of indeterminacy in linear rational expectations models," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 43(1), pages 363-372, June.
- Han, Zhao & Tan, Fei & Wu, Jieran, 2022. "Analytic policy function iteration," Journal of Economic Theory, Elsevier, vol. 200(C).
- Bernd Funovits, 2020. "Identifiability and Estimation of Possibly Non-Invertible SVARMA Models: A New Parametrisation," Papers 2002.04346, arXiv.org, revised Feb 2021.
- Majid M. Al-Sadoon, 2020. "Regularized Solutions to Linear Rational Expectations Models," Papers 2009.05875, arXiv.org, revised Oct 2020.
- Meyer-Gohde, Alexander & Tzaawa-Krenzler, Mary, 2023. "Sticky information and the Taylor principle," IMFS Working Paper Series 189, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Majid M. Al-Sadoon, 2020. "The Spectral Approach to Linear Rational Expectations Models," Papers 2007.13804, arXiv.org, revised May 2024.
- John G. Thistle, 2018. "The Origin and the Resolution of Nonuniqueness in Linear Rational Expectations," Papers 1806.06657, arXiv.org, revised Apr 2019.
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More about this item
Keywords
rational expectations; linear systems; Wiener-Hopf factorization; vector autoregressive processes; exogeneity; stationarity; cointegration;All these keywords.
JEL classification:
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
- C62 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Existence and Stability Conditions of Equilibrium
- C63 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computational Techniques
- C65 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Miscellaneous Mathematical Tools
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