A COMPLETE CHARACTERIZATION OF ARMA SOLUTIONS TO LINEAR RATIONAL-EXPECTATIONS MODELS

被引：20

作者：

EVANS, G ^{[1
]}

HONKAPOHJA, S ^{[1
]}

机构：

[1] UNIV HELSINKI,SF-00100 HELSINKI 10,FINLAND

来源：

REVIEW OF ECONOMIC STUDIES | 1986年 / 53卷 / 02期

关键词：

D O I：

10.2307/2297648

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：227 / 239

页数：13

共 50 条

[1] THE STRUCTURE OF ARMA SOLUTIONS TO A GENERAL LINEAR-MODEL WITH RATIONAL-EXPECTATIONS
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[J]. JOURNAL OF ECONOMIC DYNAMICS & CONTROL, 1987, 11 (01): : 79 - 91
[2] SADDLEPATH SOLUTIONS FOR MULTIVARIATE LINEAR RATIONAL-EXPECTATIONS MODELS
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[J]. JOURNAL OF ECONOMETRICS, 1992, 53 (1-3) : 245 - 269
[3] RATIONAL-EXPECTATIONS IN DYNAMIC LINEAR-MODELS - ANALYSIS OF THE SOLUTIONS
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[4] ON THE EQUIVALENCE OF SOLUTIONS IN RATIONAL-EXPECTATIONS MODELS
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[J]. JOURNAL OF ECONOMIC DYNAMICS & CONTROL, 1983, 5 (2-3): : 311 - 321
[5] SOLUTIONS OF MULTIVARIATE RATIONAL-EXPECTATIONS MODELS
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[J]. ECONOMETRIC THEORY, 1995, 11 (02) : 229 - 257
[6] Stationary ARMA solutions to linear rational expectations models with stationary ARMA exogenous processes
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[J]. MANCHESTER SCHOOL OF ECONOMIC AND SOCIAL STUDIES, 1996, 64 (01): : 38 - 53
[7] THE SOLUTION OF DYNAMIC LINEAR RATIONAL-EXPECTATIONS MODELS
DIEBOLD, FX
[J]. COMPUTERS & MATHEMATICS WITH APPLICATIONS, 1989, 18 (6-7) : 605 - 616
[8] ON LINEAR-MODELS WITH RATIONAL-EXPECTATIONS - AN ADDENDUM
VISCO, I
[J]. EUROPEAN ECONOMIC REVIEW, 1984, 24 (01) : 113 - 115
[9] SOLUTION AND ESTIMATION OF LINEAR RATIONAL-EXPECTATIONS MODELS
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[J]. JOURNAL OF ECONOMETRICS, 1986, 31 (01) : 41 - 66
[10] RATIONAL-EXPECTATIONS IN STATIONARY LINEAR-MODELS
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[J]. ECONOMETRICA, 1981, 49 (01) : 171 - 192

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