Rational Expectations in Dynamic Linear Models: Analysis of the Solutions
Rational Expectations in Dynamic Linear Models: Analysis of the Solutions
复制标题
动态线性模型中的理性预期：解分析
DOI：
10.2307/1912635
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发表时间：
1982
期刊：
影响因子：
--
通讯作者：
A. Monfort
中科院分区：
文献类型：
--
作者：
C. Gouriéroux;J. Laffont;A. Monfort
本文分析了具有理性预期的线性计量经济模型的解。更确切地说，我们详细描述了所有的解决方案的集合，特别是这一组被证明是远远大于以前考虑的集。我们还研究了在这组解决方案的选择的各种标准，我们研究在何种程度上这些标准redtiuce的解决方案。
In this paper we analyze the solutions of linear econometric models with rational expectations. More precisely, we describe in detail the set of all the solutions; in particular this set is shown to be much larger than the sets previously considered. We also study various criteria of selection in this set of solutions and we examine to what extent these criteria redtiuce the set of the solutions.