Add to ORKGChristopher Sims and John Taylor for their feedback and discussions. Responsibility for any remaining errors rests with the authors. The views expressed in this paper are those of the authors and are not necessarily those of the Reserve Bank of Australia. Authors: cagliarinia or kulishm at domain rba.gov.a
herein are those of the authors and do not necessarily reflect the views of the National Bureau of E...
The conventional OR approach to managing a system is, in outline, firstly to create a model of the e...
This paper surveys the literature which examines the stability of the expectations that agents are a...
Standard solution methods for linear rational expectations models assume a time-invariant structure....
This is a preliminary draft circulated to stimulate discussion and should not be quoted without the ...
Expectation formation plays a principal role in economic systems. We examine and revise the standard...
This paper develops a general modeling framework and some alternative methods for solving nonlinear ...
The incorporation of rational expectations into economic models is widely recognized as one of the m...
The standard linear model fails to account for primary commod-ity price movements in any significant...
This paper reviews a variety of alternative approaches to the specification of the expectations of e...
Linear rational-expectations models (LREMs) are conventionally "forwardly" estimated as follows. Str...
When agents have rational expectations, anticipated changes in the structure of the economy have an ...
Three ways to solve a linear model Solving a model using full information rational expectations as t...
This note corrects Blanchard and Kahn’s (1980) solution for a linear dynamic rational expectations m...
In order to examine the robustness of Basu and Markov's findings, we estimate the rationality of ear...
herein are those of the authors and do not necessarily reflect the views of the National Bureau of E...
The conventional OR approach to managing a system is, in outline, firstly to create a model of the e...
This paper surveys the literature which examines the stability of the expectations that agents are a...
Standard solution methods for linear rational expectations models assume a time-invariant structure....
This is a preliminary draft circulated to stimulate discussion and should not be quoted without the ...
Expectation formation plays a principal role in economic systems. We examine and revise the standard...
This paper develops a general modeling framework and some alternative methods for solving nonlinear ...
The incorporation of rational expectations into economic models is widely recognized as one of the m...
The standard linear model fails to account for primary commod-ity price movements in any significant...
This paper reviews a variety of alternative approaches to the specification of the expectations of e...
Linear rational-expectations models (LREMs) are conventionally "forwardly" estimated as follows. Str...
When agents have rational expectations, anticipated changes in the structure of the economy have an ...
Three ways to solve a linear model Solving a model using full information rational expectations as t...
This note corrects Blanchard and Kahn’s (1980) solution for a linear dynamic rational expectations m...
In order to examine the robustness of Basu and Markov's findings, we estimate the rationality of ear...
herein are those of the authors and do not necessarily reflect the views of the National Bureau of E...
The conventional OR approach to managing a system is, in outline, firstly to create a model of the e...
This paper surveys the literature which examines the stability of the expectations that agents are a...