Multivariate Linear Rational Expectations Models: Characterisation of the Nature of the Solutions and Their Fully Recursive Computation

Michael Binder () and Mohammad Pesaran

Cambridge Working Papers in Economics from Faculty of Economics, University of Cambridge

Abstract: In this paper, we analyze a general multivariate linear rational expectations model.

Keywords: EXPECTATIONS; LINEAR MODELS; RECURSIVE METHODS (search for similar items in EconPapers)
JEL-codes: C32 C63 (search for similar items in EconPapers)
Pages: 11 pages
Date: 1996
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Citations: View citations in EconPapers (34)

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Persistent link: https://EconPapers.repec.org/RePEc:cam:camdae:9619

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