The paper examines within a unified methodology expectational coordination in a series of economic models. The methodology views rational expectations equilibria as reasonable predictors whenever they can be derived from more basic Common Knowledge hypothesis. The paper successively considers a simple non noisy N-dimensional model, standard models with "intrinsic" uncertainty, reference intertemporal models with infinite horizon. It reviews existing results and suggests new ones. It translates the formal results into looser but economically intuitive statements, whose robutness, in the present state of knowledge, is tentatively ascertained.