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

Michael Binder (mbinder@wiwi.uni-frankfurt.de) 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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