create a website

The Spectral Approach to Linear Rational Expectations Models. (2024). Al-Sadoon, Majid.
In: Papers.
RePEc:arx:papers:2007.13804.

Full description at Econpapers || Download paper

Cited: 1

Citations received by this document

Cites: 67

References cited by this document

Cocites: 16

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Regularized Solutions to Linear Rational Expectations Models. (2020). Al-Sadoon, Majid.
    In: Papers.
    RePEc:arx:papers:2009.05875.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Al-Sadoon, M. M. (2018). The linear systems approach to linear rational expectations models. Econometric Theory, 34(03), 628–658.

  2. Al-Sadoon, M. M. (2019). Sims vs. Onatski. last modified October 25, 2019, https://majidalsadoon.wordpress.com/2019/10/25/sims-vs-onatski/.
    Paper not yet in RePEc: Add citation now
  3. Al-Sadoon, M. M. (2020). Regularized solutions to linear rational expectations models. mimeo.

  4. Al-Sadoon, M. M. & Zwiernik, P. (2019). The identification problem for linear rational expectations models. arXiv preprint arXiv:1908.09617.

  5. Anderson, B. (1985). Continuity of the spectral factorization operation. Mat. Apl. Comput, 4(2), 139–156.
    Paper not yet in RePEc: Add citation now
  6. Arnold, V. I. (1973). Ordinary Differential Equations. Cambridge, USA: MIT Press.
    Paper not yet in RePEc: Add citation now
  7. Baggio, G. & Ferrante, A. (2016). On the factorization of rational discrete-time spectral densities. IEEE Transactions on Automatic Control, 61(4), 969–981.
    Paper not yet in RePEc: Add citation now
  8. Bianchi, F. & Nicolò, G. (2019). A Generalized Approach to Indeterminacy in Linear Rational Expectations Models.

  9. Bingham, N. (2012b). Szegs theorem and its probabilistic descendants. Probab. Surveys, 9, 287–324.
    Paper not yet in RePEc: Add citation now
  10. Brockwell, P. J. & Davis, R. A. (1991). Time Series: Theory and Methods, 2nd Edition. New York, NY. USA: Springer.
    Paper not yet in RePEc: Add citation now
  11. Broze, L., Gourieroux, C., & Szafarz, A. (1985). Solutions of linear rational expectations models. Econometric Theory, 1(3), 341–368.

  12. Broze, L., Gouriroux, C., & Szafarz, A. (1995). Solutions of multivariate rational expectations models. Econometric Theory, 11, 229–257.

  13. Canova, F. (2011). Methods for Applied Macroeconomic Research. Princeton, USA: Princeton University Press.
    Paper not yet in RePEc: Add citation now
  14. Christiano, L. J. & Vigfusson, R. J. (2003). Maximum likelihood in the frequency domain: the importance of time-to-plan. Journal of Monetary Economics, 50(4), 789 – 815.

  15. Clancey, K. F. & Gohberg, I. (1981). Factorization of Matrix Functions and Singular Integral Operators. Operator Theory: Advances and Applications (Vol. 3). Boston, USA: Birkhäuser Verlag Basel.
    Paper not yet in RePEc: Add citation now
  16. Cox, D., Little, J., & O’Shea, D. (2015). Ideals, Varieties, and Algorithms: An Introduction to Computational Algebraic Geometry and Commutative Algebra. Undergraduate Texts in Mathematics. Springer International Publishing.
    Paper not yet in RePEc: Add citation now
  17. Cramér, H. (1940). On the theory of stationary random Processes. Annals of Mathematics, 41, 215–230.
    Paper not yet in RePEc: Add citation now
  18. Cramér, H. (1942). On harmonic analysis in certain functional Spaces. Arkiv Math. Astr. Fysik., 28B(12), 17.
    Paper not yet in RePEc: Add citation now
  19. Deistler, M. & Pötscher, B. M. (1984). The behaviour of the likelihood function for ARMA models. Advances in applied probability, 16(4), 843–866.
    Paper not yet in RePEc: Add citation now
  20. DeJong, D. & Dave, C. (2011). Structural Macroeconometrics: (Second Edition). Princeton, USA: Princeton University Press.

  21. Ephremidze, L., Shargorodsky, E., & Spitkovsky, I. (2020). Quantitative results on continuity of the spectral factorization mapping. Journal of the London Mathematical Society, 101(1), 60–81.
    Paper not yet in RePEc: Add citation now
  22. Farmer, R. E. A. (1999). Macroeconomics of Self-fulfilling Prophecies (2 ed.). Cambridge, MA, USA: MIT University Press.
    Paper not yet in RePEc: Add citation now
  23. Farmer, R. E., Khramov, V., & Nicolò, G. (2015). Solving and estimating indeterminate DSGE models. Journal of Economic Dynamics and Control, 54(C), 17–36.

  24. Finance and Economics Discussion Series 2019-033, Board of Governors of the Federal Reserve System (U.S.). Bingham, N. (2012a). Multivariate prediction and matrix szeg theory. Probab. Surveys, 9, 325–339.
    Paper not yet in RePEc: Add citation now
  25. Funovits, B. (2017). The full set of solutions of linear rational expectations models. Economics Letters, 161, 47 – 51.

  26. Funovits, B. (2020). The dimension of the set of causal solutions of linear multivariate rational expectations models.

  27. Gohberg, I. C. & Fel’dman, I. A. (1974). Convolution Equations and Projection Methods for Their Solution, volume 41 of Translations of Mathematical Monographs. Providence, USA: American Mathematical Society.
    Paper not yet in RePEc: Add citation now
  28. Gohberg, I., Goldberg, S., & Kaashoek, M. A. (2003). Basic Classes of Linear Operators. Basel: Berkäuser Verlag.
    Paper not yet in RePEc: Add citation now
  29. Gohberg, I., Kaashoek, M. A., & Spitkovsky, I. M. (2003). An overview of matrix factorization theory and operator applications. In I. Gohberg, N. Manojlovic, & A. F. dos Santos (Eds.), Factorization and Integrable Systems: Summer School in Faro, Portugal, September 2000, volume 141 of Operator Theory: Advances and Applications chapter 1, (pp. 1–102). Springer Basel AG.
    Paper not yet in RePEc: Add citation now
  30. Green, M. & Anderson, B. D. (1987). On the continuity of the Wiener-Hopf factorization operation. The Journal of the Australian Mathematical Society. Series B. Applied Mathematics, 28(4), 443461.
    Paper not yet in RePEc: Add citation now
  31. Groetsch, C. (1977). Generalized Inverses of Linear Operators: Representation and Approximation. Monographs and Textbooks in Pure and Applied Mathematics. New York, USA: Marcel Dekker, Inc.
    Paper not yet in RePEc: Add citation now
  32. Hannan, E. J. (1973). The asymptotic theory of linear time-series models. Journal of Applied Probability, 10(1), 130–145.
    Paper not yet in RePEc: Add citation now
  33. Hannan, E. J. & Deistler, M. (2012). The Statistical Theory of Linear Systems. Classics in Applied Mathematics. Philadelphia, PA, USA: SIAM.
    Paper not yet in RePEc: Add citation now
  34. Hansen, L. P. & Sargent, T. J. (1980). Formulating and estimating dynamic linear rational expectations models. Journal of Economic Dynamics and control, 2, 7–46.

  35. Herbst, E. P. & Schorfheide, F. (2016). Bayesian Estimation of DSGE Models. Princeton, USA: Princeton University Press.

  36. Jurado, K. & Chahrour, R. (2018). Recoverability. 2018 Meeting Papers 320, Society for Economic Dynamics.

  37. Kociecki, A. & Kolasa, M. (2018). Global identification of linearized DSGE models. Quantitative Economics, 9(3), 1243–1263.

  38. Koliha, J. J. (2001). Continuity and differentiability of the Moore-Penrose inverse in C*-algebras. Mathematica Scandinavica, 88(1), 154–160.
    Paper not yet in RePEc: Add citation now
  39. Kolmogorov, A. N. (1939). Sur linterpolation et extrapolation des suites stationnaires. CR Acad. Sci. Paris, 208, 2043–2045.
    Paper not yet in RePEc: Add citation now
  40. Kolmogorov, A. N. (1941a). Interpolation and extrapolation of stationary random sequences. Izv. Akad Nauk SSSR. Ser. Mat., 5, 3–14.
    Paper not yet in RePEc: Add citation now
  41. Kolmogorov, A. N. (1941b). Stationary sequences in hilbert space. Bull. Math. Univ. Moscow, 2(6), 1–40.
    Paper not yet in RePEc: Add citation now
  42. Komunjer, I. & Ng, S. (2011). Dynamic identification of dynamic stochastic general equilibrium models. Econometrica, 79(6), 1995–2032.

  43. Lindquist, A. & Picci, G. (2015). Linear Stochastic Systems: A Geometric Approach to Modeling, Estimation, and Identification. Series in Contemporary Mathematics 1. Berlin Heidelberg: Springer-Verlag.
    Paper not yet in RePEc: Add citation now
  44. Lippi, M. & Reichlin, L. (1994). VAR analysis, nonfundamental representations, Blaschke matrices. Journal of Econometrics, 63(1), 307–325.

  45. Lubik, T. A. & Schorfheide, F. (2003). Computing sunspot equilibria in linear rational expectations models. Journal of Economic Dynamics and Control, 28(2), 273 – 285.

  46. Lubik, T. A. & Schorfheide, F. (2004). Testing for indeterminacy: An application to u.s. monetary policy. American Economic Review, 94(1), 190–217.

  47. McCallum, B. T. (1983). On non-uniqueness in rational expectations models: an attempt at perspective. Journal of Monetary Economics, 11(2), 139 – 168.

  48. Nikolski, N. K. (2002). Operators, Functions, and Systems: An Easy Reading: Volume 1: Hardy, Hankel, and Toeplitz, volume 92 of Mathematical Surveys and Monographs. Providence, RI, USA: American Mathematical Society.
    Paper not yet in RePEc: Add citation now
  49. Onatski, A. (2006). Winding number criterion for existence and uniqueness of equilibrium in linear rational expectations models. Journal of Economic Dynamics and Control, 30(2), 323–345.

  50. Pourahmadi, M. (2001). Foundations of Time Series Analysis and Prediction Theory. New York, USA: John Wiley & Sons.
    Paper not yet in RePEc: Add citation now
  51. Qu, Z. & Tkachenko, D. (2012). Identification and frequency domain quasi-maximum likelihood estimation of linearized dynamic stochastic general equilibrium models. Quantitative Economics, 3(1), 95–132.

  52. Qu, Z. & Tkachenko, D. (2017). Global identification in DSGE models allowing for indeterminacy. The Review of Economic Studies, 84(3), 1306–1345.

  53. Rogosin, S. & Mishuris, G. (2016). Constructive methods for factorization of matrix-functions. IMA Journal of Applied Mathematics, 81(2), 365–391.
    Paper not yet in RePEc: Add citation now
  54. Rozanov, Y. A. (1967). Stationary Random Processes. San Francisco: Holden-Day.
    Paper not yet in RePEc: Add citation now
  55. Sala, L. (2015). DSGE models in the frequency domains. Journal of Applied Econometrics, 30(2), 219–240.

  56. Sargent, T. J. (1979). Macroeconomic theory. New York, USA: Academic Press.
    Paper not yet in RePEc: Add citation now
  57. Sims, C. A. (2002). Solving linear rational expectations models. Computational Economics, 20(1), 1–20.

  58. Sims, C. A. (2007). On the genericity of the winding number criterion for linear rational expectations models. mimeo.
    Paper not yet in RePEc: Add citation now
  59. Sontag, E. D. (1998). Mathematical Control Theory: Deterministic Finite Dimensional Systems (2 ed.). Texts in Applied Mathematics. Springer Verlag. Available at: www.math.rutgers.edu/∼sontag/.
    Paper not yet in RePEc: Add citation now
  60. Sorge, M. (2019). Arbitrary initial conditions and the dimension of indeterminacy in linear rational expectations models. Decisions in Economics and Finance, 43, 363372.
    Paper not yet in RePEc: Add citation now
  61. Sundaram, R. K. (1996). A First Course in Optimization Theory. Cambridge, UK: Cambridge University Press.

  62. Tan, F. (2019). A frequency-domain approach to dynamic macroeconomic models. Macroeconomic Dynamics, 131.
    Paper not yet in RePEc: Add citation now
  63. Tan, F. & Walker, T. B. (2015). Solving generalized multivariate linear rational expectations models. Journal of Economic Dynamics and Control, 60, 95–111.

  64. Taylor, J. B. (1977). Conditions for unique solutions in stochastic macroeconomic models with rational expectations.

  65. Whiteman, C. H. (1983). Linear Rational Expectations Models: A User’s Guide. Minneapolis, MN, USA: University of Minnesota Press.
    Paper not yet in RePEc: Add citation now
  66. Wiener, N. & Hopf, E. (1931). Über eine klasse singulärer integralgleichungen. S.-B. Akad. Wiss. Berlin, 31, 696–706.
    Paper not yet in RePEc: Add citation now
  67. Wold, H. (1938). A Study in the Analysis of Stationary Time Series. Uppsala: Almqvist and Wiksell.
    Paper not yet in RePEc: Add citation now

Cocites

Documents in RePEc which have cited the same bibliography

  1. Locally- but not Globally-identified SVARs. (2025). Bacchiocchi, Emanuele ; Kitagawa, Toru.
    In: Papers.
    RePEc:arx:papers:2504.01441.

    Full description at Econpapers || Download paper

  2. The general solution to an autoregressive law of motion. (2024). Franchi, Massimo ; Beare, Brendan ; Howlett, Phil.
    In: Papers.
    RePEc:arx:papers:2402.01966.

    Full description at Econpapers || Download paper

  3. The Spectral Approach to Linear Rational Expectations Models. (2024). Al-Sadoon, Majid.
    In: Papers.
    RePEc:arx:papers:2007.13804.

    Full description at Econpapers || Download paper

  4. Sticky information and the Taylor principle. (2023). Meyer-Gohde, Alexander ; Tzaawa-Krenzler, Mary.
    In: IMFS Working Paper Series.
    RePEc:zbw:imfswp:189.

    Full description at Econpapers || Download paper

  5. Linear identification of linear rational-expectations models by exogenous variables reconciles Lucas and Sims. (2022). Zadrozny, Peter.
    In: CFS Working Paper Series.
    RePEc:zbw:cfswop:682.

    Full description at Econpapers || Download paper

  6. Analytic policy function iteration. (2022). Han, Zhao ; Wu, Jieran ; Tan, Fei.
    In: Journal of Economic Theory.
    RePEc:eee:jetheo:v:200:y:2022:i:c:s002205312100212x.

    Full description at Econpapers || Download paper

  7. Linear Identification of Linear Rational-Expectations Models by Exogenous Variables Reconciles Lucas and Sims. (2022). Zadrozny, Peter.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_10078.

    Full description at Econpapers || Download paper

  8. Locally- but not Globally-identified SVARs. (2022). Bacchiocchi, Emanuele ; Kitagawa, Toru.
    In: Working Papers.
    RePEc:bol:bodewp:wp1171.

    Full description at Econpapers || Download paper

  9. Identifiability and Estimation of Possibly Non-Invertible SVARMA Models: A New Parametrisation. (2021). Funovits, Bernd.
    In: Papers.
    RePEc:arx:papers:2002.04346.

    Full description at Econpapers || Download paper

  10. Arbitrary initial conditions and the dimension of indeterminacy in linear rational expectations models. (2020). Sorge, Marco.
    In: Decisions in Economics and Finance.
    RePEc:spr:decfin:v:43:y:2020:i:1:d:10.1007_s10203-019-00269-4.

    Full description at Econpapers || Download paper

  11. Locally- but not globally-identified SVARs. (2020). Bacchiocchi, Emanuele ; Kitagawa, Toru.
    In: CeMMAP working papers.
    RePEc:ifs:cemmap:40/20.

    Full description at Econpapers || Download paper

  12. Regularized Solutions to Linear Rational Expectations Models. (2020). Al-Sadoon, Majid.
    In: Papers.
    RePEc:arx:papers:2009.05875.

    Full description at Econpapers || Download paper

  13. The identification problem for linear rational expectations models. (2019). Al-Sadoon, Majid ; Zwiernik, Piotr.
    In: Economics Working Papers.
    RePEc:upf:upfgen:1669.

    Full description at Econpapers || Download paper

  14. The Identification Problem for Linear Rational Expectations Models. (2019). Al-Sadoon, Majid ; Zwiernik, Piotr.
    In: Working Papers.
    RePEc:bge:wpaper:1114.

    Full description at Econpapers || Download paper

  15. Representation of I(1) and I(2) autoregressive Hilbertian processes. (2019). Seo, Won-Ki ; Beare, Brendan.
    In: Papers.
    RePEc:arx:papers:1701.08149.

    Full description at Econpapers || Download paper

  16. A Frequency-Domain Approach to Dynamic Macroeconomic Models. (2018). Tan, Fei.
    In: MPRA Paper.
    RePEc:pra:mprapa:90487.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-10-06 03:24:27 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated August, 3 2024. Contact: Jose Manuel Barrueco.