create a website

Determinacy in linear rational expectations models. (2004). Gauthier, Stephane.
In: Journal of Mathematical Economics.
RePEc:eee:mateco:v:40:y:2004:i:7:p:815-830.

Full description at Econpapers || Download paper

Cited: 1

Citations received by this document

Cites: 19

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Macroeconomic and monetary policies from the eductive viewpoint. (2008). Guesnerie, Roger.
    In: Working Papers.
    RePEc:hal:wpaper:halshs-00586749.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Benhabib, J., Farmer, R., 1999. Indeterminacy and Sunpots in Macroeconomics. In: Taylor, J., Woodford, M. (Eds), Handbook of Macroeconomics. North Holland, Amsterdam, pp. 387–448.
    Paper not yet in RePEc: Add citation now
  2. Blanchard, O.J. Backward and forward solutions for economies with rational expectations. 1979 Am. Econ. Rev. 69 114-118

  3. Blanchard, O.J. ; Kahn, C. The solution of linear difference models under rational expectations. 1980 Econometrica. 48 1305-1311

  4. Chiappori, P.A. ; Geoffard, P.Y. ; Guesnerie, R. Sunspot fluctuations around a steady state: the case of multidimensional one-step forward looking economic models. 1992 Econometrica. 60 1097-1126

  5. Desgranges, G. ; Gauthier, S. On uniqueness of the bubble-free solution in linear rational expectations models. 2003 Macroecon. Dyn. 7 171-191

  6. Evans, G., Guesnerie, R., 2000. Coordination on saddle path solutions: the eductive viewpoint. Part 2-Linear multivariate models. DELTA, Mimeo.
    Paper not yet in RePEc: Add citation now
  7. Evans, G., Honkapohja, S., 2001. Learning and Expectations in Macroeconomics. Princeton University Press.
    Paper not yet in RePEc: Add citation now
  8. Gauthier, S. Determinacy and stability under learning of rational expectations equilibria. 2002 J. Econ. Theory. 102 354-374

  9. Gauthier, S. On the dynamic equivalence principle. 2003 Macroecon. Dyn. 7 63-88
    Paper not yet in RePEc: Add citation now
  10. Gouriéroux, C. ; Laffont, J.J. ; Monfort, A. Rational expectations in dynamic linear models: analysis of the solutions. 1982 Econometrica. 50 409-426

  11. Grandmont, J.M., Laroque, G., 1991. Economic dynamics with learning: some instability examples. In: Barnett, W., Cornet, B., d’Aspremont, C., Gabszewicz, J., Mas-Colell, A. (Eds.), Equilibrium Theory and Applications. Cambridge University Press, Cambridge, UK, pp. 247–273.

  12. Guesnerie, R. Successes and failures in coordinating expectations. 1993 Eur. Econ. Rev. 37 243-268

  13. Kehoe, T.J. ; Levine, D. Comparative statics and perfect foresight in infinite horizon economies. 1985 Econometrica. 53 433-454

  14. Magnus, J.R., Neudecker, H., 1988. Matrix Differential Calculus with Applications in Statistics and Econometrics. Wiley Series in Probability and Mathematical Statistics, Wiley.
    Paper not yet in RePEc: Add citation now
  15. McCallum, B. Role of the minimal state variable criterion in rational expectations models. 1999 Int. Tax Public Fin. 6 621-639

  16. Muth, J. Rational expectations and the theory of price movements. 1961 Econometrica. 52 223-228
    Paper not yet in RePEc: Add citation now
  17. Queysanne, M., 1964. Algèbre, Armand Colin, Paris.
    Paper not yet in RePEc: Add citation now
  18. Sargent, T.J. ; Wallace, N. The stability of models of money and growth with perfect foresight. 1973 Econometrica. 41 1043-1048

  19. Woodford, M., 1984. Indeterminacy in the overlapping generations model: a survey. Columbia University, Mimeo.
    Paper not yet in RePEc: Add citation now

Cocites

Documents in RePEc which have cited the same bibliography

  1. What factors matter in rent negotiations? Differences in views between landlords and retail trade tenants. (2022). Hermansson, Cecilia ; Lundgren, Berndt.
    In: Working Paper Series.
    RePEc:hhs:kthrec:2022_009.

    Full description at Econpapers || Download paper

  2. On the accuracy of linear DSGE solution methods and the consequences for log-normal asset pricing. (2021). Meyer-Gohde, Alexander.
    In: IMFS Working Paper Series.
    RePEc:zbw:imfswp:154.

    Full description at Econpapers || Download paper

  3. Going the Extra Mile: Effort by Workers and Job‐Seekers. (2021). Villa, Stefania ; Lewis, Vivien ; Hertweck, Matthias.
    In: Journal of Money, Credit and Banking.
    RePEc:wly:jmoncb:v:53:y:2021:i:8:p:2099-2127.

    Full description at Econpapers || Download paper

  4. Determinacy without the Taylor Principle. (2021). Angeletos, George-Marios ; Lian, Chen.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:28881.

    Full description at Econpapers || Download paper

  5. Equilibrium with computationally constrained agents. (2021). Kuhle, Wolfgang.
    In: Mathematical Social Sciences.
    RePEc:eee:matsoc:v:109:y:2021:i:c:p:77-92.

    Full description at Econpapers || Download paper

  6. Refinement of dynamic equilibrium using small random perturbations. (2021). Maldonado, Wilfredo ; Soltanahmadi, Mohammad Choubdar ; Pinheiro, Diogo ; Araujo, Aloisio ; Pinto, Alberto A.
    In: International Journal of Economic Theory.
    RePEc:bla:ijethy:v:17:y:2021:i:3:p:258-283.

    Full description at Econpapers || Download paper

  7. The Inflation Game. (2021). Kuhle, Wolfgang.
    In: Papers.
    RePEc:arx:papers:2112.14697.

    Full description at Econpapers || Download paper

  8. Indeterminacy and imperfect information. (2020). Mertens, Elmar ; Matthes, Christian ; Lubik, Thomas A.
    In: Discussion Papers.
    RePEc:zbw:bubdps:012020.

    Full description at Econpapers || Download paper

  9. Veiled Expectations: The Heterogeneous Impact of Exchange Rate Shocks at the Sectoral-Level. (2020). Suah, Jing Lian.
    In: MPRA Paper.
    RePEc:pra:mprapa:109086.

    Full description at Econpapers || Download paper

  10. Indeterminacy and Imperfect Information. (2019). Mertens, Elmar ; Matthes, Christian ; Lubik, Thomas.
    In: Working Paper.
    RePEc:fip:fedrwp:19-17.

    Full description at Econpapers || Download paper

  11. The Origin and the Resolution of Nonuniqueness in Linear Rational Expectations. (2019). Thistle, John G.
    In: Papers.
    RePEc:arx:papers:1806.06657.

    Full description at Econpapers || Download paper

  12. Walk on the Wild Side: Temporarily Unstable Paths and Multiplicative Sunspots. (2019). Bonomolo, Paolo ; Ascari, Guido ; Lopes, Hedibert F.
    In: American Economic Review.
    RePEc:aea:aecrev:v:109:y:2019:i:5:p:1805-42.

    Full description at Econpapers || Download paper

  13. Walk on the wild side: Multiplicative sunspots and temporarily unstable paths. (2018). Bonomolo, Paolo ; Lopes, Hedibert ; Ascari, Guido.
    In: Working Papers.
    RePEc:dnb:dnbwpp:597.

    Full description at Econpapers || Download paper

  14. Challenging Lucas: from overlapping generations to infinite-lived agent models. (2017). Duarte, Pedro ; Assous, Michaël.
    In: Working Papers, Department of Economics.
    RePEc:spa:wpaper:2017wpecon03.

    Full description at Econpapers || Download paper

  15. Conditional moment restrictions and the role of density information in estimated structural models. (2017). Tryphonides, Andreas.
    In: SFB 649 Discussion Papers.
    RePEc:hum:wpaper:sfb649dp2017-016.

    Full description at Econpapers || Download paper

  16. Rational Sunspots. (2016). Bonomolo, Paolo ; Ascari, Guido ; Lopes, Hedibert F.
    In: Economics Series Working Papers.
    RePEc:oxf:wpaper:787.

    Full description at Econpapers || Download paper

  17. Stabilizing Wage Policy. (2015). Kurz, Mordecai.
    In: Discussion Papers.
    RePEc:sip:dpaper:15-007.

    Full description at Econpapers || Download paper

  18. La revolución de los nuevos clásicos: redes, influencia y metodología. (2015). Salazar, Boris ; Otero, Daniel.
    In: Revista de Economía Institucional.
    RePEc:rei:ecoins:v:17:y:2015:i:32:p:39-69.

    Full description at Econpapers || Download paper

  19. House prices: bubbles, exuberance or something else? Evidence from euro area countries. (2015). Rodrigues, Paulo ; Loureno, Rita .
    In: Working Papers.
    RePEc:ptu:wpaper:w201517.

    Full description at Econpapers || Download paper

  20. Refining linear rational expectations models and equilibria. (2015). Cho, Seonghoon ; McCallum, Bennett T.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:46:y:2015:i:c:p:160-169.

    Full description at Econpapers || Download paper

  21. Rational Expectations and the Stability of Balanced Monetary Development. (2014). Bohm, Volker.
    In: VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy.
    RePEc:zbw:vfsc14:100423.

    Full description at Econpapers || Download paper

  22. Implications of Stochastic Singularity in Linear Multivariate Rational Expectations Models. (2014). Funovits, Bernd.
    In: Vienna Economics Papers.
    RePEc:vie:viennp:vie1405.

    Full description at Econpapers || Download paper

  23. Implications of Stochastic Singularity in Linear Multivariate Rational Expectations Models. (2014). Funovits, Bernd.
    In: Vienna Economics Papers.
    RePEc:vie:viennp:1405.

    Full description at Econpapers || Download paper

  24. Does Inflation Walk on Unstable Paths? Rational Sunspots and Drifting Parameters. (2012). Bonomolo, Paolo ; Ascari, Guido.
    In: 2012 Meeting Papers.
    RePEc:red:sed012:743.

    Full description at Econpapers || Download paper

  25. Refining Linear Rational Expectations Models and Equilibria. (2012). Cho, Seonghoon ; McCallum, Bennett T..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:18348.

    Full description at Econpapers || Download paper

  26. Endogenous Rational Bubbles. (2011). Waters, George.
    In: Working Paper Series.
    RePEc:ils:wpaper:20111003.

    Full description at Econpapers || Download paper

  27. The house price determination process: Rational expectations with a spatial context. (2011). Kiefer, Hua.
    In: Journal of Housing Economics.
    RePEc:eee:jhouse:v:20:y:2011:i:4:p:249-266.

    Full description at Econpapers || Download paper

  28. The forward method as a solution refinement in rational expectations models. (2011). Moreno, Antonio ; Cho, Seonghoon.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:35:y:2011:i:3:p:257-272.

    Full description at Econpapers || Download paper

  29. Indeterminacy, Causality, and the Foundations of Monetary Policy Analysis. (2010). McCallum, Bennett T..
    In: Swiss Journal of Economics and Statistics (SJES).
    RePEc:ses:arsjes:2010-i-3.

    Full description at Econpapers || Download paper

  30. A “Nearly Ideal” Solution to Linear Time-Varying Rational Expectations Models. (2010). Sorge, Marco.
    In: Computational Economics.
    RePEc:kap:compec:v:35:y:2010:i:4:p:331-353.

    Full description at Econpapers || Download paper

  31. Causality, Structure, and the Uniqueness of Rational Expectations Equilibria. (2009). McCallum, Bennett T..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:15234.

    Full description at Econpapers || Download paper

  32. The Forward Solution for Linear Rational Expectations Models. (2007). Moreno, Antonio ; Cho, Seonghoon.
    In: Faculty Working Papers.
    RePEc:una:unccee:wp0707.

    Full description at Econpapers || Download paper

  33. Determinacy in linear rational expectations models. (2004). Gauthier, Stephane.
    In: Journal of Mathematical Economics.
    RePEc:eee:mateco:v:40:y:2004:i:7:p:815-830.

    Full description at Econpapers || Download paper

  34. Single Source of Error State Space Approach to the Beveridge Nelson Decomposition. (2004). Snyder, Ralph ; Anderson, Heather ; Low, Chin Nam.
    In: Econometric Society 2004 Australasian Meetings.
    RePEc:ecm:ausm04:242.

    Full description at Econpapers || Download paper

  35. (Non-)Bubblesr Rational Expectations and Perfect Foresight. A Critical Note. (2000). Anton, Rainer.
    In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik).
    RePEc:jns:jbstat:v:220:y:2000:i:1:p:122-126.

    Full description at Econpapers || Download paper

  36. The indeterminacy of prices under interest rate pegging: The non-Ricardian case. (1999). Cushing, Matthew J..
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:44:y:1999:i:1:p:131-148.

    Full description at Econpapers || Download paper

  37. Exchange rate dynamics in black markets. (1990). Frenkel, Michael.
    In: Journal of Economics.
    RePEc:kap:jeczfn:v:51:y:1990:i:2:p:159-176.

    Full description at Econpapers || Download paper

  38. Linterdépendance des économies en change flexible : les apports dune maquette dynamique. (1988). Sterdyniak, Henri ; Bleuze, Eric .
    In: Sciences Po publications.
    RePEc:spo:wpmain:info:hdl:2441/5386.

    Full description at Econpapers || Download paper

  39. Linterdépendance des économies en change flexible : les apports dune maquette dynamique. (1988). Sterdyniak, Henri ; Bleuze, ric .
    In: Revue Économique.
    RePEc:prs:reveco:reco_0035-2764_1988_num_39_5_409110.

    Full description at Econpapers || Download paper

  40. Linterdépendance des économies en change flexible : les apports dune maquette dynamique. (1988). Bleuze, Eric .
    In: Post-Print.
    RePEc:hal:journl:hal-01304325.

    Full description at Econpapers || Download paper

  41. Irrationales rational gesehen: Eine Übersicht über die Theorie der Bubbles. (1986). Heri, Erwin W..
    In: Swiss Journal of Economics and Statistics (SJES).
    RePEc:ses:arsjes:1986-ii-3.

    Full description at Econpapers || Download paper

  42. Solutions des modèles linéaires à anticipations rationnelles. (1985). Szafarz, Ariane ; Broze, Laurence.
    In: ULB Institutional Repository.
    RePEc:ulb:ulbeco:2013/679.

    Full description at Econpapers || Download paper

  43. The Rational Expectations Hypothesis and Economic Analysis. (1985). McAuliffe, Robert E..
    In: Eastern Economic Journal.
    RePEc:eej:eeconj:v:11:y:1985:i:4:p:331-341.

    Full description at Econpapers || Download paper

  44. A Rational Expectations Keynesian Model with Price Flexibility. (1985). Drazen, Allan.
    In: Foerder Institute for Economic Research Working Papers.
    RePEc:ags:isfiwp:275386.

    Full description at Econpapers || Download paper

  45. The Real Exchange Rate, the Current Account, and the Speed of Adjustment. (1984). Giavazzi, Francesco ; Wyplosz, Charles.
    In: NBER Chapters.
    RePEc:nbr:nberch:6841.

    Full description at Econpapers || Download paper

  46. Methods of Solution and Simulation for Dynamic Rational Expectations Models. (1983). Blanchard, Olivier.
    In: NBER Technical Working Papers.
    RePEc:nbr:nberte:0028.

    Full description at Econpapers || Download paper

  47. Inflation, Real Interest, and the Determinacy of Equilibrium in an Optimizing Framework. (1981). Obstfeld, Maurice.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:0723.

    Full description at Econpapers || Download paper

  48. On Non-Uniqueness in Rational Expectations Models: An Attempt at Perspective. (1981). .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:0684.

    Full description at Econpapers || Download paper

  49. A Note on the Solution of A Two-Point Boundary Value Problem Frequently Encountered in Rational Expectations Models. (1981). Buiter, Willem.
    In: NBER Technical Working Papers.
    RePEc:nbr:nberte:0012.

    Full description at Econpapers || Download paper

  50. Inventories, Rational Expectations, and the Business Cycle. (1979). Blinder, Alan ; Fischer, Stanley.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:0381.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-10-01 16:38:11 || 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.