动态线性模型中的理性预期:解的分析

Rational Expectations in Dynamic Linear Models: Analysis of the Solutions

Econometrica · 1982
被引 111
人大 A+FT50ABS 4*

中文导读

详细分析了线性计量经济模型中理性预期解的全部集合,发现该集合远大于以往研究,并探讨了多种解的选择标准及其对解集的缩减效果。

Abstract

In this paper we analyze the solutions of linear econometric models with rational expectations. More precisely, we describe in detail the set of all the solutions; in particular this set is shown to be much larger than the sets previously considered. We also study various criteria of selection in this set of solutions and we examine to what extent these criteria redtiuce the set of the solutions.

理性预期动态线性模型解集选择准则