The Spectral Approach to Linear Rational Expectations Models
(2024)
Journal Article
Al-Sadoon, M. (online). The Spectral Approach to Linear Rational Expectations Models. Econometric Theory, https://doi.org/10.1017/S026646662400029X
This paper considers linear rational expectations models in the frequency domain. The paper characterizes existence and uniqueness of solutions to particular as well as generic systems. The set of all solutions to a given system is shown to be a fini... Read More about The Spectral Approach to Linear Rational Expectations Models.