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Minimal identification of dynamic rational expectations systems

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  • Junior, Renato Galvão Flôres
  • Szafarz, Ariane

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  • Junior, Renato Galvão Flôres & Szafarz, Ariane, 1992. "Minimal identification of dynamic rational expectations systems," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 46(3), July.
    • Handle: RePEc:fgv:epgrbe:v:46:y:1992:i:3:a:557
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    References listed on IDEAS

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    1. Pesaran, M. H., 1981. "Identification of rational expectations models," Journal of Econometrics, Elsevier, vol. 16(3), pages 375-398, August.
    2. Wallis, Kenneth F, 1981. "Dynamic Models and Expectations Hypotheses," The Warwick Economics Research Paper Series (TWERPS) 187, University of Warwick, Department of Economics.
    3. Broze, L. & Gourieroux, C. & Szafarz, A., 1985. "Solutions of Linear Rational Expectations Models," Econometric Theory, Cambridge University Press, vol. 1(3), pages 341-368, December.
    4. Rothenberg, Thomas J, 1971. "Identification in Parametric Models," Econometrica, Econometric Society, vol. 39(3), pages 577-591, May.
    5. Broze, Laurence & Gourieroux Christian & Szafarz A, 1984. "Solutions of dynamic linear rational expectations models," CEPREMAP Working Papers (Couverture Orange) 8421, CEPREMAP.
    6. Laurence Broze & Ariane Szafarz, 1991. "The Econometric Analysis of Non-Uniqueness in Rational Expectations Models," ULB Institutional Repository 2013/649, ULB -- Universite Libre de Bruxelles.
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    1. Flôres Jr., Renato G. & Szafarz, Ariane, 1994. "Agents, Econometricians and the Identification of Rational Expectations Systems," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 14(1), April.

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