Exact controllability of rational expectations model with multiplicative noise and input delay

Author:

Wang Wenjing,Xu JuanjuanORCID,Zhang Huanshui,Fu Minyue

Funder

National Natural Science Foundation of China

Shandong Province Natural Science Foundation

Publisher

Elsevier BV

Reference28 articles.

1. Dynamic optimization of some forward-looking stochastic models;Basar,1989

2. A rational expectations model of financial contagion;Laurae;J. Finance,2002

3. On the use of expectations data in estimating structural dynamic choice models;Wilbert;J. Labor Econ.,2012

4. Solving linear rational expectations models;Sims;Comput. Econ.,2001

5. Some thoughts on rational expectations models and alternate formulations;Basar;Comput. Math. Appl.,1989

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