Constructing Multi-Country Rational Expectations Models
Author:
Affiliation:
1. European Central Bank; Frankfurt-am-Main Germany
2. University of Southern California; Los Angeles USA
3. Trinity College; Cambridge UK
4. University of Cambridge; Cambridge UK
5. Birkbeck College; London UK
Publisher
Wiley
Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Social Sciences (miscellaneous),Statistics and Probability
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/obes.12046/fullpdf
Reference28 articles.
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3. Covariance regularization by thresholding;Bickel;The Annals of Statistics,2008
4. Multivariate linear rational expectations models: characterization of the nature of the solutions and their fully recursive computation;Binder;Econometric Theory,1997
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