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Tag: rational-expectations
22 items with this tag.
Apr 13, 2026
Active and passive monetary policy regimes coexist with rational expectations
monetary-policy
regime-switching
taylor-rule
rational-expectations
sunspots
Apr 13, 2026
The forward solution is the unique fundamental REE satisfying the no-bubble condition
rational-expectations
forward-method
no-bubble-condition
determinacy
Apr 13, 2026
The long-run Taylor principle is sufficient for MSRE determinacy only when solutions do not depend on the previous regime
msre
determinacy
taylor-principle
regime-switching
rational-expectations
Apr 13, 2026
MSRE determinacy requires the MSS sunspot spectral radius condition
msre
determinacy
mean-square-stability
sunspot
rational-expectations
Apr 13, 2026
MSV, MOD, and E-stability solution selection criteria can return REEs that violate the no-bubble condition
rational-expectations
solution-refinement
no-bubble-condition
e-stability
msv
Apr 13, 2026
Bayesian indeterminacy testing
indeterminacy
bayesian-estimation
new-keynesian
sunspots
rational-expectations
Apr 13, 2026
Forward Convergence Condition (FCC)
rational-expectations
forward-method
determinacy
dsge
Apr 13, 2026
Forward method (rational expectations solver)
rational-expectations
forward-method
solver
dsge
Apr 13, 2026
Long-Run Taylor Principle
monetary-policy
regime-switching
determinacy
taylor-rule
rational-expectations
Apr 13, 2026
Markov-Switching Rational Expectations CRE Pricing
commercial-real-estate
markov-switching
rational-expectations
asset-pricing
dsge
monetary-policy
Apr 13, 2026
MOD Solution for MSRE Determinacy
msre
determinacy
mean-square-stability
rational-expectations
solution-method
Apr 13, 2026
No-Bubble Condition (NBC)
rational-expectations
no-bubble-condition
asset-pricing
determinacy
transversality
Apr 13, 2026
The forward method as a solution refinement in rational expectations models
rational-expectations
forward-method
no-bubble-condition
determinacy
monetary-policy
Apr 13, 2026
Determinacy and Classification of Markov-switching Rational Expectations Models
msre
determinacy
mean-square-stability
mod-solution
rational-expectations
monetary-fiscal-policy
Apr 13, 2026
A 54-Dimensional Constrained Stochastic Optimization Benchmark from Regime-Switching Asset Pricing
optimization-benchmark
constrained-mle
regime-switching
derivative-free-optimization
multi-fidelity
particle-filter
rational-expectations
commercial-real-estate
Apr 13, 2026
The Long-Run Taylor Principle Revisited
msre
determinacy
taylor-principle
rational-expectations
monetary-policy
Apr 13, 2026
Understanding Markov-Switching Rational Expectations Models
msre
determinacy
mean-square-stability
sunspot
rational-expectations
monetary-policy
Apr 13, 2026
antonio-moreno
rational-expectations
macroeconomics
monetary-policy
dsge
term-structure
Apr 13, 2026
daniel-waggoner
macroeconomics
rational-expectations
regime-switching
econometrics
Apr 13, 2026
roger-farmer
macroeconomics
rational-expectations
monetary-policy
determinacy
indeterminacy
sunspots
Apr 13, 2026
seonghoon-cho
rational-expectations
macroeconomics
monetary-policy
dsge
Apr 13, 2026
tao-zha
macroeconomics
rational-expectations
regime-switching
monetary-policy
bayesian-econometrics