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摘要翻译：
本文分析了由线性多元理性期望模型得到的结构差分方程的自由参数个数和解。首先，证明了自由参数的个数依赖于结构差分方程的某个矩阵多项式的零点的结构和有理期望模型的输入个数。其次，分析了要求内生变量的某些组成部分预先确定的含义。第三，给出了因果平稳解存在唯一性的一个条件。
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英文标题：
《The Dimension of the Set of Causal Solutions of Linear Multivariate
Rational Expectations Models》
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作者：
Bernd Funovits
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最新提交年份：
2020
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分类信息：
一级分类：Economics 经济学
二级分类：Econometrics 计量经济学
分类描述：Econometric Theory, Micro-Econometrics, Macro-Econometrics, Empirical Content of Economic Relations discovered via New Methods, Methodological Aspects of the Application of Statistical Inference to Economic Data.
计量经济学理论，微观计量经济学，宏观计量经济学，通过新方法发现的经济关系的实证内容，统计推论应用于经济数据的方法论方面。
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英文摘要：
This paper analyses the number of free parameters and solutions of the structural difference equation obtained from a linear multivariate rational expectations model. First, it is shown that the number of free parameters depends on the structure of the zeros at zero of a certain matrix polynomial of the structural difference equation and the number of inputs of the rational expectations model. Second, the implications of requiring that some components of the endogenous variables be predetermined are analysed. Third, a condition for existence and uniqueness of a causal stationary solution is given.
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PDF链接：
https://arxiv.org/pdf/2002.04369
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