A Review of Linear Rational Expectations Models: Solution Methods, Existence, Uniqueness and Discontinuity
LI, GUANGRUI
(2025)
A Review of Linear Rational Expectations Models: Solution Methods, Existence, Uniqueness and Discontinuity.
Masters thesis, Durham University.
This paper reviews solution methods for solving linear rational expectations models divided into three categories, then discusses the existence, uniqueness and discontinuity of the model solutions, and reviews a regularization method to solve the discontinuity problems of the solution to linear rational expectations model.
| Item Type | Thesis (Masters) |
|---|---|
| Uncontrolled Keywords | Linear rational expectations model, solution methods, uniqueness, discontinuity, regularization |
| Divisions | Faculty of Business > Economics and Finance, Department of |
| Date Deposited | 29 Oct 2025 15:47 |
| Last Modified | 16 Mar 2026 18:37 |
