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.
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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.


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