On the backward-forward procedure

C. Gourieroux; J. J. Laffont; A. Montfort

doi:10.1016/0165-1765(80)90033-6

On the backward-forward procedure

C. Gourieroux
, J. J. Laffont
, A. Montfort

Université Paris Dauphine
Université Paul Sabatier
ENSAE

Résultats de recherche: Contribution à un journal › Article › Revue par des pairs

Résumé

It is shown that backward-forward procedure which selects solutions in dynamic models with rational expectations may fail to give a solution when the lags are of order two.

langue originale	Anglais
Pages (de - à)	215-217
Nombre de pages	3
journal	Economics Letters
Volume	5
Numéro de publication	3
Les DOIs	https://doi.org/10.1016/0165-1765(80)90033-6
état	Publié - 1 janv. 1980
Modification externe	Oui

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10.1016/0165-1765(80)90033-6

Contient cette citation

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N2 - It is shown that backward-forward procedure which selects solutions in dynamic models with rational expectations may fail to give a solution when the lags are of order two.

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On the backward-forward procedure

Résumé

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