LI, GUANGRUI (2025) A Review of Linear Rational Expectations Models: Solution Methods, Existence, Uniqueness and Discontinuity. Masters thesis, Durham University.
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Abstract
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) |
|---|---|
| Award: | Master of Arts |
| Keywords: | Linear rational expectations model, solution methods, uniqueness, discontinuity, regularization |
| Faculty and Department: | Faculty of Business > Economics and Finance, Department of |
| Thesis Date: | 2025 |
| Copyright: | Copyright of this thesis is held by the author |
| Deposited On: | 29 Oct 2025 15:47 |
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