The Convergence of Vector Autoregressions to Rational Expectations Equilibria

Thomas Sargent, Albert Marcet

    Research output: Chapter in Book/Report/Conference proceedingChapter (peer-reviewed)

    Original languageEnglish (US)
    Title of host publicationMacroeconomics: A Survey of Research Strategies
    EditorsAlessandro Vercelli, Nicola Dimitri
    PublisherOxford University Press
    Pages139-164
    StatePublished - 1992

    Cite this

    Sargent, T., & Marcet, A. (1992). The Convergence of Vector Autoregressions to Rational Expectations Equilibria. In A. Vercelli, & N. Dimitri (Eds.), Macroeconomics: A Survey of Research Strategies (pp. 139-164). Oxford University Press.