A0779
Title: Recent advances in the econometric analysis of linear rational expectations models
Authors: Majid Al Sadoon - Durham University (United Kingdom) [presenting]
Abstract: The aim is to review recent progress in the specification, solution, identification, and estimation of linear rational expectations models. The aim is to place these developments in historical context, emphasizing Hashem Pesaran's contributions. Particular attention is given to complexity, stationarity, and cointegration. It concludes with a number of conjectures and open problems.
