Broze, Laurence; Gouriéroux, Christian; Szafarz, Ariane - In: Econometric Theory 11 (1995) 02, pp. 229-257
The aim of this paper is the study of the path solutions of a multivariate rational expectations model. We describe several procedures for solving such dynamic systems based on either the adjoint operator method or the Smith form. As a by-product, we derive the dimension of the set of solutions...