SFB 303 Discussion Paper No. B - 96

Author: Kottmann, Thomas
Title: OLS-Estimation and Rationality in Linear Models with Forecast Feedback
Abstract: We consider a dynamical system with discrete time. At each time the present values of the endogenous variables (i.e. those explained by the system) are uniquely determined as functions of
1) past values of endogenous variables;
2)present and past values of exogenous variables;
3) the actual value of a disturbance variable;

Keywords:
JEL-Classification-Number:
Creation-Date: August 1988
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