On the Relationship Between Determinate and MSV Solutions in Linear RE Models

In univariate RE models of the form y_t = AE_ty_t+1 + Cy_t-1 + u_t, every determinate solution is also the unique minimum state variable (MSV) solution. More generally, however, there are multivariate models of this form that have unique nonexplosive solutions that differ from their MSV solution.