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The Lucas critique revisited: Assessing the stability of empirical Euler equations for investment - MaRDI portal

The Lucas critique revisited: Assessing the stability of empirical Euler equations for investment (Q1906299)

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scientific article; zbMATH DE number 843662
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English
The Lucas critique revisited: Assessing the stability of empirical Euler equations for investment
scientific article; zbMATH DE number 843662

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    The Lucas critique revisited: Assessing the stability of empirical Euler equations for investment (English)
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    8 April 1996
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    Lucas critique
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    business investment
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    rational expectations models
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    Euler equations
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    split-sample tests
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    multiple breakpoints
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