Rational Expectations Equilibrium with Econometric Models

DOI10.2307/2297658zbMath0567.90009OpenAlexW2167738738MaRDI QIDQ3683833

Robert M. Anderson

Publication date: 1985

Published in: The Review of Economic Studies (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2297658

zbMATH Keywords

uncertaintyrational expectationslinear least squares estimationexistence of general economic equilibrium

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) General equilibrium theory (91B50)

Related Items (5)

Computational economics and economic theory: Substitutes or complements? ⋮ On the existence of rational expectations equilibrium ⋮ Internal rationality, imperfect market knowledge and asset prices ⋮ Partially-revealing rational expectations equilibrium in a competitive economy ⋮ LEARNING TO FORECAST AND CYCLICAL BEHAVIOR OF OUTPUT AND INFLATION

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