Expectations, learning and empirical macroeconomic models
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Publication:4304471
DOI10.1080/00207729408929003zbMath0805.90017OpenAlexW1977773541MaRDI QIDQ4304471
No author found.
Publication date: 12 September 1994
Published in: International Journal of Systems Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00207729408929003
Cites Work
- The design of feedback rules in linear stochastic rational expectations models
- Credibility and time consistency in a stochastic world
- Market Anticipations, Rational Expectations, and Bayesian Analysis
- The Efficient Estimation of Econometric Models with Rational Expectations
- Learning to Believe in Sunspots
- Solution and Maximum Likelihood Estimation of Dynamic Nonlinear Rational Expectations Models
- Rational Expectations Equilibria, Learning, and Model Specification
- The Solution of Linear Difference Models under Rational Expectations
- Estimation and Control of a Macroeconomic Model with Rational Expectations
- Multiple Shooting in Rational Expectations Models
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