Limited-dependent rational expectations models with future expectations

DOI10.1016/0165-1889(94)00832-3zbMath0900.90132OpenAlexW2023919919MaRDI QIDQ672671

Hossein Samiei, M. Hashem Pesaran

Publication date: 28 February 1997

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1889(94)00832-3

zbMATH Keywords

approximate solutionstochastic simulationRational expectationsExchange rate target zonesFuture expectationsLimited dependence

Mathematics Subject Classification ID

Economic time series analysis (91B84) Economic growth models (91B62)

Related Items (3)

The role of theory in econometrics ⋮ Limited-dependent rational expectations models with future expectations ⋮ Estimation of dynamic and ARCH Tobit models

Cites Work

• Limited-dependent rational expectations models with future expectations
• Identification of rational expectations models
• A note on the estimation of limited dependent variable models under rational expectations
• Estimating limited-dependent rational expectations models with an application to exchange rate determination in a target zone
• Rational expectations in limited dependent variable models
• Limited-dependent rational expectations models with stochastic thresholds
• On the Behaviour of Commodity Prices
• On the General Problem of Model Selection

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