Reduced Forms Of Rational Expectations Models PDF Download
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Author | : L. Broze |
Publisher | : Routledge |
Total Pages | : 144 |
Release | : 2013-06-17 |
Genre | : Business & Economics |
ISBN | : 1136457801 |
Download Reduced Forms of Rational Expectations Models Book in PDF, ePub and Kindle
A comprehensive exposition of rational expectations models is provided here, working up from simple univariate models to more sophisticated multivariate and non-linear models.
Author | : Laurence Broze |
Publisher | : Harwood Academic Pub |
Total Pages | : 120 |
Release | : 1990 |
Genre | : Business & Economics |
ISBN | : 9783718650316 |
Download Reduced Forms of Rational Expectations Models Book in PDF, ePub and Kindle
Author | : L. Broze |
Publisher | : Routledge |
Total Pages | : 134 |
Release | : 2013-06-17 |
Genre | : Business & Economics |
ISBN | : 1136457739 |
Download Reduced Forms of Rational Expectations Models Book in PDF, ePub and Kindle
A comprehensive exposition of rational expectations models is provided here, working up from simple univariate models to more sophisticated multivariate and non-linear models.
Author | : Jae Won Lee |
Publisher | : |
Total Pages | : 0 |
Release | : 2020 |
Genre | : |
ISBN | : |
Download Solving Reduced-form Linear Rational Expectations Models Book in PDF, ePub and Kindle
Author | : L. Broze |
Publisher | : Elsevier |
Total Pages | : 249 |
Release | : 2014-06-28 |
Genre | : Business & Economics |
ISBN | : 1483296288 |
Download The Econometric Analysis of Non-Uniqueness in Rational Expectations Models Book in PDF, ePub and Kindle
This book is devoted to the econometric analysis of linear multivariate rational expectation models. It shows that the interpretation of multiplicity in terms of "new degrees of freedom" is consistent with a rigorous econometric reasoning. Non-uniqueness is the central theme of this book. Each chapter is concerned with a specific econometric aspect of rational expectations equilibria. The most constructive result lies in the possibility of an empirical determination of the equilibrium followed by the economy.
Author | : Charles H. Whiteman |
Publisher | : U of Minnesota Press |
Total Pages | : 151 |
Release | : 1984 |
Genre | : Business & Economics |
ISBN | : 1452907935 |
Download Linear Rational Expectations Models Book in PDF, ePub and Kindle
Author | : University of Western Ontario. Department of Economics |
Publisher | : London : Department of Economics, University of Western Ontario |
Total Pages | : 16 |
Release | : 1987 |
Genre | : |
ISBN | : 9780771408212 |
Download Estimation of Reduced Forms of Rational Expectation Models and Volcker Deflation Book in PDF, ePub and Kindle
Author | : N. M. Christodoulakis |
Publisher | : |
Total Pages | : 52 |
Release | : 1987 |
Genre | : Economics |
ISBN | : |
Download Reduced-form Linear Approximations of Large Economic Models with Rational Expectations Book in PDF, ePub and Kindle
Author | : David K. H. Begg |
Publisher | : |
Total Pages | : 312 |
Release | : 1982 |
Genre | : Business & Economics |
ISBN | : |
Download The Rational Expectations Revolution in Macroeconomics Book in PDF, ePub and Kindle
Author | : P. Fisher |
Publisher | : Springer Science & Business Media |
Total Pages | : 215 |
Release | : 2013-04-17 |
Genre | : Business & Economics |
ISBN | : 9401580022 |
Download Rational Expectations in Macroeconomic Models Book in PDF, ePub and Kindle
It is commonly believed that macroeconomic models are not useful for policy analysis because they do not take proper account of agents' expectations. Over the last decade, mainstream macroeconomic models in the UK and elsewhere have taken on board the `Rational Expectations Revolution' by explicitly incorporating expectations of the future. In principle, one can perform the same technical exercises on a forward expectations model as on a conventional model -- and more! Rational Expectations in Macroeconomic Models deals with the numerical methods necessary to carry out policy analysis and forecasting with these models. These methods are often passed on by word of mouth or confined to obscure journals. Rational Expectations in Macroeconomic Models brings them together with applications which are interesting in their own right. There is no comparable textbook in the literature. The specific subjects include: (i) solving for model consistent expectations; (ii) the choice of terminal condition and time horizon; (iii) experimental design: i.e., the effect of temporary vs permanent, anticipated vs. unanticipated shocks; deterministic vs. stochastic, dynamic vs. static simulation; (iv) the role of exchange rate; (v) optimal control and inflation-output tradeoffs. The models used are those of the Liverpool Research Group in Macroeconomics, the London Business School and the National Institute of Economic and Social Research.