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Multivariate Linear Rational Expectations Models
8 references·4 citing·41 second hop
Multivariate Linear Rational Expectations Models (1997)Multivariate Linear Rational Expectations…A Toolkit for Analysing Nonlinear Dynamic Stochastic Models Easily (2001)A Toolkit for Analysing Nonli…Handbook of Applied Econometrics. Volume I: Macroeconomics (1999)Handbook of Applied Econometr…The Solution of Singular Linear Difference Systems under Rational Expectations (1998)The Solution of Singular Line…The limits to rational expectations (1989)The limits to rational expect…The Limits to Rational Expectations. (1988)The Limits to Rational Expect…The empirical determination of technology and expectations (1985)The empirical determination o…Identification of rational expectations models (1981)Identification of rational ex…The Solution of Linear Difference Models under Rational Expectations (1980)The Solution of Linear Differ…A Matter of Perspective: Mapping Linear Rational Expectations Models into Finite-Order VAR Form (2020)A Matter of Perspective: Mapp…IDENTIFICATION ISSUES IN LIMITED‐INFORMATION BAYESIAN ANALYSIS OF STRUCTURAL MACROECONOMIC MODELS (2014)IDENTIFICATION ISSUES IN LIMI…Exogenous Oil Shocks, Fiscal Policy and Sector Reallocations in Oil Producing Countries (2011)Exogenous Oil Shocks, Fiscal …The Wold Representation, Degree of Non-Cointegration, and the Johansen Trace Test (2007)The Wold Representation, Degr…Optimal Investment Policy and the Flexible Accelerator (1967)Estimation of Dynamic Labor Demand Schedules under Rational Expectations (1978)Formulating and estimating dynamic linear rational expectations models (1980)R&D, production structure and rates of return in the U.S., Japanese and German manufacturing sectors: A non-separable dynamic factor demand model (1986)Seminonparametric Bayesian estimation of the asymptotically ideal production model (1991)International R&D spillovers between U.S. and Japanese R&D intensive sectors (1998)Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)Testing for Indeterminacy: An Application to U.S. Monetary Policy (2004)Do central banks respond to exchange rate movements? A structural investigation (2007)DSGE pileups (2016)On the slope and the persistence of the Italian Phillips curve (2018)Estimation of Heuristic Switching in Behavioral Macroeconomic Models (2021)The monetary dynamics of hyperinflation (1956)System Reduction and Solution Algorithms for Singular Linear Difference Systems under Rational Expectations (2002)Dynamic General Equilibrium Modeling (2009)Solution and Estimation Methods for DSGE Models (2016)"Rational" Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule (1975)Aggregate Dynamics and Staggered Contracts (1980)Equilibria under ‘active’ and ‘passive’ monetary and fiscal policies (1991)Solving Linear Rational Expectations Models (2002)Solving dynamic general equilibrium models using a second-order approximation to the policy function (2003)Rational Expectations and the Theory of Price Movements (1961)Unanticipated Money Growth and Unemployment in the United States (1976)Unanticipated Money, Output, and the Price Level in the United States (1978)Solutions of Linear Rational Expectations Models (1985)Identifikation, Messung und Aggregation von Risiken (2001)Misspecification Testing: Non-Invariance of Expectations Models of Inflation (2013)Time to Build and Aggregate Fluctuations (1982)Natural Resource Abundance and Economic Growth (1995)The curse of natural resources (2001)Rules Rather than Discretion: The Inconsistency of Optimal Plans (1977)The equity premium: A puzzle (1985)Comparing solution methods for dynamic equilibrium economies (2005)Some Fiscal Calculus (2010)OccBin: A toolkit for solving dynamic models with occasionally binding constraints easily (2014)Role of the Minimal State Variable Criterion in Rational Expectations Models (1999)Stochastic Growth Models and Their Econometric Implications (1999)Prospections, Retrospections, and Rationality: The "Bankers" Model of Presidential Approval Reconsidered (1994)Chapter 14 Survey Expectations (2006)Terrorism: The relevance of the rational choice model (2006)A New Keynesian model with heterogeneous expectations (2009)
this work references cited by second hop

References

  • 1980The Solution of Linear Difference Models under Rational Expectations2,412 cited
  • 2001A Toolkit for Analysing Nonlinear Dynamic Stochastic Models Easily535 cited
  • 1989The limits to rational expectations469 cited
  • 1988The Limits to Rational Expectations.382 cited
  • 1998The Solution of Singular Linear Difference Systems under Rational Expectations273 cited
  • 1999Handbook of Applied Econometrics. Volume I: Macroeconomics104 cited
  • 1981Identification of rational expectations models83 cited
  • 1985The empirical determination of technology and expectations68 cited

Cited by

  • 2014IDENTIFICATION ISSUES IN LIMITED‐INFORMATION BAYESIAN ANALYSIS OF STRUCTURAL MACROECONOMIC MODELS14 cited
  • 2011Exogenous Oil Shocks, Fiscal Policy and Sector Reallocations in Oil Producing Countries14 cited
  • 2020A Matter of Perspective: Mapping Linear Rational Expectations Models into Finite-Order VAR Form11 cited
  • 2007The Wold Representation, Degree of Non-Cointegration, and the Johansen Trace Test10 cited

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