Rational Expectations Econometrics

Lars Peter Hansen · Thomas J. Sargent

140 citations0/0 files storedCRC Press eBooks

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Monetary Policy and Economic Impact Financial Markets and Investment Strategies Economic theories and models

Abstract

Exact linear rational expectations models identification of continuous time rational expectations models from discrete time data two difficulties with interpreting vector auto-regressions.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 140 citations exist upstream.

Cited by

2003Contemporaneous aggregation of linear dynamic models in large economies 2001Computational Methods for the Study of Dynamic Economies 2012Quantitative Effects of Fiscal Foresight 2005Quantifying tax effects under policy foresight 1993Persistence profiles and business cycle fluctuations in a disaggregated model of U.K. output growth 2000Assessing Fiscal Sustainability in Theory and Practice 2006The Returns on Human Capital: Good News on Wall Street is Bad News on Main Street 1995The role of theory in econometrics

Imported from OpenAlex (CC0) — nothing here is generated.