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EXPECTATIONS, LEARNING AND THE KALMAN FILTER
16 references·0 citing·43 second hop
EXPECTATIONS, LEARNING AND THE KALMAN FILTER (1988)EXPECTATIONS, LEARNING AND THE KALMAN FIL…DEVELOPMENTS IN THE STUDY OF COINTEGRATED ECONOMIC VARIABLES (1986)DEVELOPMENTS IN THE STUDY OF …AN APPLICATION OF THE GRANGER & ENGLE TWO‐STEP ESTIMATION PROCEDURE TO UNITED KINGDOM AGGREGATE WAGE DATA* (1986)AN APPLICATION OF THE GRANGER…A unified view of statistical forecasting procedures (1984)A unified view of statistical…Forecasting Economic Time Series With Structural and Box-Jenkins Models: A Case Study (1983)Forecasting Economic Time Ser…A Rational Expectations Approach to Macroeconometrics (1983)A Rational Expectations Appro…The Efficient Estimation of Econometric Models with Rational Expectations (1982)The Efficient Estimation of E…Learning, estimation, and the stability of rational expectations (1982)Learning, estimation, and the…Formulating and estimating dynamic linear rational expectations models (1980)Formulating and estimating dy…Econometric Implications of the Rational Expectations Hypothesis (1980)Econometric Implications of t…Optimal expectations and the extreme information assumptions of ‘rational expectations’ macromodels (1979)Optimal expectations and the …Rational Expectations and the Natural Rate Hypothesis: Some Consistent Estimates (1976)Rational Expectations and the…Bayesian Forecasting (1976)Bayesian Forecasting"Rational" Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule (1975)"Rational" Expectations, the …Expectations and the neutrality of money (1972)Expectations and the neutrali…The Typical Spectral Shape of an Economic Variable (1966)The Typical Spectral Shape of…Rational Expectations and the Theory of Price Movements (1961)Rational Expectations and the…Time Series Analysis: Forecasting and Control (1977)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Some recent development in a concept of causality (1988)Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots (1991)Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data (1993)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Macroeconomics and Reality (1980)The Solution of Linear Difference Models under Rational Expectations (1980)On the Limitations of Government Borrowing: A Framework for Empirical Testing (1985)Rational-expectations econometric analysis of changes in regime (1988)A Program for Monetary Stability (1961)Aggregate Demand Management in Search Equilibrium (1982)The Role of Monetary Policy (1995)International Norm Dynamics and Political Change (1998)The Institutional Dynamics of International Political Orders (1998)Some International Evidence on Output-Inflation Tradeoffs. (1973)Staggered prices in a utility-maximizing framework (1983)The Science of Monetary Policy: A New Keynesian Perspective (1999)The Analysis of Economic Time-Series-Part I: Prices (1953)Optimal Properties of Exponentially Weighted Forecasts (1960)The Economic Implications of Learning by Doing (1971)Rules Rather than Discretion: The Inconsistency of Optimal Plans (1977)Asset Prices in an Exchange Economy (1978)Information and Competitive Price Systems (1976)On the Impossibility of Informationally Efficient Markets (1980)On the Impossibility of Informationally Efficient Markets (1980)Forecasting the Forecasts of Others (1983)Learning to Believe in Sunspots (1990)Chapter 24 Agent-based Computational Finance (2006)Time Series Analysis Forecasting and Control. (1971)Experience with Forecasting Univariate Time Series and the Combination of Forecasts (1974)Curve Fitting and Optimal Design for Prediction (1978)A Bayesian Analysis of Kriging (1993)The effect of air pollution on migration: Evidence from China (2022)Market Fundamentals versus Price-Level Bubbles: The First Tests (1980)The Formation of Expectations, Inflation, and the Phillips Curve (2018)INNOVATION, TECHNOLOGICAL OPPORTUNITY, AND MARKET STRUCTURE (1990)Interactions-Based Models (2000)Serial Correlation as a Convenient Simplification, not a Nuisance: A Comment on a Study of the Demand for Money by the Bank of England (2000)Fractional Brownian Motions, Fractional Noises and Applications (1968)Long memory processes and fractional integration in econometrics (1996)Measuring the Frequency Dynamics of Financial Connectedness and Systemic Risk* (2018)
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References

  • 1961Rational Expectations and the Theory of Price Movements5,639 cited
  • 1972Expectations and the neutrality of money4,826 cited
  • 1986DEVELOPMENTS IN THE STUDY OF COINTEGRATED ECONOMIC VARIABLES2,567 cited
  • 1975"Rational" Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule2,172 cited
  • 1980Formulating and estimating dynamic linear rational expectations models877 cited
  • 1976Bayesian Forecasting671 cited
  • 1966The Typical Spectral Shape of an Economic Variable663 cited
  • 1982Learning, estimation, and the stability of rational expectations497 cited
  • 1976Rational Expectations and the Natural Rate Hypothesis: Some Consistent Estimates428 cited
  • 1980Econometric Implications of the Rational Expectations Hypothesis424 cited
  • 1983A Rational Expectations Approach to Macroeconometrics399 cited
  • 1979Optimal expectations and the extreme information assumptions of ‘rational expectations’ macromodels368 cited
  • 1983Forecasting Economic Time Series With Structural and Box-Jenkins Models: A Case Study272 cited
  • 1982The Efficient Estimation of Econometric Models with Rational Expectations255 cited
  • 1984A unified view of statistical forecasting procedures

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238 cited
  • 1986AN APPLICATION OF THE GRANGER & ENGLE TWO‐STEP ESTIMATION PROCEDURE TO UNITED KINGDOM AGGREGATE WAGE DATA*232 cited
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