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The Efficient Estimation of Econometric Models with Rational Expectations
10 references·16 citing·40 second hop
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this work references cited by second hop

References

  • 1961Rational Expectations and the Theory of Price Movements5,639 cited
  • 1979Estimation and Control of a Macroeconomic Model with Rational Expectations628 cited
  • 1976A Classical Macroeconometric Model for the United States553 cited
  • 1973Rational Expectations, the Real Rate of Interest, and the Natural Rate of Unemployment533 cited
  • 1973Rational Expectations and the Dynamics of Hyperinflation441 cited
  • 1976Rational Expectations and the Natural Rate Hypothesis: Some Consistent Estimates428 cited
  • 1980Econometric Implications of the Rational Expectations Hypothesis424 cited
  • 1978Rational expectations and the dynamic structure of macroeconomic models254 cited
  • 1980Rational Expectations and Macroeconomic Stabilization Policy: An Overview247 cited
  • 1978Rational Expectations, Econometric Exogeneity, and Consumption199 cited

Cited by

  • 1989A Survey of Some Recent Econometric Methods144 cited
  • 1998The Puzzle of Jobless Growth in Indian Manufacturing130 cited
  • 1994MACROECONOMIC FACTORS, THE APT AND THE UK STOCKMARKET125 cited
  • 1999An Empirical Investigation of the Strategic Use of Debt120 cited
  • 1993Recent Experiences with Surges in Capital Inflows

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109 cited
  • 1990Capital Mobility in Developing Countries: Some Empirical Tests94 cited
  • 1992An investigation into the power of insiders in wage determination80 cited
  • 1990Monopolistic competition and the Q theory of investment78 cited
  • 1999Spillovers from publicly financed R&D capital in high-tech industries76 cited
  • 1987Tax push inflation in a unionized labour market74 cited
  • 1992Conservatism and consensus‐seeking among economic forecasters69 cited
  • 1993Recent Experiences with Surges in Capital Inflows67 cited
  • 2000Econometrics – Alchemy or Science?60 cited
  • 2015Testing Macro Models by Indirect Inference: A Survey for Users59 cited
  • 19909 A Macroeconometric Model for Developing Countries58 cited
  • 2000Stochastic Specification in an Aggregate Demand Model of the United Kingdom56 cited