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Rational Expectations Econometrics.
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Rational Expectations Econometrics. (1993)Rational Expectations Econometrics.The puzzling effects of monetary policy in VARs: Invalid identification or missing information? (2018)The puzzling effects of monet…Technological Standardization, Endogenous Productivity and Transitory Dynamics (2014)Technological Standardization…Minimum Distance Estimation of Possibly Noninvertible Moving Average Models (2014)Minimum Distance Estimation o…TESTING UNCOVERED INTEREST PARITY: A CONTINUOUS-TIME APPROACH* (2011)TESTING UNCOVERED INTEREST PA…ESTIMATING CONTINUOUS-TIME MODELS ON THE BASIS OF DISCRETE DATA VIA AN EXACT DISCRETE ANALOG (2009)ESTIMATING CONTINUOUS-TIME MO…Periodically expanding discounted debt: a threat to fiscal policy sustainability? (2005)Periodically expanding discou…A new approach for estimating and testing the linear quadratic adjustment cost model under rational expectations and I(1) variables (2002)A new approach for estimating…Computing Models of Social Security (2001)Computing Models of Social Se…Application of Weighted Residual Methods to Dynamic Economic Models (2001)Application of Weighted Resid…Estimating the LQAC model with I(2) variables (1999)Estimating the LQAC model wit…A generalized variance bounds test with an application to the Holt et al. inventory model (1995)A generalized variance bounds…Rules Rather than Discretion: The Inconsistency of Optimal Plans (1977)Time to Build and Aggregate Fluctuations (1982)The equity premium: A puzzle (1985)Technological paradigms and technological trajectories (1982)Clio and the economics of QWERTY (1985)Network externalities, competition, and compatibility (1985)The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)Simulated Moments Estimation of Markov Models of Asset Prices (1990)Simulated Moments Estimation of Markov Models of Asset Prices (1993)On the Limitations of Government Borrowing: A Framework for Empirical Testing (1985)Cointegration and Tests of Present Value Models (1987)IS THE BUDGET DEFICIT “TOO LARGE?” (1991)Planning Production, Inventories, and Work Force. (1962)A Time Series Analysis of Representative Agent Models of Consumption and Leisure Choice under Uncertainty (1988)Taking Stock: A Critical Assessment of Recent Research on Inventories (1991)The Microstructure Approach to Exchange Rates (2001)A Tale of Two Time Scales: Determining Integrated Volatility with Noisy High Frequency Data (2003)A Tale of Two Time Scales (2005)ECONOMETRIC ANALYSIS OF CONTINUOUS TIME MODELS: A SURVEY OF PETER PHILLIPS’S WORK AND SOME NEW RESULTS (2014)Forecasting, Structural Time Series Models and the Kalman Filter (1990)Noise Trader Risk in Financial Markets (1990)Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation (1991)Interpreting the macroeconomic time series facts (1992)Credit Spreads and Business Cycle Fluctuations (2012)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Statistical Inference in Regressions with Integrated Processes: Part 1 (1988)Parametric pension reform with higher retirement ages: A computational investigation of alternatives for a pay-as-you-go-based pension system (2001)Previdência social e bem estar no Brasil (2003)
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Cited by

  • 2001Application of Weighted Residual Methods to Dynamic Economic Models66 cited
  • 2005Periodically expanding discounted debt: a threat to fiscal policy sustainability?66 cited
  • 2014Technological Standardization, Endogenous Productivity and Transitory Dynamics66 cited
  • 2014Minimum Distance Estimation of Possibly Noninvertible Moving Average Models29 cited
  • 2001Computing Models of Social Security22 cited
  • 2011TESTING UNCOVERED INTEREST PARITY: A CONTINUOUS-TIME APPROACH*17 cited
  • 2009ESTIMATING CONTINUOUS-TIME MODELS ON THE BASIS OF DISCRETE DATA VIA AN EXACT DISCRETE ANALOG17 cited
  • 2018The puzzling effects of monetary policy in VARs: Invalid identification or missing information?16 cited
  • 1999Estimating the LQAC model with I(2) variables16 cited
  • 1995A generalized variance bounds test with an application to the Holt et al. inventory model15 cited
  • 2002A new approach for estimating and testing the linear quadratic adjustment cost model under rational expectations and I(1) variables14 cited

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