An Analysis of a Macro-Econometric Model with Rational Expectations in the Bond and Stock Markets
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Bibliographic InfoArticle provided by American Economic Association in its journal American Economic Review.
Volume (Year): 69 (1979)
Issue (Month): 4 (September)
Other versions of this item:
- Ray C. Fair, 1977. "An Analysis of a Macroeconometric Model with Rational Expectationsin the Bond and Stock Markets," Cowles Foundation Discussion Papers 459, Cowles Foundation for Research in Economics, Yale University.
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- Ray C. Fair, 1984.
"The Use of Expected Future Variables in Macroeconometric Models,"
Cowles Foundation Discussion Papers
718, Cowles Foundation for Research in Economics, Yale University.
- Ray C. Fair, 1984. "The Use of Expected Future Variables in Macroeconometric Models," NBER Working Papers 1445, National Bureau of Economic Research, Inc.
- Ray C. Fair, 1984.
"Effect of Expected Future Government Deficits on Current Economic Activity,"
NBER Working Papers
1293, National Bureau of Economic Research, Inc.
- Ray C. Fair, 1984. "Effects of Expected Future Government Deficits on Current Economic Activity," Cowles Foundation Discussion Papers 693, Cowles Foundation for Research in Economics, Yale University.
- Mehar, Ayub, 2006. "Flow of portfolio investment among the Muslim countries: modelling and possibilities," MPRA Paper 18592, University Library of Munich, Germany, revised 07 Jun 2007.
- N. Gregory Mankiw & Lawrence H. Summers, 1987. "Are Tax Cuts Really Expansionary?," NBER Working Papers 1443, National Bureau of Economic Research, Inc.
- Ayub, Mehar, 2000. "Stock market consequences of macro economic fundamentals," MPRA Paper 442, University Library of Munich, Germany, revised 2001.
- Peter McAdam, 1998. "A Pedagogical Note on the Long Run of Macro Economic Models," Studies in Economics 9807, Department of Economics, University of Kent.
- Fabio Bacchini & Cristina Brandimarte & Piero Crivelli & Roberta De Santis & Marco Fioramanti & Alessandro Girardi & Roberto Golinelli & Cecilia Jona-Lasinio & Massimo Mancini & Carmine Pappalardo & D, 2013. "Building the core of the Istat system of models for forecasting the Italian economy: MeMo-It," Rivista di statistica ufficiale, ISTAT - Italian National Institute of Statistics - (Rome, ITALY), vol. 15(1), pages 17-45.
- Peter B. Dixon & K.R. Pearson & Mark R. Picton & Maureen T. Rimmer, 2002. "Rational Expectations for Large Models: A Practical Algorithm and a Policy Application," Centre of Policy Studies/IMPACT Centre Working Papers ip-81, Victoria University, Centre of Policy Studies/IMPACT Centre.
- David Lipton & James M. Poterba & Jeffrey Sachs & Lawrence H. Summers, 1983. "Multiple Shooting in Rational Expectations Models," NBER Technical Working Papers 0003, National Bureau of Economic Research, Inc.
- Paul A. Anderson, 1978. "Rational expectations forecasts from nonrational models," Staff Report 19, Federal Reserve Bank of Minneapolis.
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