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An Analysis of a Macro-Econometric Model with Rational Expectations in the Bond and Stock Markets

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  • Fair, Ray C

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Bibliographic Info

Article provided by American Economic Association in its journal American Economic Review.

Volume (Year): 69 (1979)
Issue (Month): 4 (September)
Pages: 539-52

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Handle: RePEc:aea:aecrev:v:69:y:1979:i:4:p:539-52

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Cited by:
  1. 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.
  2. 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.
  3. 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.
  4. 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.
  5. 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.
  6. Peter McAdam, 1998. "A Pedagogical Note on the Long Run of Macro Economic Models," Studies in Economics 9807, Department of Economics, University of Kent.
  7. Paul A. Anderson, 1978. "Rational expectations forecasts from nonrational models," Staff Report 19, Federal Reserve Bank of Minneapolis.
  8. 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.
  9. N. Gregory Mankiw & Lawrence H. Summers, 1987. "Are Tax Cuts Really Expansionary?," NBER Working Papers 1443, National Bureau of Economic Research, Inc.
  10. Ayub, Mehar, 2000. "Stock market consequences of macro economic fundamentals," MPRA Paper 442, University Library of Munich, Germany, revised 2001.

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