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Autoregressions, Expectations, and Advice

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Author Info
Sargent, Thomas J

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

Volume (Year): 74 (1984)
Issue (Month): 2 (May)
Pages: 408-15
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Handle: RePEc:aea:aecrev:v:74:y:1984:i:2:p:408-15

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  1. Eric M. Leeper & Tao Zha, 2002. "Modest Policy Interventions," NBER Working Papers 9192, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  2. Ford, Steve, 1986. "A Beginner'S Guide To Vector Autoregression," Staff Papers 13527, University of Minnesota, Department of Applied Economics. [Downloadable!]
  3. Beth Ingram & Eric M. Leeper, 1990. "Post econometric policy evaluation: a critique," International Finance Discussion Papers 393, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
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  4. Burkhard Heer & Andreas Schabert, 2000. "Open Market Operations as a Monetary Policy Shock Measure in a Quantitative Business Cycle Model," Econometric Society World Congress 2000 Contributed Papers 1040, Econometric Society. [Downloadable!]
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  5. Andrew Ang & Jean Boivin & Sen Dong & Rudy Loo-Kung, 2009. "Monetary Policy Shifts and the Term Structure," NBER Working Papers 15270, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  6. Kenneth Kasa, 1999. "Model uncertainty, robust policies, and the value of commitment," Working Papers in Applied Economic Theory 99-14, Federal Reserve Bank of San Francisco. [Downloadable!]
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  7. Robert B. Litterman, 1986. "The limits of counter-cyclical monetary policy: an analysis based on optimal control theory and vector autoregressions," Working Papers 297, Federal Reserve Bank of Minneapolis. [Downloadable!]
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  8. Alan C. Stockman & Alejandro Hernandez D., 1989. "Exchange Controls, Capital Controls, and International Financial Markets," NBER Working Papers 1755, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  9. David Altig & Charles T. Carlstrom & Kevin J. Lansing, 1995. "Computable general-equilibrium models and monetary policy advice," Working Paper 9503, Federal Reserve Bank of Cleveland. [Downloadable!]
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  10. Carlo Carraro & Stéphane Gregoir, 2002. "Policy Evaluation in Macroeconometric Doubly Stochastic Models," Annales d'Economie et de Statistique, ADRES, issue 67-68, pages 04, Juillet-D. [Downloadable!]
  11. Herschel I. Grossman, 1984. "Counterfactuals, Forecasts, and Choice-Theoretic Modelling of Policy," NBER Working Papers 1381, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  12. Takatoshi Ito, 1989. "Use of (Time-Domain) Vector Autoregressions to Test Uncovered Interest Parity," NBER Working Papers 1493, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  13. William Roberds, 1986. "Models of policy under stochastic replanning," Staff Report 104, Federal Reserve Bank of Minneapolis. [Downloadable!]
    Other versions:
  14. Christopher A. Sims, 1998. "Role of interest rate policy in the generation and propagation of business cycles: what has changed since the '30s?," Conference Series ; [Proceedings], Federal Reserve Bank of Boston, issue Jun, pages 121-175. [Downloadable!]
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This page was last updated on 2009-11-16.


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