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Rational Expectations in Stationary Linear Models

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Author Info
Futia, Carl A
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Article provided by Econometric Society in its journal Econometrica.

Volume (Year): 49 (1981)
Issue (Month): 1 (January)
Pages: 171-92
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Handle: RePEc:ecm:emetrp:v:49:y:1981:i:1:p:171-92

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  1. Kenneth Kasa, 2000. "Forecasting the Forecasts of Others in the Frequency Domain," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 3(4), pages 726-756, October. [Downloadable!] (restricted)
    Other versions:
  2. Todd B. Walker, 2006. "How Equilibrium Prices Reveal Information in Time Series Models with Disparately Informed, Competitive Traders," Caepr Working Papers 2006-011, Center for Applied Economics and Policy Research, Economics Department, Indiana University Bloomington. [Downloadable!]
    Other versions:
  3. Bacchetta, Philippe & van Wincoop, Eric, 2008. "Higher Order Expectations in Asset Pricing," CEPR Discussion Papers 6648, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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  4. Lucia Alessi & Matteo Barigozzi & Marco Capasso, 2007. "A Review of Nonfundamentalness and Identification in Structural VAR Models," LEM Papers Series 2007/22, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy. [Downloadable!]
    Other versions:
  5. Beth Allen & James S. Jordan, 1998. "The existence of rational expectations equilibrium: a retrospective," Staff Report 252, Federal Reserve Bank of Minneapolis. [Downloadable!]
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This page was last updated on 2009-11-12.


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