Economically rational expectations equilibrium
AbstractNo abstract is available for this item.
Download InfoIf you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.
Bibliographic InfoArticle provided by Elsevier in its journal Economics Letters.
Volume (Year): 40 (1992)
Issue (Month): 2 (October)
Contact details of provider:
Web page: http://www.elsevier.com/locate/ecolet
You can help add them by filling out this form.
CitEc Project, subscribe to its RSS feed for this item.
- David Demery & Nigel Duck, 2003. "Inflation Dynamics and Inflation Regimes," Bristol Economics Discussion Papers 03/549, Department of Economics, University of Bristol, UK.
- Ginsburgh, Victor & Michel, Philippe, 1998.
"Optimal policy business cycles,"
Journal of Economic Dynamics and Control,
Elsevier, vol. 22(4), pages 503-518, April.
- GINSBURGH, V. & MICHEL, Ph., . "Optimal policy business cycles," CORE Discussion Papers RP -1311, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Ginburgh, V. & Michel, P., 1992. "Optimal Policy Business Cycle," Papiers d'Economie MathÃÂ©matique et Applications 92-01, UniversitÃ© PanthÃ©on-Sorbonne (Paris 1).
- Victor Ginsburgh & Philippe Michel, 1998. "Optimal policy business cycles," ULB Institutional Repository 2013/1703, ULB -- Universite Libre de Bruxelles.
- Neven T. Valev & John A. Carlson, 2004.
"Beliefs about Exchange-Rate Stability: Survey Evidence From the Currency Board in Bulgaria,"
William Davidson Institute Working Papers Series
2004-705, William Davidson Institute at the University of Michigan.
- Neven T. Valev & John A. Carlson, 2007. "Beliefs about Exchange-Rate Stability: Survey Evidence from the Currency Board in Bulgaria," Journal of Economic Policy Reform, Taylor and Francis Journals, vol. 10(2), pages 111-121.
- Neven Valev & John A. Carlson, 2004. "Beliefs about Exchange-Rate Stability: Survey Evidence from the Currency Board in Bulgaria," International Center for Public Policy Working Paper Series, at AYSPS, GSU paper0424, International Center for Public Policy, Andrew Young School of Policy Studies, Georgia State University.
- Baghestani, Hamid & Kherfi, Samer, 2008. "How well do U.S. consumers predict the direction of change in interest rates?," The Quarterly Review of Economics and Finance, Elsevier, vol. 48(4), pages 725-732, November.
- Georges Prat & Remzi Uctum, 2009.
"Modelling oil price expectations: evidence from survey data,"
EconomiX Working Papers
2009-28, University of Paris West - Nanterre la Défense, EconomiX.
- Prat, Georges & Uctum, Remzi, 2011. "Modelling oil price expectations: Evidence from survey data," The Quarterly Review of Economics and Finance, Elsevier, vol. 51(3), pages 236-247, June.
- Yigit, Taner M., 2010.
"Inflation targeting: An indirect approach to assess the direct impact,"
Journal of International Money and Finance,
Elsevier, vol. 29(7), pages 1357-1368, November.
- Taner Yigit, 2007. "Inflation Targeting : An Indirect Approach to Assess the Direct Impact," Departmental Working Papers 0706, Bilkent University, Department of Economics.
- Carlson, John A. & Valev, Neven T., 2001. "Credibility of a new monetary regime: The currency board in Bulgaria," Journal of Monetary Economics, Elsevier, vol. 47(3), pages 581-594, June.
- Taner Yigit, 2002.
"Effects of Moments on Aggregation and Long Memory in Inflation,"
Departmental Working Papers
0210, Bilkent University, Department of Economics.
- Kenneth Hightower & Taner M. Yigit, 2004. "Effect of Moments on Aggregation and Long Memory in Inflation," Econometric Society 2004 Australasian Meetings 72, Econometric Society.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Zhang, Lei).
If references are entirely missing, you can add them using this form.