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Identification of rational expectations models

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Pesaran, M. H.

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File URL: http://www.sciencedirect.com/science/article/B6VC0-4582CXP-1S/2/8587ffca5f01c5f4ca7d62766fdfd729
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Article provided by Elsevier in its journal Journal of Econometrics.

Volume (Year): 16 (1981)
Issue (Month): 3 (August)
Pages: 375-398
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Handle: RePEc:eee:econom:v:16:y:1981:i:3:p:375-398

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  1. Fabio Canova & Luca Sala, 2007. "Back to square one: identification issues in DSGE models," Banco de España Working Papers 0715, Banco de España. [Downloadable!]
    Other versions:
  2. Stephane Dees & M. Hashem Pesaran & L. Vanessa Smith & Ron P. Smith, 2008. "Identification of New Keynesian Phillips Curves from a Global Perspective," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
    Other versions:
  3. Luca Fanelli, 2009. "Estimation of quasi-rational DSGE monetary models," Quaderni di Dipartimento 3, Department of Statistics, University of Bologna. [Downloadable!]
  4. Harvey, A., 2008. "Modeling the Phillips curve with unobserved components," Cambridge Working Papers in Economics 0805, Faculty of Economics, University of Cambridge. [Downloadable!]
  5. Bill Russell, Anindya Banerjee, 2006. "The Long-Run Phillips Curve and Non-Stationary Inflation," Economics Working Papers ECO2006/16, European University Institute. [Downloadable!]
    Other versions:
  6. Richard Dennis, 2000. "Steps toward identifying central bank policy preferences," Working Papers in Applied Economic Theory 2000-13, Federal Reserve Bank of San Francisco. [Downloadable!]
  7. Lucio Sarno & Daniel L. Thornton, 2003. "The efficient market hypothesis and identification in structural VARs," Working Papers 2003-032, Federal Reserve Bank of St. Louis. [Downloadable!]
    Other versions:
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