Analytical solutions to a structural signal extraction model: Lucas 1972 revisited
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of Monetary Economics.
Volume (Year): 44 (1999)
Issue (Month): 3 (December)
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Web page: http://www.elsevier.com/locate/inca/505566
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- Bennett T. McCallum, 1984.
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- Paul A. Samuelson, 1958. "An Exact Consumption-Loan Model of Interest with or without the Social Contrivance of Money," Journal of Political Economy, University of Chicago Press, vol. 66, pages 467.
- Lucas, Robert Jr., 1972. "Expectations and the neutrality of money," Journal of Economic Theory, Elsevier, vol. 4(2), pages 103-124, April.
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- Hahm, Sangmoon, 1987. "Information acquisition in an incomplete information model of business cycle," Journal of Monetary Economics, Elsevier, vol. 20(1), pages 123-140, July.
- Wallace, Neil, 1992. "Lucas's signal-extraction model : A finite state exposition with aggregate real shocks," Journal of Monetary Economics, Elsevier, vol. 30(3), pages 433-447, December.
- L. Lungu & K. G. P. Matthews, 2002.
"Partial Current Information and Signal Extraction in a Rational Expectations Macroeconomic Model: A Computational Solution,"
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115, Society for Computational Economics.
- Lungu, L. & Matthews, K.G.P. & Minford, A.P.L., 2008. "Partial current information and signal extraction in a rational expectations macroeconomic model: A computational solution," Economic Modelling, Elsevier, vol. 25(2), pages 255-273, March.
- Lungu, Laurian & Matthews, Kent & Minford, Patrick, 2006. "Partial Current Information and Signal Extraction in a Rational Expectations Macroeconomic Model: A Computational Solution," Cardiff Economics Working Papers E2006/1, Cardiff University, Cardiff Business School, Economics Section.
- Giuseppe Ciccarone & Enrico Marchetti, 2011. "Macroeconomic effects of loss aversion in a signal extraction model," Working Papers 148, University of Rome La Sapienza, Department of Public Economics.
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