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Rational expectations and the reconstruction of macroeconomics

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  • Thomas J. Sargent

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File URL: http://www.minneapolisfed.org/research/QR/QR434.pdf
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Bibliographic Info

Article provided by Federal Reserve Bank of Minneapolis in its journal Quarterly Review.

Volume (Year): (1980)
Issue (Month): Sum ()
Pages:

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Handle: RePEc:fip:fedmqr:y:1980:i:sum:n:v.4no.3:x:3

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  1. Sims, Christopher A, 1980. "Macroeconomics and Reality," Econometrica, Econometric Society, vol. 48(1), pages 1-48, January.
  2. Lucas, Robert Jr, 1976. "Econometric policy evaluation: A critique," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 1(1), pages 19-46, January.
  3. Hansen, Lars Peter & Sargent, Thomas J., 1980. "Formulating and estimating dynamic linear rational expectations models," Journal of Economic Dynamics and Control, Elsevier, vol. 2(1), pages 7-46, May.
  4. Robert B. Litterman, 1979. "Techniques of forecasting using vector autoregressions," Working Papers 115, Federal Reserve Bank of Minneapolis.
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Cited by:
  1. Thomas H. Turner & Charles H. Whiteman, 1981. "Econometric policy evaluation under rational expectations," Quarterly Review, Federal Reserve Bank of Minneapolis, issue Spr / Sum.
  2. John H. Kareken, 1981. "Deregulating commercial banks: the watchword should be caution," Quarterly Review, Federal Reserve Bank of Minneapolis, issue Spr / Sum.
  3. Keith Sill, 1999. "Forecasts, indicators and monetary policy," Business Review, Federal Reserve Bank of Philadelphia, issue May, pages 3-14.

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