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Reduced Forms of Rational Expectations Models

Author

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  • Masanao Aoki
  • Matthew Canzoneri

Abstract

I. A general class of models, 60.—II. Extending the class of model, 64.—Appendix, 67.

Suggested Citation

  • Masanao Aoki & Matthew Canzoneri, 1979. "Reduced Forms of Rational Expectations Models," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 93(1), pages 59-71.
    • Handle: RePEc:oup:qjecon:v:93:y:1979:i:1:p:59-71.
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    File URL: http://hdl.handle.net/10.2307/1882598
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    Citations

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    Cited by:

    1. McNulty, Mark S., 1985. "Information usage in the formation of price expectations: theory and econometric tests," ISU General Staff Papers 1985010108000013085, Iowa State University, Department of Economics.
    2. Marco M. Sorge, 2013. "A Note on Information Flows and Identification of News Shocks Models," Journal of Economics and Econometrics, Economics and Econometrics Society, vol. 56(1), pages 28-38.
    3. Willem H. Buiter, 1979. "Feedback and the Use of Current Information: The Use of General Linear Policy Rules in Rational Expectations Models," NBER Working Papers 0335, National Bureau of Economic Research, Inc.
    4. McCallum, Bennett T., 1983. "On non-uniqueness in rational expectations models : An attempt at perspective," Journal of Monetary Economics, Elsevier, vol. 11(2), pages 139-168.
    5. Francesco Carravetta & Marco Sorge, 2010. "A “Nearly Ideal” Solution to Linear Time-Varying Rational Expectations Models," Computational Economics, Springer;Society for Computational Economics, vol. 35(4), pages 331-353, April.
    6. Broze, Laurence & Gourieroux Christian & Szafarz A, 1986. "Reduction and identification of simultaneous equations models with rational expectations," CEPREMAP Working Papers (Couverture Orange) 8601, CEPREMAP.
    7. Canzoneri, Matthew B., 1983. "Rational destabilizing speculation and exchange intervention policy," Journal of Macroeconomics, Elsevier, vol. 5(1), pages 75-90.
    8. Jesús Ruiz, 2002. "Una nota metodológica acerca de aplicaciones del filtro de Kalman a las calibraciones en modelos de ciclo real," Investigaciones Economicas, Fundación SEPI, vol. 26(1), pages 35-57, January.
    9. Walsh, Carl E, 1984. "Interest Rate Volatility and Monetary Policy," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 16(2), pages 133-150, May.

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