Expectations and regime robustness in price formation: evidence from vector autoregressive models and recursive methods
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Bibliographic InfoArticle provided by Springer in its journal Empirical Economics.
Volume (Year): 31 (2006)
Issue (Month): 4 (November)
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Find related papers by JEL classification:
- C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
- C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
- D84 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Expectations; Speculations
- E31 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Price Level; Inflation; Deflation
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