Reduced Forms of Rational Expectations Models
AbstractNo abstract is available for this item.
Download InfoIf you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
Bibliographic InfoArticle provided by MIT Press in its journal Quarterly Journal of Economics.
Volume (Year): 93 (1979)
Issue (Month): 1 (February)
Contact details of provider:
Web page: http://mitpress.mit.edu/journals/
You can help add them by filling out this form.
CitEc Project, subscribe to its RSS feed for this item.
- 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.
- Carl E. Walsh, 1982.
"Interest Rate Volatility and Monetary Policy,"
NBER Working Papers
0915, National Bureau of Economic Research, Inc.
- 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.
- Canzoneri, Matthew B., 1983.
"Rational destabilizing speculation and exchange intervention policy,"
Journal of Macroeconomics,
Elsevier, vol. 5(1), pages 75-90.
- Matthew B. Canzoneri, 1979. "Rational destabilizing speculation and exchange intervention policy," International Finance Discussion Papers 157, Board of Governors of the Federal Reserve System (U.S.).
- 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.
- Bennett T. McCallum, 1983. "On Non-Uniqueness in Rational Expectations Models: An Attempt at Perspective," NBER Working Papers 0684, National Bureau of Economic Research, Inc.
- Francesco Carravetta & Marco Sorge, 2010. "A “Nearly Ideal” Solution to Linear Time-Varying Rational Expectations Models," Computational Economics, Society for Computational Economics, vol. 35(4), pages 331-353, April.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Karie Kirkpatrick).
If references are entirely missing, you can add them using this form.