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Rational Expectations, Econometric Exogeneity, and Consumption Author info | Abstract | Publisher info | Download info | Related research | Statistics Sargent, Thomas J
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Article provided by University of Chicago Press in its journal Journal of Political Economy .
Volume (Year): 86 (1978)
Issue (Month): 4 (August)
Pages: 673-700
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Handle: RePEc:ucp:jpolec:v:86:y:1978:i:4:p:673-700Contact details of provider: Postal: The University of Chicago Press, Journals Division, P.O. Box 37005 Chicago, IL 60637 Fax: (773) 753-0811 Email: Web page: http://www.journals.uchicago.edu/JPE/home.html
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References listed on IDEAS Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile , click on "citations" and make appropriate adjustments.: Bailey, Martin J, 1972.
"The Optimal Full-Employment Surplus ,"
Journal of Political Economy ,
University of Chicago Press, vol. 80(4), pages 649-61, July-Aug..
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Hall, Robert E, 1978.
"Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence ,"
Journal of Political Economy ,
University of Chicago Press, vol. 86(6), pages 971-87, December.
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Henderson, Dale W & Sargent, Thomas J, 1973.
"Monetary and Fiscal Policy in a Two-Sector Aggregative Model ,"
American Economic Review ,
American Economic Association, vol. 63(3), pages 345-65, June.
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Other versions: Thomas J. Sargent, 1973.
"Rational Expectations, the Real Rate of Interest, and the Natural Rate of Unemployment ,"
Brookings Papers on Economic Activity ,
Economic Studies Program, The Brookings Institution, vol. 4(1973-2), pages 429-480.
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Granger, C W J, 1969.
"Investigating Causal Relations by Econometric Models and Cross-Spectral Methods ,"
Econometrica ,
Econometric Society, vol. 37(3), pages 424-38, July.
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Lucas, Robert Jr, 1976.
"Econometric policy evaluation: A critique ,"
Carnegie-Rochester Conference Series on Public Policy ,
Elsevier, vol. 1(1), pages 19-46, January.
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Lucas, Robert E, Jr & Rapping, Leonard A, 1969.
"Real Wages, Employment, and Inflation ,"
Journal of Political Economy ,
University of Chicago Press, vol. 77(5), pages 721-54, Sept./Oct.
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James Tobin, 1955.
"A Dynamic Aggregative Model ,"
Journal of Political Economy ,
University of Chicago Press, vol. 63, pages 103.
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Sims, Christopher A, 1972.
"Money, Income, and Causality ,"
American Economic Review ,
American Economic Association, vol. 62(4), pages 540-52, September.
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Full
references Cited by : (explanations , Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile , click on "citations" and make appropriate adjustments.)
Matthew T. Holt & Stanley R. Johnson, 1988.
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John Y. Campbell, 1988.
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Other versions: Fumio Hayashi, 1982.
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Discussion Papers
516, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
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Fumio Hayashi, 1982.
"The Effect of Liquidity Constraints on Consumption: A Cross-Sectional Analysis ,"
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0882, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Hayashi, Fumio, 1985.
"The Effect of Liquidity Constraints on Consumption: A Cross-sectional Analysis ,"
The Quarterly Journal of Economics ,
MIT Press, vol. 100(1), pages 183-206, February.
[Downloadable!] (restricted) Laurence J. Kotlikoff & Ariel Pakes, 1989.
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Jeremy J. Nalewaik, 2004.
"Current Consumption and Future Income Growth: Synthetic Panel Evidence ,"
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0015, Bureau of Economic Analysis.
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Lars Peter Hansen & Thomas J. Sargent, 1981.
"A note on Wiener-Kolmogorov prediction formulas for rational expectations models ,"
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Ben S. Bernanke, 1982.
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Other versions: Jeffrey A. Miron, 1987.
"Seasonal Fluctuations and the Life Cycle-Permanent Income Model of Consumption ,"
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Miron, Jeffrey A & Zeldes, Stephen P, 1988.
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[Downloadable!] (restricted) Ben S. Bernanke, 1981.
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Other versions: Mark Schankerman & M. Ishaq Nadiri, 1982.
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