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Partial Current Information and Signal Extraction in a Rational Expectations Macroeconomic Model: A Computational Solution

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Author Info
L. Lungu
K. G. P. Matthews

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Paper provided by Society for Computational Economics in its series Computing in Economics and Finance 2002 with number 115.

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Date of creation: 01 Jul 2002
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Handle: RePEc:sce:scecf2:115

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Related research
Keywords: Rational Expectations; Partial Current Information; Signal Extraction; Macroeconomic modelling;

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Find related papers by JEL classification:
E17 - Macroeconomics and Monetary Economics - - General Aggregative Models - - - Forecasting and Simulation

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  1. Lucas, Robert E, Jr, 1973. "Some International Evidence on Output-Inflation Tradeoffs," American Economic Review, American Economic Association, vol. 63(3), pages 326-34, June.
  2. Pearlman, Joseph & Currie, David & Levine, Paul, 1986. "Rational expectations models with partial information," Economic Modelling, Elsevier, vol. 3(2), pages 90-105, April. [Downloadable!] (restricted)
  3. Barro, Robert J, 1980. "A Capital Market in an Equilibrium Business Cycle Model," Econometrica, Econometric Society, vol. 48(6), pages 1393-1417, September. [Downloadable!] (restricted)
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  4. Jean-Pascal Benassy, 2001. "The Phillips Curve and Optimal Policy in a Structural Signal Extraction Model," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 4(1), pages 58-74, January. [Downloadable!] (restricted)
  5. Minford, Patrick & Webb, Bruce, 2005. "Estimating large rational expectations models by FIML--some experiments using a new algorithm with bootstrap confidence limits," Economic Modelling, Elsevier, vol. 22(1), pages 187-205, January. [Downloadable!] (restricted)
  6. Matthews, K. G. P. & Minford, A. P. L. & Blackman, S. C., 1994. "An algorithm for the solution of non-linear forward rational expectations models with current partial information," Economic Modelling, Elsevier, vol. 11(3), pages 351-358, July. [Downloadable!] (restricted)
  7. Sargent, Thomas J., 1991. "Equilibrium with signal extraction from endogenous variables," Journal of Economic Dynamics and Control, Elsevier, vol. 15(2), pages 245-273, April. [Downloadable!] (restricted)
  8. Lucas, Robert Jr., 1972. "Expectations and the neutrality of money," Journal of Economic Theory, Elsevier, vol. 4(2), pages 103-124, April. [Downloadable!] (restricted)
  9. Minford, A P L & Peel, D A, 1983. "Some Implications of Partial Current Information Sets in Macroeconomic Models Embodying Rational Expectations," The Manchester School of Economic & Social Studies, Blackwell Publishing, vol. 51(3), pages 235-49, September.
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