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Citations for "Two-step two-stage least squares estimation in models with rational expectations"

by Cumby, Robert E. & Huizinga, John & Obstfeld, Maurice

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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.):
  1. Christopher F Baum & Mark E. Schaffer & Steven Stillman, 2002. "Instrumental variables and GMM: Estimation and testing," Boston College Working Papers in Economics 545, Boston College Department of Economics, revised 14 Feb 2003. [Downloadable!]
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  2. John Huizinga & Frederic S. Mishkin, 1985. "Inflation and Real Interest Rates on Assets with Different Risk Characteristics," NBER Working Papers 1333, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  3. Robert J. Hodrick & Sanjay Srivastava, 1983. "An Investigation of Risk and Return in Forward Foreign Exchange," NBER Working Papers 1180, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  4. Palm, F.C. & Nijman, Th., 1984. "Consistent estimation using proxy-variables in models with unobserved variables," Serie Research Memoranda 0012, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics. [Downloadable!]
  5. Peter R. Hartley & Joseph A. Whitt, Jr., 1997. "Macroeconomic fluctuations in Europe: demand or supply, permanent or temporary?," Working Paper 97-14, Federal Reserve Bank of Atlanta. [Downloadable!]
  6. Frederic S. Mishkin & John Simon, 1997. "An Empirical Examination of the Fisher Effect in Australia," NBER Working Papers 5080, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  7. Behzad T. Diba & Seonghwan Oh, 1988. "Have Money-Stock Fluctuations Had a Liquidity Effect on Expected Real Interest Rates," UCLA Economics Working Papers 534, UCLA Department of Economics. [Downloadable!]
  8. Lars Peter Hansen, 2007. "Beliefs, Doubts and Learning: Valuing Economic Risk," NBER Working Papers 12948, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  9. Kenneth D. West, 1995. "Another Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator," NBER Technical Working Papers 0183, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  10. Bruno Ducoudré, 2005. "Fiscal policy and interest rates," Documents de Travail de l'OFCE 2005-08, Observatoire Francais des Conjonctures Economiques (OFCE). [Downloadable!]
  11. Matti Virén, 1986. "Estimating the Output Effects of Energy Price and Real Interest Rate Shocks: A Cross-Country Study," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 122(IV), pages 627-639, December. [Downloadable!]
  12. Funke, Michael, 2005. "Inflation in mainland China – modelling a roller coaster ride," BOFIT Discussion Papers 6/2005, Bank of Finland, Institute for Economies in Transition. [Downloadable!]
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  13. Sebastian Edwards, 1981. "Floating Excahnge Rates, Exectations and New Information," UCLA Economics Working Papers 227, UCLA Department of Economics. [Downloadable!]
  14. Richard Meese & Kenneth S. Rogoff, 1985. "Was it real? : the exchange rate-interest differential relation, 1973 - 1984," International Finance Discussion Papers 268, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
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  15. Joshua Hojvat Gallin, 1999. "Net migration and state labor market dynamics," Finance and Economics Discussion Series 1999-16, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
  16. Robert J. Hodrick & Sanjay Srivastava, 1985. "Foreign Currency Futures," NBER Working Papers 1743, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  17. Ray C. Fair & Robert J. Shiller, 1989. "The Informational Content of Ex Ante Forecasts," NBER Working Papers 2503, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  18. Raul A. Feliz & John H. Welch, 1993. "The credibility and performance of unilateral target zones: a comparison of the Mexican and Chilean cases," Research Paper 9331, Federal Reserve Bank of Dallas. [Downloadable!]
  19. Ray C. Fair, 1984. "The Use of Expected Future Variables in Macroeconometric Models," Cowles Foundation Discussion Papers 718, Cowles Foundation, Yale University. [Downloadable!]
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  20. Sebastian Edwards, 1984. "Floating Exchange Rates, Expectations and New Information," NBER Working Papers 1064, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  21. Donald W.K. Andrews & Ray C. Fair, 1989. "Estimation of Polynomial Distributed Lags and Leads with End Point Constraints," NBER Technical Working Papers 0079, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  22. Clémentine Florens & Eric Jondeau & Hervé Le Bihan, 2001. "Assessing GMM Estimates of the Federal Reserve Reaction Function," Econometrics 0111003, EconWPA. [Downloadable!]
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  23. Kenneth A. Froot & Maurice Obstfeld, 1992. "Intrinsic Bubbles: The Case of Stock Prices," NBER Working Papers 3091, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  24. Ray C. Fair & Robert J. Shiller, 1987. "Econometric Modeling as Information Aggregation," Cowles Foundation Discussion Papers 833R, Cowles Foundation, Yale University, revised Jan 1988. [Downloadable!]
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  25. Luca Fanelli, . "Estimating Multi-Equational LQAC Models with I(1) Variables: a VAR Approach," Economics Working Papers 1997-7, School of Economics and Management, University of Aarhus. [Downloadable!]
  26. Emmanuel Flachaire, 2005. "More efficient tests robust to heteroskedasticity of unknown form," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00175914_v1, HAL. [Downloadable!]
  27. Kenneth D. West, 1993. "Inventory Models," NBER Technical Working Papers 0143, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  28. Martin S. Eichenbaum, 1990. "Some Empirical Evidence on the Production Level and Production Cost Smoothing Models of Inventory Investment," NBER Working Papers 2523, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  29. Ignazio Angeloni & Alessandro Prati, 1996. "The identification of liquidity effects in the EMS: Italy 1991–1992," Open Economies Review, Springer, vol. 7(3), pages 275-293, July. [Downloadable!] (restricted)
  30. Frank Smets, 1997. "Financial asset prices and monetary policy: theory and evidence," BIS Working Papers 47, Bank for International Settlements. [Downloadable!]
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  31. Robert E. Cumby & Maurice Obstfeld, 1984. "Capital Mobility and the Scope for Sterilization: Mexico in the 1970s," NBER Working Papers 0770, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  32. Robert E. Cumby, 1987. "Consumption Risk and International Asset Returns: Some Empirical Evidence," NBER Working Papers 2383, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

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This page was last updated on 2009-12-9.


This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.