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Citations for "Formulating and estimating dynamic linear rational expectations models"

by Lars Peter Hansen & Thomas J. Sargent

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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. Baoline Chen & Peter A. Zadrozny, 2009. "Further Model-Based Estimates of U.S. Total Manufacturing Production Capital and Technology, 1949-2005," Working Papers 430, U.S. Bureau of Labor Statistics. [Downloadable!]
  2. Sherwin Rosen & Robert H. Topel, 1986. "A Time-Series Model of Housing Investment in the U.S," NBER Working Papers 1818, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  3. André Kurmann, 2004. "Maximum Likelihood Estimation of Dynamic Stochastic Theories with an Application to New Keynesian Pricing," Macroeconomics 0409028, EconWPA. [Downloadable!]
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  4. Neil R. Ericsson & John S. Irons, 1995. "The Lucas critique in practice: theory without measurement," International Finance Discussion Papers 506, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
  5. Lucia Alessi & Matteo Barigozzi & Marco Capasso, 2008. "A review of nonfundamentalness and identification in structural VAR models," Working Paper Series 922, European Central Bank. [Downloadable!]
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  6. Lars Peter Hansen & Thomas J. Sargent, 1980. "Rational expectations models and the aliasing phenomenon," Staff Report 60, Federal Reserve Bank of Minneapolis. [Downloadable!]
  7. Lars Peter Hansen & Thomas J. Sargent, 1980. "Methods for estimating continuous time Rational Expectations models from discrete time data," Staff Report 59, Federal Reserve Bank of Minneapolis. [Downloadable!]
  8. James M. Nason, 1991. "The permanent income hypothesis when the bliss point is stochastic," Discussion Paper / Institute for Empirical Macroeconomics 46, Federal Reserve Bank of Minneapolis. [Downloadable!]
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  9. M. Ishaq Nadiri & Ingmar R. Prucha, 1991. "Dynamic Factor Demand Models, Productivity Measurement, and Rates of Return: Theory and an Empirical Application to the U.S. Bell System," NBER Working Papers 3041, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  10. Todd B. Walker, 2005. "How Equilibrium Prices Reveal Information in Time Series Models with Disparately Informed, Competitive Traders," Finance 0509021, EconWPA. [Downloadable!]
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  11. Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez & Thomas J. Sargent, 2005. "A, B, C’s (And D’s) For Understanding VARS," PIER Working Paper Archive 05-018, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania. [Downloadable!]
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  12. Alberto Giovannini & Philippe Weil, 1989. "Risk Aversion and Intertemporal Substitution in the Capital Asset Pricing Model," NBER Working Papers 2824, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  13. Thomas J. Sargent, 1980. "Rational expectations and the reconstruction of macroeconomics," Quarterly Review, Federal Reserve Bank of Minneapolis, issue Sum. [Downloadable!]
  14. Jaap Abbring & James Heckman, 2008. "Dynamic policy analysis," CeMMAP working papers CWP05/08, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. [Downloadable!]
  15. François Gourio, 2006. "Firms’ Heterogeneous Sensitivities to the Business Cycle, and the Cross-Section of Expected Returns," Boston University - Department of Economics - Working Papers Series WP2006-005, Boston University - Department of Economics. [Downloadable!]
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  16. Lars Peter Hansen & Thomas J. Sargent, 1980. "Linear rational expectations models for dynamically interrelated variables," Working Papers 135, Federal Reserve Bank of Minneapolis. [Downloadable!]
  17. Ray C. Fair & John B. Taylor, 1980. "Solution and Maximum Likelihood Estimation of Dynamic Nonlinear Rational Expectations Models," Cowles Foundation Discussion Papers 564, Cowles Foundation, Yale University. [Downloadable!]
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  18. Jeremy Rudd & Karl Whelan, 2001. "New tests of the New-Keynesian Phillips Curve," Finance and Economics Discussion Series 2001-30, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
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  19. Stacey Tevlin & Karl Whelan, 2000. "Explaining the investment boom of the 1990s," Finance and Economics Discussion Series 2000-11, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
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  20. Lars Peter Hansen & Thomas J. Sargent, 1983. "Identification of continuous time rational expectations models from discrete time data," Staff Report 73, Federal Reserve Bank of Minneapolis. [Downloadable!]
  21. Thomas H. Turner & Charles H. Whiteman, 1981. "Econometric policy evaluation under rational expectations," Quarterly Review, Federal Reserve Bank of Minneapolis, issue Spr / Sum. [Downloadable!]
  22. Sharon Kozicki & P.A. Tinsley, 1998. "Vector rational error correction," Research Working Paper 98-03, Federal Reserve Bank of Kansas City. [Downloadable!]
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  23. Gregor W. Smith, 2007. "Pooling Forecasts in Linear Rational Expectations Models," Working Papers 1129, Queen's University, Department of Economics. [Downloadable!]
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  24. Lee E. Ohanian & Marco Del Negro & Tao Zha, 2005. "Monetary policy and learning," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 8(2), pages 257-261, April. [Downloadable!] (restricted)
  25. Richard M. Todd, 1989. "Periodic linear-quadratic methods for modeling seasonality," Staff Report 127, Federal Reserve Bank of Minneapolis. [Downloadable!]
  26. Alberto Giovannini & Julio J. Rotemberg, 1989. "Exchange Rate Dynamics with Sticky Prices: The Deutsch Mark, 1974-1982," NBER Working Papers 1281, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  27. Filippo Altissimo & Stefano Siviero & Daniele Terlizzese, 1999. "How deep are the deep parameters?," Temi di discussione (Economic working papers) 354, Bank of Italy, Economic Research Department. [Downloadable!]
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  28. Bernstein, Jeffrey I. & Nadiri, M. Ishaq, 1988. "Corporate Taxes And Incentives And The Structure Of Production: A Selected Survey," Working Papers 88-11, C.V. Starr Center for Applied Economics, New York University. [Downloadable!]
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  29. Benoît Carmichael & Pierre Mohnen & Stéphane Vigeant, 1990. "La demande de facteurs de production dans le secteur manufacturier québecois: une approche dynamique avec attentes rationnelles," Annales d'Economie et de Statistique, ADRES, issue 19, pages 03, Juillet-S. [Downloadable!]
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  30. Masao Ogaki & Hyeongwoo Kim, 2009. "Purchasing Power Parity and the Taylor Rule," Working Papers 09-03, Ohio State University, Department of Economics. [Downloadable!]
  31. Ghysels, E. & Hall, A., 1987. "Some Additional Specification Tests for Generalized Method of Moments Estimators with Macro-Economic Applications Part I : Theory," Cahiers de recherche 8724, Universite de Montreal, Departement de sciences economiques. [Downloadable!]
  32. Olaf Posch, 2007. "Structural estimation of jump-diffusion processes in macroeconomics," CREATES Research Papers 2007-23, School of Economics and Management, University of Aarhus. [Downloadable!]
  33. Lawrence J. Christiano & Robert J. Vigfusson, 1999. "Maximum likelihood in the frequency domain: a time to build example," Working Paper 9901, Federal Reserve Bank of Cleveland. [Downloadable!]
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  34. Juan David Prada Sarmiento & Luis Eduardo Rojas Dueñas, 2009. "La elasticidad de Frisch y la transmisión de la política monetaria en Colombia," BORRADORES DE ECONOMIA 005404, BANCO DE LA REPÚBLICA. [Downloadable!]
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  35. Peter Nijkamp & Jan Rouwendal & Martin Ende, 1993. "Space-Time Patterns of Entrepreneurial Expectations and Performance," Regional Studies, Taylor and Francis Journals, vol. 27(1), pages 1-11, January. [Downloadable!] (restricted)
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  36. Merih Uctum & Michael Wickens, 1996. "Debt and deficit ceilings, and sustainability of fiscal policies: an intertemporal analysis," Research Paper 9615, Federal Reserve Bank of New York. [Downloadable!]
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  37. P. A. Tinsley, 1998. "Rational error correction," Finance and Economics Discussion Series 1998-37, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
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  38. Richard Dennis, 2009. "Timeless Perspective Policymaking: When is Discretion Superior?," NCER Working Paper Series 38, National Centre for Econometric Research. [Downloadable!]
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  39. Tim Bollerslev & Robert J. Hodrick, 1992. "Financial Market Efficiency Tests," NBER Working Papers 4108, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  40. Ying Qian & Duncan, Ronald & DEC, 1994. "Optimal hedging strategy revisited : acknowledging the existence of nonstationary economic timeseries," Policy Research Working Paper Series 1279, The World Bank. [Downloadable!]
  41. Fabio Canova & Eva Ortega, 1996. "Testing Calibrated General Equilibrium Models," Economics Working Papers 166, Department of Economics and Business, Universitat Pompeu Fabra. [Downloadable!]
  42. Lars Sondergaard, 2003. "Using Instrumental Variables to Estimate the Share of Backward- Looking Firms," Macroeconomics 0308009, EconWPA. [Downloadable!]
  43. Joseph E. Gagnon, 1988. "Adjustment costs and international trade dynamics," International Finance Discussion Papers 321, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
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  44. Juselius, Mikael, 2008. "Cointegration implications of linear rational expectation models," Research Discussion Papers 6/2008, Bank of Finland. [Downloadable!]
  45. Robert A. Amano & Tony S. Wirjanto, . "The Dynamic Behaviour of Canadian Imports and the Linear-Quadratic Model: Evidence Based on the Euler Equation," Working Papers 94-6, Bank of Canada. [Downloadable!]
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  46. Michel Normandin, 2004. "Econometric Inference, Cyclical Fluctuations, and Superior Information," Cahiers de recherche 04-13, HEC Montréal, Institut d'économie appliquée. [Downloadable!]
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  47. Willem H. Buiter, 1981. "Macroeconometric Modelling for Policy Evaluation and Design," NBER Technical Working Papers 0013, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  48. James M. Nason & Gregor W. Smith, 2005. "Identifying the New Keynesian Phillips Curve," Working Paper 2005-01, Federal Reserve Bank of Atlanta. [Downloadable!]
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  49. Richard Dennis, 2006. "The policy preferences of the US Federal Reserve," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(1), pages 55-77. [Downloadable!]
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  50. Juselius, Mikael, 2008. "Testing the New Keynesian Model on U.S. and Euro Area Data," Economics - The Open-Access, Open-Assessment E-Journal, Kiel Institute for the World Economy, vol. 2(24), pages 1-26. [Downloadable!]
  51. Atreya Chakraborty & Abdikarim M. Farah, 1996. "Ricardian Equivalence: Further Evidence," International Economic Journal, Korean International Economic Association, vol. 10(3), pages 19-31, October. [Downloadable!] (restricted)
  52. Hanno Lustig & Stijn Van Nieuwerburgh, 2004. "How Much Does Household Collateral Constrain Regional Risk Sharing?," NBER Working Papers 10505, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  53. Tomoki Fujii & Larry Karp, 2006. "Numerical Analysis of Non-Constant Discounting with an Application to Renewable Resource Management," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series 1019, Department of Agricultural & Resource Economics, UC Berkeley. [Downloadable!]
  54. Wouter J. Den Haan & Andrew Levin, 1996. "Inferences from Parametric and Non-Parametric Covariance Matrix Estimation Procedures," NBER Technical Working Papers 0195, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  55. Kevin D. Hoover & Oscar Jorda, . "Measuring Systematic Monetary Policy," Department of Economics 00-05, California Davis - Department of Economics. [Downloadable!]
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  56. Lawrence J. Christiano & Martin Eichenbaum, 1987. "Temporal aggregation and structural inference in macroeconomics," Working Papers 306, Federal Reserve Bank of Minneapolis. [Downloadable!]
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  57. Robert B. Litterman, 1979. "Techniques of forecasting using vector autoregressions," Working Papers 115, Federal Reserve Bank of Minneapolis. [Downloadable!]
  58. John H. Kareken, 1981. "Deregulating commercial banks: the watchword should be caution," Quarterly Review, Federal Reserve Bank of Minneapolis, issue Spr / Sum. [Downloadable!]
  59. Lars Peter Hansen & Thomas J. Sargent, 1981. "Exact linear rational expectations models: specification and estimation," Staff Report 71, Federal Reserve Bank of Minneapolis. [Downloadable!]
  60. Alberto Giovannini, 1988. "The Macroeconomics of Exchange-rate and Price-level Interactions: Empirical Evidence for West Germany," NBER Working Papers 2544, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  61. Tom Engsted, 2009. "Statistical vs. Economic Significance in Economics and Econometrics: Further comments on McCloskey & Ziliak," CREATES Research Papers 2009-17, School of Economics and Management, University of Aarhus. [Downloadable!]
  62. V. V. Chari & Patrick J. Kehoe & Ellen R. McGrattan, 2004. "A Critique of Structural VARs Using Real Business Cycle Theory," Levine's Bibliography 122247000000000518, UCLA Department of Economics. [Downloadable!]
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  63. Lakshmi K. Raut, 1997. "Firm's R&D Behavior Under Rational Expectations," Development and Comp Systems 9705004, EconWPA. [Downloadable!]
  64. Nadiri, M. Ishaq & Prucha, Ingmar R., 1989. "Dynamic Factor Demand Models, Productivity Measurement, And Rates Return: Theory And An Empirical Application To The U.S. Bell System," Working Papers 89-15, C.V. Starr Center for Applied Economics, New York University. [Downloadable!]
  65. RUGE-MURCIA, Francisco J., 2003. "Methods to Estimate Dynamic Stochastic General Equilibrium Models," Cahiers de recherche 17-2003, Centre interuniversitaire de recherche en économie quantitative, CIREQ. [Downloadable!]
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  66. Olivier J. Blanchard, 1983. "The Production and Inventory Behavior of the American Automobile Industry," NBER Working Papers 0891, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  67. Mark A. Hooker, 1997. "Misspecification versus bubbles in hyperinflation data: Monte Carlo and interwar European evidence," Finance and Economics Discussion Series 1997-49, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
  68. Jesús Vazquez, 1995. "The relative importance of inflation and currency depreciation in the demand for money: an application of the estimation by simulation method to the German hyperinflation," Investigaciones Economicas, Fundación SEPI, vol. 19(2), pages 269-289, May. [Downloadable!]
  69. Kenneth D. West, 1986. "A Standard Monetary Model and the Variability of the Deutschemark-DollarExchange Rate," NBER Working Papers 2102, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  70. Greg Hannsgen, 2005. "The Disutility of International Debt: Analytical Results and Methodological Implications," Economics Working Paper Archive wp_422, Levy Economics Institute, The. [Downloadable!]
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  71. Alfred A Haug & Christie Smith, 2007. "Local linear impulse responses for a small open economy," Reserve Bank of New Zealand Discussion Paper Series DP2007/09, Reserve Bank of New Zealand. [Downloadable!]
  72. Robert S. Chirinko, 1987. "Intertemporal Constraints, Shadow Prices, and Financial Asset Values," NBER Working Papers 2247, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  73. Thomas J. Sargent & Neil Wallace, 1985. "Identification and estimation of a model of hyperinflation with a continuum of "sunspot" equilibrium," Working Papers 280, Federal Reserve Bank of Minneapolis. [Downloadable!]
  74. Jason Barr, 2007. "Skyscrapers and the Skyline: Manhattan, 1895-2004," Working Papers Rutgers University, Newark 2007-002, Department of Economics, Rutgers University, Newark. [Downloadable!]
  75. repec:att:wimass:1920120 is not listed on IDEAS
  76. Lawrence J. Christiano & Robert J. Vigfusson, 2001. "Maximum likelihood in the frequency domain: the importance of time-to-plan," Working Paper 0106, Federal Reserve Bank of Cleveland. [Downloadable!]
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  77. Mario Forni & Domenico Giannone & Marco Lippi & Lucrezia Reichlin, 2008. "Opening the Black Box: Structural Factor Models with Large Cross-Sections," ECARES Working Papers 2008_036, Université Libre de Bruxelles, Ecares. [Downloadable!]
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  78. Patricio Arrau & Jorge Quiroz & Rómulo Chumacero, 1992. "Ahorro Fiscal y Tipo de Cambio Real," Cuadernos de Economía (Latin American Journal of Economics), Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 29(88), pages 349-386. [Downloadable!]
  79. Michael Palumbo & Jeremy Rudd & Karl Whelan, 2002. "On the relationships between real consumption, income and wealth," Finance and Economics Discussion Series 2002-38, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
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  80. William Roberds, 1986. "Solution of linear-quadratic- Gaussian dynamic games using variational methods," Staff Report 105, Federal Reserve Bank of Minneapolis. [Downloadable!]
  81. Lars Peter Hansen & Thomas J. Sargent, 1982. "Formulating and estimating continuous time rational expectations models," Staff Report 75, Federal Reserve Bank of Minneapolis. [Downloadable!]
  82. Kenneth D. West, 1988. "The Insensitivity of Consumption to News About Income," NBER Working Papers 2252, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  83. Matteo Barigozzi & Marco Capasso, 2008. "Nonfundamental Representations of the Relation between Technology Shocks and Hours Worked," LEM Papers Series 2008/09, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy. [Downloadable!]
  84. Francis X. Diebold, 1997. "The Past, Present, and Future of Macroeconomic Forecasting," NBER Working Papers 6290, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  85. Preston J. Miller & Arthur J. Rolnick, 1979. "The CBO's policy analysis: an unquestionable misuse of a questionable theory," Staff Report 49, Federal Reserve Bank of Minneapolis. [Downloadable!]
  86. Darrell Duffie & Kenneth J. Singleton, 1990. "Simulated Moments Estimation of Markov Models of Asset Prices," NBER Technical Working Papers 0087, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  87. Timothy Cogley, 2005. "Changing Beliefs and the Term Structure of Interest Rates: Cross-Equation Restrictions with Drifting Parameters," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 8(2), pages 420-451, April. [Downloadable!] (restricted)
  88. Julio J. Rotemberg & Michael Woodford, 1989. "Oligopolistic Pricing and the Effects of Aggregate Demand on Economic Activity," NBER Working Papers 3206, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  89. Olivier J. Blanchard, 1983. "Methods of Solution and Simulation for Dynamic Rational Expectations Models," NBER Technical Working Papers 0028, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  90. Kenneth Kasa, 1999. "Model uncertainty, robust policies, and the value of commitment," Working Papers in Applied Economic Theory 99-14, Federal Reserve Bank of San Francisco. [Downloadable!]
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  91. Della Corte, Pasquale & Sarno, Lucio & Thornton, Daniel L, 2007. "The Expectation Hypothesis of the Term Structure of Very Short-Term Rates: Statistical Tests and Economic Value," CEPR Discussion Papers 6445, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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  92. Lars Peter Hansen & Thomas J. Sargent, 1981. "A note on Wiener-Kolmogorov prediction formulas for rational expectations models," Staff Report 69, Federal Reserve Bank of Minneapolis. [Downloadable!]
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  93. Thomas J. Sargent, 1979. "Estimating vector autoregressions using methods not based on explicit economic theories," Quarterly Review, Federal Reserve Bank of Minneapolis, issue Sum. [Downloadable!]
  94. Richard Dennis, 2002. "Exploring the role of the real exchange rate in Australian monetary policy," Working Papers in Applied Economic Theory 2002-19, Federal Reserve Bank of San Francisco. [Downloadable!]
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  95. V. V. Chari & Patrick J. Kehoe & Ellen R. McGrattan, 2007. "Are structural VARs with long-run restrictions useful in developing business cycle theory?," Staff Report 364, Federal Reserve Bank of Minneapolis. [Downloadable!]
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  96. Jaebeom Kim & Masao Ogaki & Minseok Yang, 2003. "Structural Error Correction Models: Instrumental Variables Methods and an application to an exchange rate model," RCER Working Papers 502, University of Rochester - Center for Economic Research (RCER). [Downloadable!]
  97. Sebastian Wende, 2009. "Business Cycle Dynamics," Economic Analysis and Policy (EAP), Queensland University of Technology (QUT), School of Economics and Finance, vol. 39(2), pages 205-234, September. [Downloadable!]
  98. Peter N. Ireland, 2003. "Irrational expectations and econometric practice: discussion of Orphanides and Williams, "Inflation scares and forecast-based monetary policy"," Working Paper 2003-22, Federal Reserve Bank of Atlanta. [Downloadable!]
  99. Domenica Giannone & Lucrezia Reichlin & Luca Sala, 2004. "VARs, Common Factors and the Empirical Validation of Equilibrium Business Cycle Models," Working Papers 258, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University. [Downloadable!]
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  100. Matt Klaeffing, 2003. "Monetary policy shocks - a nonfundamental look at the data," Working Paper Series 228, European Central Bank. [Downloadable!]
  101. Lars Peter Hansen & Thomas J. Sargent, 1990. "Recursive Linear Models of Dynamic Economies," NBER Working Papers 3479, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  102. Martin Boileau & Michel Normandin, 2001. "Labor Hoarding, Superior Information and Business Cycle Dynamics," Cahiers de recherche CREFE / CREFE Working Papers 129, CREFE, Université du Québec à Montréal. [Downloadable!]
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  103. B. Dianne Pauls, 1986. "Comovements in aggregate and relative prices: some evidence on neutrality," International Finance Discussion Papers 285, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
  104. repec:fip:fedreq:y:1982:i:nov:p:3-12:n:v.68no.6 is not listed on IDEAS
  105. Thomas J. Sargent, 1982. "Beyond demand and supply curves in macroeconomics," Staff Report 77, Federal Reserve Bank of Minneapolis. [Downloadable!]
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  106. Felipe Montt, 1982. "Un Modelo de Equilibrio Dinámico para Recursos Agotables," Cuadernos de Economía (Latin American Journal of Economics), Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 19(57), pages 217-242. [Downloadable!]
  107. Michel Normandin, 1994. "Budget Deficit Persistence and the Twin Deficits Hypothesis," Cahiers de recherche CREFE / CREFE Working Papers 31, CREFE, Université du Québec à Montréal. [Downloadable!]
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  108. Douglas Holtz-Eakin & Harvey S. Rosen, 1993. "Municipal Construction Spending: An Empirical Examination," NBER Working Papers 2989, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  109. Thomas J. Sargent, 1986. "Government debt and taxes," Working Papers 293, Federal Reserve Bank of Minneapolis. [Downloadable!]
  110. Strong, S.M., 1985. "Rational Expectations and Weekly Price Variations of the Queensland Mud Crab," Review of Marketing and Agricultural Economics, Australian Agricultural and Resource Economics Society, vol. 53(03), December. [Downloadable!]
  111. Garrett H. TeSelle, 1998. "Bubbles or noise? Reconciling the results of broad-dividend variance-bounds tests," Finance and Economics Discussion Series 1998-42, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
  112. Bennett T. McCallum, 1984. "Macroeconomics After a Decade of Rational Expectations: Some Critical Issues," NBER Working Papers 1050, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  113. Kenneth Kasa, 2000. "Forecasting the Forecasts of Others in the Frequency Domain," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 3(4), pages 726-756, October. [Downloadable!] (restricted)
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  114. Robert E. Hall, 1987. "Consumption," NBER Working Papers 2265, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  115. John S. Irons & N.Ericsson, . "An early version of The Lucas Critique in Practice: Theory without Measurement," Home Pages _004, Massachussets Institute of Technology, Economics. [Downloadable!]
  116. Lanne, Markku & Saikkonen, Pentti, 2009. "Noncausal vector autoregression," Research Discussion Papers 18/2009, Bank of Finland. [Downloadable!]
  117. Joseph E. Gagnon, 1989. "Exchange rate variability and the level of international trade," International Finance Discussion Papers 369, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
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  118. Alan S. Blinder, 1987. "A Skeptical Note on the New Econometrics," NBER Working Papers 1092, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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