Analytical solutions to a structural signal extraction model: Lucas 1972 revisited
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References listed on IDEAS
- Polemarchakis, H. M. & Weiss, L., 1977. "On the desirability of a "totally random" monetary policy," Journal of Economic Theory, Elsevier, vol. 15(2), pages 345-350, August.
- Hahm, Sangmoon, 1987. "Information acquisition in an incomplete information model of business cycle," Journal of Monetary Economics, Elsevier, vol. 20(1), pages 123-140, July.
- Paul A. Samuelson, 1958. "An Exact Consumption-Loan Model of Interest with or without the Social Contrivance of Money," Journal of Political Economy, University of Chicago Press, vol. 66, pages 467-467.
- Azariadis, Costas, 1981. "A Reexamination of Natural Rate Theory," American Economic Review, American Economic Association, vol. 71(5), pages 946-960, December.
- Bennet T. McCallum, 1984. "A Linearized Version of Lucas's Neutrality Model," Canadian Journal of Economics, Canadian Economics Association, vol. 17(1), pages 138-145, February.
- Wallace, Neil, 1992. "Lucas's signal-extraction model : A finite state exposition with aggregate real shocks," Journal of Monetary Economics, Elsevier, vol. 30(3), pages 433-447, December.
- Lucas, Robert Jr., 1972. "Expectations and the neutrality of money," Journal of Economic Theory, Elsevier, vol. 4(2), pages 103-124, April.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Ciccarone, Giuseppe & Marchetti, Enrico, 2013. "Rational expectations and loss aversion: Potential output and welfare implications," Journal of Economic Behavior & Organization, Elsevier, vol. 86(C), pages 24-36.
- Giuseppe Ciccarone & Enrico Marchetti, 2011.
"Macroeconomic effects of loss aversion in a signal extraction model,"
148, University of Rome La Sapienza, Department of Public Economics.
- Enrico Marchetti & Giuseppe Ciccarone, 2012. "Macroeconomic effects of loss aversion in a signal extraction model," EcoMod2012 4119, EcoMod.
- Lungu, L. & Matthews, K.G.P. & Minford, A.P.L., 2008.
"Partial current information and signal extraction in a rational expectations macroeconomic model: A computational solution,"
Elsevier, vol. 25(2), pages 255-273, March.
- L. Lungu & K. G. P. Matthews, 2002. "Partial Current Information and Signal Extraction in a Rational Expectations Macroeconomic Model: A Computational Solution," Computing in Economics and Finance 2002 115, Society for Computational Economics.
- Lungu, Laurian & Matthews, Kent & Minford, Patrick, 2006. "Partial Current Information and Signal Extraction in a Rational Expectations Macroeconomic Model: A Computational Solution," Cardiff Economics Working Papers E2006/1, Cardiff University, Cardiff Business School, Economics Section.
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