IDEAS home Printed from https://ideas.repec.org/a/eee/moneco/v4y1978i3p435-458.html
   My bibliography  Save this article

Seasonality and portfolio balance under rational expectations

Author

Listed:
  • Saracoglu, Rusdu
  • Sargent, Thomas J.

Abstract

No abstract is available for this item.

Suggested Citation

  • Saracoglu, Rusdu & Sargent, Thomas J., 1978. "Seasonality and portfolio balance under rational expectations," Journal of Monetary Economics, Elsevier, vol. 4(3), pages 435-458, August.
  • Handle: RePEc:eee:moneco:v:4:y:1978:i:3:p:435-458
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/0304-3932(78)90041-7
    Download Restriction: Full text for ScienceDirect subscribers only

    As the access to this document is restricted, you may want to look for a different version below or search for a different version of it.

    Other versions of this item:

    References listed on IDEAS

    as
    1. Sargent, Thomas J & Wallace, Neil, 1973. "The Stability of Models of Money and Growth with Perfect Foresight," Econometrica, Econometric Society, vol. 41(6), pages 1043-1048, November.
    2. Sims, Christopher A, 1972. "Money, Income, and Causality," American Economic Review, American Economic Association, vol. 62(4), pages 540-552, September.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Alan S. Blinder & Douglas Holtz-Eakin, 1986. "Inventory Fluctuations in the United States since 1929," NBER Chapters,in: The American Business Cycle: Continuity and Change, pages 183-236 National Bureau of Economic Research, Inc.
    2. Lars Peter Hansen & Thomas J. Sargent, 1982. "Formulating and estimating continuous time rational expectations models," Staff Report 75, Federal Reserve Bank of Minneapolis.
    3. Lars Peter Hansen, 2007. "Beliefs, Doubts and Learning: Valuing Economic Risk," NBER Working Papers 12948, National Bureau of Economic Research, Inc.
    4. 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.
    5. Fabio Canova, 2010. "EconomicDynamics Interviews Fabio Canova on the Estimation of Business Cycle Models," EconomicDynamics Newsletter, Review of Economic Dynamics, vol. 11(2), April.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:moneco:v:4:y:1978:i:3:p:435-458. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Dana Niculescu). General contact details of provider: http://www.elsevier.com/locate/inca/505566 .

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.