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Seasonality and portfolio balance under rational expectations

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  • Saracoglu, Rusdu
  • Sargent, Thomas J.

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  • 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
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    Cited by:

    1. Lars Peter Hansen & Thomas J. Sargent, 1982. "Formulating and estimating continuous time rational expectations models," Staff Report 75, Federal Reserve Bank of Minneapolis.
    2. Hui Chen & Winston Wei Dou & Leonid Kogan, 2024. "Measuring “Dark Matter” in Asset Pricing Models," Journal of Finance, American Finance Association, vol. 79(2), pages 843-902, April.
    3. 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.
    4. Lars Peter Hansen, 2007. "Beliefs, Doubts and Learning: Valuing Economic Risk," NBER Working Papers 12948, National Bureau of Economic Research, Inc.
    5. 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.
    6. Fabio Canova, 2010. "EconomicDynamics Interviews Fabio Canova on the Estimation of Business Cycle Models," EconomicDynamics Newsletter, Review of Economic Dynamics, vol. 11(2), April.

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