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Macroeconometric testing of the rational expectations and structural neutrality hypotheses for the United States

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  • Leiderman, Leonardo

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  • Leiderman, Leonardo, 1980. "Macroeconometric testing of the rational expectations and structural neutrality hypotheses for the United States," Journal of Monetary Economics, Elsevier, vol. 6(1), pages 69-82, January.
  • Handle: RePEc:eee:moneco:v:6:y:1980:i:1:p:69-82
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    Cited by:

    1. Robert P. Flood & Robert J. Hodrick, 1985. "Optimal Price and Inventory Adjustment in an Open-Economy Model of the Business Cycle," The Quarterly Journal of Economics, Oxford University Press, vol. 100(Supplemen), pages 887-914.
    2. M. Hashem Pesaran, 1988. "Two-Step, Instrumental Variable and Maximum Likelihood Estimation of Multivariate Rational Expectations Models," UCLA Economics Working Papers 493, UCLA Department of Economics.
    3. Dr. Godwin Chukwudum Nwaobi, 2005. "Rational Expectations And Monetary Theory: An Investigative Paper[1960 - 1989]," Macroeconomics 0501001, EconWPA.
    4. Sule Ozler, 1986. "Valuation of Rescheduled Loans, 1978-1983: A Rational Expectations Approach," UCLA Economics Working Papers 414, UCLA Department of Economics.
    5. McNulty, Mark S., 1985. "Information usage in the formation of price expectations: theory and econometric tests," ISU General Staff Papers 1985010108000013085, Iowa State University, Department of Economics.
    6. Landon, Stuart, 1995. "Testing aggregate neutrality with heterogeneous sectors," Journal of Macroeconomics, Elsevier, vol. 17(1), pages 131-148.
    7. Stuart Landon & Constance E. Smith, 2003. "The Risk Premium, Exchange Rate Expectations, and the Forward Exchange Rate: Estimates for the Yen--Dollar Rate," Review of International Economics, Wiley Blackwell, vol. 11(1), pages 144-158, February.
    8. Mishkin, Frederic S, 1982. "Does Anticipated Aggregate Demand Policy Matter? Further Econometric Results," American Economic Review, American Economic Association, vol. 72(4), pages 788-802, September.
    9. Abel, Andrew B. & Mishkin, Frederic S., 1983. "An integrated view of tests of rationality, market efficiency and the short-run neutrality of monetary policy," Journal of Monetary Economics, Elsevier, vol. 11(1), pages 3-24.
    10. Christian Saint-Etienne, 1983. "L'offre et la demande de monnaie dans la France de l'entre-deux-guerres (1920-1939)," Revue Économique, Programme National Persée, vol. 34(2), pages 344-367.
    11. Michael R. Darby, 1980. "Unanticipated or Actual Changes in Aggregate Demand Variables: A Cross-Country Analysis," NBER Working Papers 0589, National Bureau of Economic Research, Inc.
    12. Wilfred Amaldoss & Sanjay Jain, 2002. "An Analysis of the Impact of Social Factors on Purchase Behavior," Review of Marketing Science Working Papers 2-1-1021, Berkeley Electronic Press.
    13. Chang, Kuang-Liang, 2011. "The nonlinear effects of expected and unexpected components of monetary policy on the dynamics of REIT returns," Economic Modelling, Elsevier, vol. 28(3), pages 911-920, May.
    14. Waheed, Muhammad, 2009. "Forward rate unbiased hypothesis, risk premium and exchange rate expectations: estimates on Pakistan Rupee-US Dollar," MPRA Paper 33167, University Library of Munich, Germany, revised Jul 2010.

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