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Rational expectations and the reconstruction of macroeconomics

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  • Thomas J. Sargent

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  • Thomas J. Sargent, 1980. "Rational expectations and the reconstruction of macroeconomics," Quarterly Review, Federal Reserve Bank of Minneapolis, vol. 4(Sum).
    • Handle: RePEc:fip:fedmqr:y:1980:i:sum:n:v.4no.3:x:3
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    References listed on IDEAS

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    1. Hansen, Lars Peter & Sargent, Thomas J., 1980. "Formulating and estimating dynamic linear rational expectations models," Journal of Economic Dynamics and Control, Elsevier, vol. 2(1), pages 7-46, May.
    2. Robert B. Litterman, 1979. "Techniques of forecasting using vector autoregressions," Working Papers 115, Federal Reserve Bank of Minneapolis.
    3. Sims, Christopher A, 1980. "Macroeconomics and Reality," Econometrica, Econometric Society, vol. 48(1), pages 1-48, January.
    4. Lucas, Robert Jr, 1976. "Econometric policy evaluation: A critique," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 1(1), pages 19-46, January.
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    Cited by:

    1. Thomas J. Sargent, 1982. "The Ends of Four Big Inflations," NBER Chapters, in: Inflation: Causes and Effects, pages 41-98, National Bureau of Economic Research, Inc.
    2. Duo Qin, 2006. "VAR Modelling Approach and Cowles Commission Heritage," Working Papers 557, Queen Mary University of London, School of Economics and Finance.
    3. Thomas H. Turner & Charles H. Whiteman, 1981. "Econometric policy evaluation under rational expectations," Quarterly Review, Federal Reserve Bank of Minneapolis, vol. 5(Spr / Sum).
    4. Thraen, Cameron S., 1982. "Rational Expectations and Agricultural Policy: An Econometric Application to the U.S. Dairy Economy," 1982 Annual Meeting, August 1-4, Logan, Utah 279141, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    5. Keith Sill, 1999. "Forecasts, indicators and monetary policy," Business Review, Federal Reserve Bank of Philadelphia, issue May, pages 3-14.
    6. Carola Binder & Rupal Kamdar, 2022. "Expected and Realized Inflation in Historical Perspective," Journal of Economic Perspectives, American Economic Association, vol. 36(3), pages 131-156, Summer.
    7. Enrique Martinez-Garcia, 2016. "Finite-Order VAR Representation of Linear Rational Expectations Models: With Some Lessons for Monetary Policy," Globalization Institute Working Papers 285, Federal Reserve Bank of Dallas.
    8. John H. Kareken, 1981. "Deregulating commercial banks: the watchword should be caution," Quarterly Review, Federal Reserve Bank of Minneapolis, vol. 5(Spr / Sum).

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