Aggregation over Time and the Inverse Optimal Predictor Problem for Adaptive Expectations in Conginuous Time
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- Lars Peter Hansen & Thomas J. Sargent, 1981. "Aggregation over time and the inverse optimal predictor problem for adaptive expectations in continuous time," Staff Report 74, Federal Reserve Bank of Minneapolis.
References listed on IDEAS
- Lars Peter Hansen & Thomas J. Sargent, 1980. "Methods for estimating continuous time Rational Expectations models from discrete time data," Staff Report 59, Federal Reserve Bank of Minneapolis.
- Marc Nerlove, 1967. "Distributed Lags and Unobserved Components in Economic Time Series," Cowles Foundation Discussion Papers 221, Cowles Foundation for Research in Economics, Yale University.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- 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.
- Lars Peter Hansen & Thomas J. Sargent, 1982. "Formulating and estimating continuous time rational expectations models," Staff Report 75, Federal Reserve Bank of Minneapolis.
- Lars Peter Hansen & Thomas J. Sargent & Thomas D. Tallarini, 1999.
"Robust Permanent Income and Pricing,"
Review of Economic Studies,
Oxford University Press, vol. 66(4), pages 873-907.
- Lars Hansen & Thomas Sargent & Thomas Tallarini, "undated". "Robust Permanent Income and Pricing," GSIA Working Papers 1997-51, Carnegie Mellon University, Tepper School of Business.
- Lars Peter Hansen & Thomas J. Sargent & Thomas D. Tallarini Jr., 1997. "Robust Permanent Income and Pricing," Levine's Working Paper Archive 596, David K. Levine.
- repec:sbe:breart:v:17:y:1997:i:2:a:2867 is not listed on IDEAS
- Mercenier, Jean & Michel, Philippe, 2001.
"Temporal aggregation in a multi-sector economy with endogenous growth,"
Journal of Economic Dynamics and Control,
Elsevier, vol. 25(8), pages 1179-1191, August.
- Mercenier, J. & Michel, P., 1995. "Temporal Aggregation in a Multi-Sector Economy with Endogenous Growth," Cahiers de recherche 9540, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Mercenier, J. & Michel, P., 1995. "Temporal Aggregation in a Multi-Sector Economy with Endogenous Growth," Cahiers de recherche 9540, Universite de Montreal, Departement de sciences economiques.
- Jean Mercenier & Philippe Michel, 1995. "Temporal aggregation in a multi-sector economy with endogenous growth," Working Papers 554, Federal Reserve Bank of Minneapolis.
- Bansal, Ravi & Kiku, Dana & Yaron, Amir, 2016. "Risks for the long run: Estimation with time aggregation," Journal of Monetary Economics, Elsevier, vol. 82(C), pages 52-69.
- Christiano, Lawrence J. & Eichenbaum, Martin, 1987.
"Temporal aggregation and structural inference in macroeconomics,"
Carnegie-Rochester Conference Series on Public Policy,
Elsevier, vol. 26(1), pages 63-130, January.
- Lawrence J. Christiano & Martin S. Eichenbaum, 1986. "Temporal Aggregation and Structural Inference in Macroeconomics," NBER Technical Working Papers 0060, National Bureau of Economic Research, Inc.
- Lawrence J. Christiano & Martin Eichenbaum, 1987. "Temporal aggregation and structural inference in macroeconomics," Working Papers 306, Federal Reserve Bank of Minneapolis.
- Lawrence J. Christiano, 1981. "Rational expectations, hyperinflation, and the demand for money," Working Papers 163, Federal Reserve Bank of Minneapolis.
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