Reduced Forms of Rational Expectations Models
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- Willem H. Buiter, 1979. "Feedback and the Use of Current Information: The Use of General Linear Policy Rules in Rational Expectations Models," NBER Working Papers 0335, National Bureau of Economic Research, Inc.
- Canzoneri, Matthew B., 1983.
"Rational destabilizing speculation and exchange intervention policy,"
Journal of Macroeconomics,
Elsevier, vol. 5(1), pages 75-90.
- Matthew B. Canzoneri, 1979. "Rational destabilizing speculation and exchange intervention policy," International Finance Discussion Papers 157, Board of Governors of the Federal Reserve System (U.S.).
- Marco M. Sorge, 2013.
"A Note on Information Flows and Identification of News Shocks Models,"
Journal of Economics and Econometrics,
Economics and Econometrics Society, vol. 56(1), pages 28-38.
- Marco M. Sorge, 2013. "A Note on Information Flows and Identification of News Shocks Models," EERI Research Paper Series EERI RP 2013/08, Economics and Econometrics Research Institute (EERI), Brussels.
- 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.
- Walsh, Carl E, 1984. "Interest Rate Volatility and Monetary Policy," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 16(2), pages 133-150, May.
- McCallum, Bennett T., 1983.
"On non-uniqueness in rational expectations models : An attempt at perspective,"
Journal of Monetary Economics,
Elsevier, vol. 11(2), pages 139-168.
- Bennett T. McCallum, 1981. "On Non-Uniqueness in Rational Expectations Models: An Attempt at Perspective," NBER Working Papers 0684, National Bureau of Economic Research, Inc.
- Jesús Ruiz, 2002. "Una nota metodológica acerca de aplicaciones del filtro de Kalman a las calibraciones en modelos de ciclo real," Investigaciones Economicas, Fundación SEPI, vol. 26(1), pages 35-57, January.
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