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UCLA, Trinity College (Cambridge)

  • Costly Adjustment Under Rational Expectations: A Generalization

    (M. Hashem Pesaran)

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    No abstract is available for this item.

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    File URL: http://www.econ.ucla.edu/workingpapers/wp480.pdf
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    Paper provided by UCLA Department of Economics in its series UCLA Economics Working Papers with number 480.

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    Date of creation: 01 May 1988
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    Handle: RePEc:cla:uclawp:480
    Contact details of provider: Web page: http://www.econ.ucla.edu/

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    1. Pesaran, M Hashem & Pierse, Richard G & Kumar, Mohan S, 1989. "Econometric Analysis of Aggregation in the Context of Linear Prediction Models," Econometrica, Econometric Society, vol. 57(4), pages 861-88, July.
    2. Broze, Laurence & Gourieroux Christian & Szafarz A, 1984. "Solutions of dynamic linear rational expectations models," CEPREMAP Working Papers (Couverture Orange) 8421, CEPREMAP.
    3. Kennan, John, 1979. "The Estimation of Partial Adjustment Models with Rational Expectations," Econometrica, Econometric Society, vol. 47(6), pages 1441-55, November.
    4. White, Halbert, 1980. "A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity," Econometrica, Econometric Society, vol. 48(4), pages 817-38, May.
    5. Smyth, David J, 1984. "Short-Run Employment Functions When the Speed of Adjustment Depends on the Unemployment Rate," The Review of Economics and Statistics, MIT Press, vol. 66(1), pages 138-42, February.
    6. Thomas J. Sargent, 1978. "Estimation of dynamic labor demand schedules under rational expectations," Staff Report 27, Federal Reserve Bank of Minneapolis.
    7. Nickell, Stephen, 1984. "An Investigation of the Determinants of Manufacturing Employment in the United Kingdom," Review of Economic Studies, Wiley Blackwell, vol. 51(4), pages 529-57, October.
    8. repec:cup:etheor:v:11:y:1995:i:2:p:229-57 is not listed on IDEAS
    9. Broze, L. & Gourieroux, C. & Szafarz, A., 1985. "Solutions of Linear Rational Expectations Models," Econometric Theory, Cambridge University Press, vol. 1(03), pages 341-368, December.
    10. Ouliaris, Sam & Corbae, Dean, 1985. "The demand for money : A variable adjustment model," Economics Letters, Elsevier, vol. 18(2-3), pages 197-200.
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