General Equilibrium Macroeconomic Models and Superior Information
We present and assess a procedure to evaluate dynamic, stochastic, general equilibrium macroeconomic models when agents in the economy use an information set superior to that used by researchers. Cette étude présente et documente une procédure d'évaluation de modèles macroéconomiques stochastiques d'équilibre général dynamique où les agents économiques possèdent un ensemble d'information supérieur à celui utilisé par les chercheurs.
|Date of creation:||Jun 2000|
|Contact details of provider:|| Postal: P.O. Box 8888, Downtown Station, Montreal (Canada) Quebec, H3C 3P8|
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Web page: http://ideas.uqam.ca/CREFE/
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References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Lucas, Robert E, Jr, 1978. "Asset Prices in an Exchange Economy," Econometrica, Econometric Society, vol. 46(6), pages 1429-1445, November.
- Campbell, John Y & Shiller, Robert J, 1987.
"Cointegration and Tests of Present Value Models,"
Journal of Political Economy,
University of Chicago Press, vol. 95(5), pages 1062-1088, October.
- John Y. Campbell & Robert J. Shiller, 1986. "Cointegration and Tests of Present Value Models," Cowles Foundation Discussion Papers 785, Cowles Foundation for Research in Economics, Yale University.
- Campbell, John & Shiller, Robert, 1987. "Cointegration and Tests of Present Value Models," Scholarly Articles 3122490, Harvard University Department of Economics.
- John Y. Campbell & Robert J. Shiller, 1986. "Cointegration and Tests of Present Value Models," NBER Working Papers 1885, National Bureau of Economic Research, Inc.
- King, Robert G. & Plosser, Charles I. & Rebelo, Sergio T., 1988. "Production, growth and business cycles : I. The basic neoclassical model," Journal of Monetary Economics, Elsevier, vol. 21(2-3), pages 195-232.
- John Campbell & Angus Deaton, 1989.
"Why is Consumption So Smooth?,"
Review of Economic Studies,
Oxford University Press, vol. 56(3), pages 357-373.
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