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An Analysis of a Macroeconometric Model with Rational Expectationsin the Bond and Stock Markets

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  • Ray C. Fair, 1977. "An Analysis of a Macroeconometric Model with Rational Expectationsin the Bond and Stock Markets," Cowles Foundation Discussion Papers 459, Cowles Foundation for Research in Economics, Yale University.
  • Handle: RePEc:cwl:cwldpp:459
    Note: CFP 490.
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    Cited by:

    1. Murphy, C W, 1988. "An Overview of the Murphy Model," Australian Economic Papers, Wiley Blackwell, vol. 27(0), pages 175-199, Supplemen.
    2. David Lipton & James M. Poterba & Jeffrey Sachs & Lawrence H. Summers, 1983. "Multiple Shooting in Rational Expectations Models," NBER Technical Working Papers 0003, National Bureau of Economic Research, Inc.
    3. Fabio Bacchini & Cristina Brandimarte & Piero Crivelli & Roberta De Santis & Marco Fioramanti & Alessandro Girardi & Roberto Golinelli & Cecilia Jona-Lasinio & Massimo Mancini & Carmine Pappalardo & D, 2013. "Building the core of the Istat system of models for forecasting the Italian economy: MeMo-It," Rivista di statistica ufficiale, ISTAT - Italian National Institute of Statistics - (Rome, ITALY), vol. 15(1), pages 17-45.
    4. Peter McAdam, 1998. "A Pedagogical Note on the Long Run of Macro Economic Models," Studies in Economics 9807, School of Economics, University of Kent.
    5. Kim, Kun Ho, 2011. "Density forecasting through disaggregation," International Journal of Forecasting, Elsevier, vol. 27(2), pages 394-412.
    6. Ray C. Fair, 1984. "The Use of Expected Future Variables in Macroeconometric Models," Cowles Foundation Discussion Papers 718, Cowles Foundation for Research in Economics, Yale University.
    7. Peter B. Dixon & K.R. Pearson & Mark R. Picton & Maureen T. Rimmer, 2002. "Rational Expectations for Large Models: A Practical Algorithm and a Policy Application," Centre of Policy Studies/IMPACT Centre Working Papers ip-81, Victoria University, Centre of Policy Studies/IMPACT Centre.
    8. Ray C. Fair, 1984. "Effect of Expected Future Government Deficits on Current Economic Activity," NBER Working Papers 1293, National Bureau of Economic Research, Inc.
    9. Mehar, Ayub, 2006. "Flow of portfolio investment among the Muslim countries: modelling and possibilities," MPRA Paper 18592, University Library of Munich, Germany, revised 07 Jun 2007.
    10. Ayub, Mehar, 2000. "Stock market consequences of macro economic fundamentals," MPRA Paper 442, University Library of Munich, Germany, revised 2001.
    11. N. Gregory Mankiw & Lawrence H. Summers, 1984. "Are Tax Cuts Really Expansionary?," NBER Working Papers 1443, National Bureau of Economic Research, Inc.
    12. Paul A. Anderson, 1978. "Rational expectations forecasts from nonrational models," Staff Report 19, Federal Reserve Bank of Minneapolis.

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