Full Information Estimation and Stochastic Simulation of Models with Rational Expectations
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- Fair, Ray C & Taylor, John B, 1990. "Full Information Estimation and Stochastic Simulation of Models with Rational Expectations," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 5(4), pages 381-392, Oct.-Dec..
- Ray C. Fair & John B. Taylor, 1989. "Full Information Estimation and Stochastic Simulation of Models with Rational Expectations," Cowles Foundation Discussion Papers 921, Cowles Foundation for Research in Economics, Yale University.
References listed on IDEAS
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- Ray C. Fair & John B. Taylor, 1980. "Solution and Maximum Likelihood Estimation of Dynamic Nonlinear Rational Expectations Models," Cowles Foundation Discussion Papers 564, Cowles Foundation for Research in Economics, Yale University.
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"Full-information estimates of a nonlinear macroeconometric model,"
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- Ray C. Fair & William R. Parke, 1979. "Full Information Estimates of a Nonlinear Macroeconometric Model," Cowles Foundation Discussion Papers 519, Cowles Foundation for Research in Economics, Yale University.
- Fair, Ray C, 1993. "Testing the Rational Expectations Hypothesis in Macroeconometric Models," Oxford Economic Papers, Oxford University Press, vol. 45(2), pages 169-190, April.
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Citations
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Cited by:
- Fair, Ray C., 2014. "How might a central bank report uncertainty?," Economics Discussion Papers 2014-25, Kiel Institute for the World Economy (IfW).
- Fair, Ray C., 2007. "Testing Price Equations," Kiel Working Papers 1342, Kiel Institute for the World Economy (IfW).
- Dury, Karen & Pina, Alvaro M., 2003.
"Fiscal policy in EMU: simulating the operation of the Stability Pact,"
Journal of Policy Modeling,
Elsevier, vol. 25(2), pages 179-206, February.
- Dury, K. & Pina, A.M., 2000. "Fiscal Policy in EMU: Simulating the Operation of the Stability Pact," Economics Working Papers eco2000/3, European University Institute.
- Barrell, Ray & Pina, Alvaro M., 2004.
"How important are automatic stabilisers in Europe? A stochastic simulation assessment,"
Economic Modelling,
Elsevier, vol. 21(1), pages 1-35, January.
- Barrell, R. & Pina, A.M., 2000. "How Important are Automatic Stabilizers in Europe? A Stochastic Simulation Assessment," Economics Working Papers eco2000/2, European University Institute.
- Pesaran, M. Hashem & Samiei, Hossein, 1995.
"Limited-dependent rational expectations models with future expectations,"
Journal of Economic Dynamics and Control,
Elsevier, vol. 19(8), pages 1325-1353, November.
- Pesaran, M.H. & Samiei, H., 1993. "Limited-Dependaent Rational Expectations Models with Future Expectations," Cambridge Working Papers in Economics 9321, Faculty of Economics, University of Cambridge.
- Le, Vo Phuong Mai & Minford, Patrick, 2007.
"Optimising Indexation Arrangements under Calvo Contracts and their Implications for Monetary Policy,"
CEPR Discussion Papers
6325, C.E.P.R. Discussion Papers.
- Le, Vo Phuong Mai & Minford, Patrick, 2007. "Optimising indexation arrangements under Calvo contracts and their implications for monetary policy," Cardiff Economics Working Papers E2007/7, Cardiff University, Cardiff Business School, Economics Section.
- Fair, Ray C., 2008. "Testing price equations," European Economic Review, Elsevier, vol. 52(8), pages 1424-1437, November.
- Sergio Rey & Guy West & Mark Janikas, 2004.
"Uncertainty in Integrated Regional Models,"
Economic Systems Research,
Taylor & Francis Journals, vol. 16(3), pages 259-277.
- Sergio J. Rey & Guy R. West & Mark V. Janikas, 2004. "Uncertainty in Integrated Regional Models," Urban/Regional 0401001, EconWPA.
- Barrell, Ray & Dury, Karen & Hurst, Ian, 2003. "International monetary policy coordination: an evaluation using a large econometric model," Economic Modelling, Elsevier, vol. 20(3), pages 507-527, May.
- Fair, Ray C., 2014. "How might a central bank report uncertainty?," Economics - The Open-Access, Open-Assessment E-Journal, Kiel Institute for the World Economy (IfW), vol. 8, pages 1-22.
- Ray Fair, 2003.
"Optimal Control and Stochastic Simulation of Large Nonlinear Models with Rational Expectations,"
Computational Economics,
Springer;Society for Computational Economics, vol. 21(3), pages 245-256, June.
- Ray Fair, 2001. "Optimal Control and Stochastic Simulation of Large Nonlinear Models with Rational Expectations," Yale School of Management Working Papers ysm202, Yale School of Management, revised 24 Sep 2001.
- Ray C. Fair, "undated". "How Might a Central Bank Report Uncertainty?," Cowles Foundation Discussion Papers 1943, Cowles Foundation for Research in Economics, Yale University.
- Ray C. Fair, 2000. "Estimated, Calibrated, and Optimal Interest Rate Rules," Cowles Foundation Discussion Papers 1258, Cowles Foundation for Research in Economics, Yale University.
- Ray Fair, 2008. "Estimating Exchange Rate Equations Using Estimated Expectations," Yale School of Management Working Papers amz2499, Yale School of Management.
- Yue Ma & Guy Meredith & Matthew S. Yiu, 2002. "A Currency Board Model of Hong Kong," Working Papers 012002, Hong Kong Institute for Monetary Research.
- Ray Fair, 2008. "Estimating Term Structure Equations Using Macroeconomic Variables," Yale School of Management Working Papers amz2387, Yale School of Management.
- Nerlove, Marc & Fornari, Ilaria, 1998. "Quasi-rational expectations, an alternative to fully rational expectations: An application to US beef cattle supply," Journal of Econometrics, Elsevier, vol. 83(1-2), pages 129-161.
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