Money Illusion and Rational Expectations: New Evidence from Well Known Survey Data
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- Novella Maugeri, 2014. "Some Pitfalls in Smooth Transition Models Estimation: A Monte Carlo Study," Computational Economics, Springer;Society for Computational Economics, vol. 44(3), pages 339-378, October.
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Keywords
; ; ;JEL classification:
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- D84 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Expectations; Speculations
- E31 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Price Level; Inflation; Deflation
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CBA-2011-01-23 (Central Banking)
- NEP-MAC-2011-01-23 (Macroeconomics)
- NEP-MON-2011-01-23 (Monetary Economics)
- NEP-UPT-2011-01-23 (Utility Models and Prospect Theory)
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