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Author : Tom Engsted
Publisher :
ISBN 13 :
Total Pages : 0 pages
Book Rating : 4.:/5 (247 download)
Download or read book Measures of Fit for Rational Expectations Models written by Tom Engsted and published by . This book was released on 1999 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Tom Engsted
Publisher :
ISBN 13 :
Total Pages : 58 pages
Book Rating : 4.:/5 (476 download)
Download or read book Measures of Fit for Rational Expectations written by Tom Engsted and published by . This book was released on 1999 with total page 58 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Frederic S. Mishkin
Publisher : University of Chicago Press
ISBN 13 : 0226531929
Total Pages : 184 pages
Book Rating : 4.2/5 (265 download)
Download or read book A Rational Expectations Approach to Macroeconometrics written by Frederic S. Mishkin and published by University of Chicago Press. This book was released on 2007-11-01 with total page 184 pages. Available in PDF, EPUB and Kindle. Book excerpt: A Rational Expectations Approach to Macroeconometrics pursues a rational expectations approach to the estimation of a class of models widely discussed in the macroeconomics and finance literature: those which emphasize the effects from unanticipated, rather than anticipated, movements in variables. In this volume, Fredrick S. Mishkin first theoretically develops and discusses a unified econometric treatment of these models and then shows how to estimate them with an annotated computer program.
Author : Mark W. Watson
Publisher :
ISBN 13 :
Total Pages : 68 pages
Book Rating : 4.3/5 ( download)
Download or read book Measures of Fit for Calibrated Models written by Mark W. Watson and published by . This book was released on 1991 with total page 68 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Charles H. Whiteman
Publisher : U of Minnesota Press
ISBN 13 : 1452907935
Total Pages : 151 pages
Book Rating : 4.4/5 (529 download)
Download or read book Linear Rational Expectations Models written by Charles H. Whiteman and published by U of Minnesota Press. This book was released on 1984 with total page 151 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Steven M. Sheffrin
Publisher : Cambridge University Press
ISBN 13 : 9780521479394
Total Pages : 204 pages
Book Rating : 4.4/5 (793 download)
Download or read book Rational Expectations written by Steven M. Sheffrin and published by Cambridge University Press. This book was released on 1996-06-13 with total page 204 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book develops the idea of rational expectations and surveys its use in economics today.
Author : Emanuel Manolikakis
Publisher :
ISBN 13 :
Total Pages : 278 pages
Book Rating : 4.:/5 (615 download)
Download or read book Direct Measures of Expectations in Testing the Rational Expectations Hypothesis written by Emanuel Manolikakis and published by . This book was released on 1988 with total page 278 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Olaf van 't Veer
Publisher :
ISBN 13 :
Total Pages : 60 pages
Book Rating : 4.3/5 ( download)
Download or read book Solving Large Scale Normalised Rational Expectations Models written by Olaf van 't Veer and published by . This book was released on 2006 with total page 60 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Avner Offer
Publisher : Princeton University Press
ISBN 13 : 0691196311
Total Pages : 344 pages
Book Rating : 4.6/5 (911 download)
Download or read book The Nobel Factor written by Avner Offer and published by Princeton University Press. This book was released on 2019-11-19 with total page 344 pages. Available in PDF, EPUB and Kindle. Book excerpt: How the creation of the Nobel Prize in Economics changed the economics profession, Sweden, and the world Our confidence in markets comes from economics, and our confidence in economics is underpinned by the Nobel Prize in Economics, which was first awarded in 1969. Was it a coincidence that the prize and the rise of free-market liberalism began at the same time? The Nobel Factor is the first book to describe the origins and power of the most important prize in economics. It tells how the prize, created by the Swedish central bank, emerged from a conflict between central bank orthodoxy and Sweden's social democracy. The aim was to use the halo of the Nobel brand to influence the future of Sweden and the rest of the developed world by enhancing the bank's authority and the prestige of market-friendly economics. And the strategy has worked spectacularly—with sometimes disastrous results for societies striving to cope with the requirements of economic theory and deregulated markets. Drawing on previously untapped archives and providing a unique analysis of the sway of prizewinners, The Nobel Factor offers an unprecedented account of the real-world consequences of economics and its greatest prize.
Author : Fabio Canova
Publisher : Princeton University Press
ISBN 13 : 140084102X
Total Pages : 509 pages
Book Rating : 4.4/5 (8 download)
Download or read book Methods for Applied Macroeconomic Research written by Fabio Canova and published by Princeton University Press. This book was released on 2011-09-19 with total page 509 pages. Available in PDF, EPUB and Kindle. Book excerpt: The last twenty years have witnessed tremendous advances in the mathematical, statistical, and computational tools available to applied macroeconomists. This rapidly evolving field has redefined how researchers test models and validate theories. Yet until now there has been no textbook that unites the latest methods and bridges the divide between theoretical and applied work. Fabio Canova brings together dynamic equilibrium theory, data analysis, and advanced econometric and computational methods to provide the first comprehensive set of techniques for use by academic economists as well as professional macroeconomists in banking and finance, industry, and government. This graduate-level textbook is for readers knowledgeable in modern macroeconomic theory, econometrics, and computational programming using RATS, MATLAB, or Gauss. Inevitably a modern treatment of such a complex topic requires a quantitative perspective, a solid dynamic theory background, and the development of empirical and numerical methods--which is where Canova's book differs from typical graduate textbooks in macroeconomics and econometrics. Rather than list a series of estimators and their properties, Canova starts from a class of DSGE models, finds an approximate linear representation for the decision rules, and describes methods needed to estimate their parameters, examining their fit to the data. The book is complete with numerous examples and exercises. Today's economic analysts need a strong foundation in both theory and application. Methods for Applied Macroeconomic Research offers the essential tools for the next generation of macroeconomists.
Author : Albert Marcet
Publisher :
ISBN 13 :
Total Pages : 118 pages
Book Rating : 4.:/5 (4 download)
Download or read book Solving Nonlinear Rational Expectations Models by Parameterized Expectations written by Albert Marcet and published by . This book was released on 1994 with total page 118 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Graham Keith Shaw
Publisher :
ISBN 13 :
Total Pages : 150 pages
Book Rating : 4.3/5 (91 download)
Download or read book Rational Expectations written by Graham Keith Shaw and published by . This book was released on 1984 with total page 150 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Charles H. Whiteman
Publisher :
ISBN 13 : 9780608007977
Total Pages : 149 pages
Book Rating : 4.0/5 (79 download)
Download or read book Linear Rational Expectations Models written by Charles H. Whiteman and published by . This book was released on 1983-01-01 with total page 149 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Roger Guesnerie
Publisher : MIT Press
ISBN 13 : 9780262262903
Total Pages : 498 pages
Book Rating : 4.2/5 (629 download)
Download or read book Assessing Rational Expectations 2 written by Roger Guesnerie and published by MIT Press. This book was released on 2005-02-18 with total page 498 pages. Available in PDF, EPUB and Kindle. Book excerpt: A theoretical assessment of the Rational Expectations Hypothesis through subjecting a collection of economic models to an "eductive stability" test. The rational expectations hypothesis (REH) dominates economic modeling in areas ranging from monetary theory, macroeconomics, and general equilibrium to finance. In this book, Roger Guesnerie continues the critical analysis of the REH begun in his Assessing Rational Expectations: Sunspot Multiplicity and Economic Fluctuations, which dealt with the questions raised by multiplicity and its implications for a theory of endogenous fluctuations. This second volume emphasizes "eductive" learning: relying on careful reasoning, agents must deduce what other agents guess, a process that differs from the standard evolutionary learning experience in which agents make decisions about the future based on past experiences. A broad "eductive" stability test is proposed that includes common knowledge and results in a unique "rationalizable expectations equilibrium." This test provides the basis for Guesnerie's theoretical assessment of the plausibility of the REH's expectational coordination, emphasizing, for different categories of economic models, conditions for the REH's success or failure. Guesnerie begins by presenting the concepts and methods of the eductive stability analysis in selected partial equilibrium models. He then explores to what extent general equilibrium strategic complementarities interfere with partial equilibrium considerations in the formation of stable expectations. Guesnerie next examines two issues relating to eductive stability in financial market models, speculation and asymmetric price information. The dynamic settings of an infinite horizon model are then taken up, and particular standard and generalized saddle-path solutions are scrutinized. Guesnerie concludes with a review of general questions and some "cautious" remarks on the policy implications of his analysis.
Author : Laurence Broze
Publisher :
ISBN 13 : 9780415269070
Total Pages : 120 pages
Book Rating : 4.2/5 (69 download)
Download or read book Reduced Forms of Rational Expectations Models written by Laurence Broze and published by . This book was released on 2001 with total page 120 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : John Duffy
Publisher : Emerald Group Publishing
ISBN 13 : 1784411949
Total Pages : 320 pages
Book Rating : 4.7/5 (844 download)
Download or read book Experiments in Macroeconomics written by John Duffy and published by Emerald Group Publishing. This book was released on 2014-11-14 with total page 320 pages. Available in PDF, EPUB and Kindle. Book excerpt: Volume 17 entitled 'Experiments in Macroeconomics', of the Research in Experimental Economics Book Series is the first-ever collection by leading researchers in the field of laboratory studies aimed at understanding macroeconomic phenomena.
Author : Bennett T. McCallum
Publisher :
ISBN 13 :
Total Pages : 66 pages
Book Rating : 4.3/5 (9 download)
Download or read book On Non-uniqueness in Rational Expectations Models written by Bennett T. McCallum and published by . This book was released on 1981 with total page 66 pages. Available in PDF, EPUB and Kindle. Book excerpt: Many macroeconomic models involving rational expect at ions give rise to an infinity of solution paths, even when the models are linear in all variables. Some writers have suggested that this non-uniqueness constitutes a serious weakness for the rational expectations hypothesis. One purpose of the present paper is to argue that the non-uniqueness in question is not properly attributable to the rationality hypothesis but, instead, is a general feature of dynamic models involving expectations. It is also argued that there typically exists, in a very wide class of linear rational expectations models, a single solution that excludes "bubble" or "bootstrap" effects ones that occur only because they are arbitrarily expected to occur. A systematic procedure for obtaining solutions free from such effects is introduced and discussed. In addition, this procedure is used to interpret and reconsider several prominent examples with solution multiplicities, including ones developed by Fischer Black and John B. Taylor. [Resumen de autor]
