Read Books Online and Download eBooks, EPub, PDF, Mobi, Kindle, Text Full Free.
Download Linear Rational Expectations Models full books in PDF, epub, and Kindle. Read online Linear Rational Expectations Models ebook anywhere anytime directly on your device. Fast Download speed and no annoying ads. We cannot guarantee that every ebooks is available!
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 : 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 : L. Broze
Publisher : Routledge
ISBN 13 : 1136457739
Total Pages : 134 pages
Book Rating : 4.1/5 (364 download)
Download or read book Reduced Forms of Rational Expectations Models written by L. Broze and published by Routledge. This book was released on 2013-06-17 with total page 134 pages. Available in PDF, EPUB and Kindle. Book excerpt: A comprehensive exposition of rational expectations models is provided here, working up from simple univariate models to more sophisticated multivariate and non-linear models.
Author : Lars Peter Hansen
Publisher : CRC Press
ISBN 13 : 1000308960
Total Pages : 294 pages
Book Rating : 4.0/5 (3 download)
Download or read book Rational Expectations Econometrics written by Lars Peter Hansen and published by CRC Press. This book was released on 2019-09-05 with total page 294 pages. Available in PDF, EPUB and Kindle. Book excerpt: At the core of the rational expectations revolution is the insight that economic policy does not operate independently of economic agents' knowledge of that policy and their expectations of the effects of that policy. This means that there are very complicated feedback relationships existing between policy and the behaviour of economic agents, and these relationships pose very difficult problems in econometrics when one tries to exploit the rational expectations insight in formal economic modelling. This volume consists of work by two rational expectations pioneers dealing with the "nuts and bolts" problems of modelling the complications introduced by rational expectations. Each paper deals with aspects of the problem of making inferences about parameters of a dynamic economic model on the basis of time series observations. Each exploits restrictions on an econometric model imposed by the hypothesis that agents within the model have rational expectations.
Author : L. Broze
Publisher :
ISBN 13 :
Total Pages : 55 pages
Book Rating : 4.:/5 (715 download)
Download or read book Solutions of Dynamic Linear Rational Expectations Models written by L. Broze and published by . This book was released on 1984 with total page 55 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Jae Won Lee
Publisher :
ISBN 13 :
Total Pages : 0 pages
Book Rating : 4.:/5 (138 download)
Download or read book Solving Reduced-form Linear Rational Expectations Models written by Jae Won Lee and published by . This book was released on 2020 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Michael Mussa
Publisher :
ISBN 13 :
Total Pages : 38 pages
Book Rating : 4.3/5 (9 download)
Download or read book Economically Sensible Solutions for Linear Rational Expectations Models with Forward and Backward Looking Dynamic Processes written by Michael Mussa and published by . This book was released on 1984 with total page 38 pages. Available in PDF, EPUB and Kindle. Book excerpt: Using variants of a modified version of Dornbusch's model of price level and exchange rate dynamics, it is demonstrated that satisfaction of the formal condition for existence of a unigue non-explosive solution of a linear rational expectations model with forward and backward looking dynamic processes (equality of the number of stable roots with the number of independent backward looking processes) does not guarantee the economic sensibility of this solution, even if one accepts the usual arguments for excluding "speculative babbles" from the solutions of such models. Moreover, satisfaction of the formal condition for existence of an infinity of non-explosive solutions for such rational expectations models (more stable roots than independent backward looking processes) does not assure that any of these solutions is economically sensible.
Download or read book Solving Linear Rational Expectations Models with Lagged Expectations Quickly and Easily written by and published by . This book was released on 2007 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: A solution method is derived in this paper for solving a system of linear rational-expectations equation with lagged expectations (e.g., models incorporating sticky information) using the method of undetermined coefficients for the infinite MA representation. The method applies a combination of a Generalized Schur Decomposition familiar elsewhere in the literature and a simple system of linear equations when lagged expectations are present to the infinite MA representation. Execution is faster, applicability more general, and use more straight-forward than with existing algorithms. Current methods of truncating lagged expectations are shown to not generally be innocuous and the use of such methods are rendered obsolete by the tremendous gains in computational efficiency of the method here which allows for a solution to floating-point accuracy in a fraction of the time required by standard methods. The associated computational application of the method provides impulse responses to anticipated and unanticipated innovations, simulations, and frequency-domain and simulated moments. -- Lagged expectations ; linear rational expectations models; block tridiagonal ; Generalized Schur Form ; QZ decomposition ; LAPACK
Author : Adam Cagliarini
Publisher :
ISBN 13 :
Total Pages : 24 pages
Book Rating : 4.:/5 (31 download)
Download or read book Solving Linear Rational Expectations Models with Predictable Structural Changes written by Adam Cagliarini and published by . This book was released on 2008 with total page 24 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Michael K. Salemi
Publisher :
ISBN 13 :
Total Pages : 23 pages
Book Rating : 4.:/5 (254 download)
Download or read book Solution and Estimation of Linear Rational Expectations Models written by Michael K. Salemi and published by . This book was released on 1983 with total page 23 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Majid M. al- Sadoon
Publisher :
ISBN 13 :
Total Pages : pages
Book Rating : 4.:/5 (116 download)
Download or read book The Identification Problem for Linear Rational Expectations Models written by Majid M. al- Sadoon and published by . This book was released on 2019 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Lars Peter Hansen
Publisher :
ISBN 13 :
Total Pages : 0 pages
Book Rating : 4.:/5 (216 download)
Download or read book Exact Linear Rational Expectations Models written by Lars Peter Hansen and published by . This book was released on 1981 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Michael K. Salemi
Publisher :
ISBN 13 :
Total Pages : pages
Book Rating : 4.:/5 (535 download)
Download or read book Saddlepath Solutions for Multivariate Linear Rational Expectations Models written by Michael K. Salemi and published by . This book was released on 1990 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Computing Sunspots in Linear Rational Expectations Models written by and published by . This book was released on 2001 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book The Linear Systems Approach to Linear Rational Expectations Models written by and published by . This book was released on 2016 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : François Bianchi
Publisher :
ISBN 13 :
Total Pages : pages
Book Rating : 4.:/5 (11 download)
Download or read book A Generalized Approach to Indeterminacy in Linear Rational Expectations Models written by François Bianchi and published by . This book was released on 2019 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Gary A. Anderson
Publisher :
ISBN 13 :
Total Pages : 62 pages
Book Rating : 4.E/5 ( download)
Download or read book Solving Linear Rational Expectations Models written by Gary A. Anderson and published by . This book was released on 2006 with total page 62 pages. Available in PDF, EPUB and Kindle. Book excerpt:
