Aggregation over time and the inverse optimal predictor problem for adaptive expectations in continuous time

Lars Peter Hansen and Thomas J. Sargent

"This paper describes the continuous time stochastic process for money and inflation under which Cagan's adaptive expectations model is optimal. It then analyzes how data formed by sampling money and prices at discrete points in time would behave"--Federal Reserve Bank of Minneapolis web site

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Year of publication:	1981
Authors:	Hansen, Lars Peter ; Sargent, Thomas J.
Publisher:	Minneapolis, Minn. : Federal Reserve Bank of Minneapolis
Subject:	Geld und Währung \| Inflation \| Erwartung \| Preis \| Theorie \| Theory \| Aggregation \| Adaptive Erwartungen \| Adaptive expectations

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Extent:	26, [5] Bl 4°
Series:	Staff report ; 74
Type of publication:	Book / Working Paper
Language:	English
Notes:	Literaturangaben
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10000082982