Exact linear rational expectations models: specification and estimation

This paper describes how to specify and estimate rational expectations models in which there are exact linear relationships among variables and expectations of variables that the econometrician observes.

MoreLess

Year of publication:	1981
Authors:	Hansen, Lars Peter ; Sargent, Thomas J.
Institutions:	Federal Reserve Bank of Minneapolis

More details

Extent:	application/pdf
Series:	Staff Report.
Type of publication:	Book / Working Paper
Notes:	Number 71
Source:	RePEc - Research Papers in Economics

Persistent link: https://ebvufind01.dmz1.zbw.eu/10005498527