Rational expectations models and the aliasing phenomenon

This paper shows how the cross-equation restrictions delivered by the hypothesis of rational expectations can serve to solve the aliasing identification problem. It is shown how the rational expectations restrictions uniquely identify the parameters of a continuous time model from statistics of discrete time models.

MoreLess

Year of publication:	1980
Authors:	Hansen, Lars Peter ; Sargent, Thomas J.
Institutions:	Federal Reserve Bank of Minneapolis

freely available

Full text |

More access options

www.minneapolisfed.org

Check Google Scholar

In German libraries (KVK)

I need help

More details

Extent:	application/pdf
Series:	Staff Report.
Type of publication:	Book / Working Paper
Notes:	Number 60
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005498475