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  • Search: subject:"Imperfect Knowledge Expectations"
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Year of publication
Subject
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CVAR approach 1 Dahlem report 1 Imperfect Knowledge Expectations 1 Reality-first 1 Theory-first 1 economic crisis 1 exchange rates 1 forward-premium anomaly 1 imperfect knowledge expectations 1 instability 1 non-stationary data 1 risk premium 1
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Online availability
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Free 2
Type of publication
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Book / Working Paper 2
Language
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English 2
Author
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Frydman, Roman 1 Goldberg, Michael D. 1 Juselius, Katarina 1
Institution
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Økonomisk Institut, Københavns Universitet 2
Published in...
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Discussion Papers / Økonomisk Institut, Københavns Universitet 2
Source
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RePEc 2
Showing 1 - 2 of 2
Cover Image
Time to reject the privileging of economic theory over empirical evidence? A Reply to Lawson (2009)
Juselius, Katarina - Økonomisk Institut, Københavns Universitet - 2009
The present financial and economic crisis has revealed a systemic failure of academic economics and emphasized the need to re-think how to model economic phenomena. Lawson (2009) seems concerned that critics of standard models now will fill academic journals with contributions that make the same...
Persistent link: https://www.econbiz.de/10005082655
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Cover Image
Imperfect Knowledge, Temporal Instability and an Uncertainty Premium: Towards a Resolution of the Excess-Returns Puzzle in the Foreign Exchange Market.
Frydman, Roman; Goldberg, Michael D. - Økonomisk Institut, Københavns Universitet - 2002
to modeling exchange rate expectations, dubbed Imperfect Knowledge Expectations (IKE), which recognizes that rational …
Persistent link: https://www.econbiz.de/10005749601
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