Showing 1 - 10 of 89
Persistent link: https://www.econbiz.de/10001717878
Persistent link: https://www.econbiz.de/10008779667
Persistent link: https://www.econbiz.de/10009012697
Persistent link: https://www.econbiz.de/10003765439
I apply the Johansen and Swensen (1999, 2004) method of testing exact rational expectations within the cointegrated VAR (Vector Auto-Regressive) model, to testing the New Keynesian (NK) model. This method permits the testing of rational expectation systems, while allowing for non-stationary...
Persistent link: https://www.econbiz.de/10003732137
Persistent link: https://www.econbiz.de/10003595592
Persistent link: https://www.econbiz.de/10003651121
I apply the Johansen and Swensen (1999, 2004) method of testing exact rational expectations within the cointegrated VAR (Vector Auto-Regressive) model, to testing the New Keynesian (NK) model. This method permits the testing of rational expectation systems, while allowing for non-stationary...
Persistent link: https://www.econbiz.de/10003702411
Persistent link: https://www.econbiz.de/10011960723
Persistent link: https://www.econbiz.de/10011960767