Formulating and estimating dynamic linear rational expectations models

Journal of Economic Dynamics and Control

Volumn 2, Issue C, 1980, Pages 7-46

  Hansen, Lars Peter ^a   Sargent, Thomas J ^b  

^a CARNEGIE MELLON UNIVERSITY   (United States)

^b UNIVERSITY OF MINNESOTA   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0010942106     PISSN: 01651889     EISSN: None     Source Type: Journal    
DOI: 10.1016/0165-1889(80)90049-4     Document Type: Article

References (46)

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4. Investigating causal relations by econometric models and cross-spectral methods
5. Stochastic implications of the life cycle-permanent income hypothesis Theory and evidence
6. Linear rational expectations models for dynamically interrelated variables
7. The estimation of partial adjustment models with rational expectations
8. Econometric testing of the natural rate hypothesis
9. Econometric policy evaluation: A critique
10. Investment under uncertainty
11. After Keynesian macroeconomics
12. Rational expectations and the natural rate hypothesis some consistent estimates
13. Computation of the exact likelihood function of multivariate moving average models
14. Asymptotic relative efficiency analysis of certain tests of independence in structural systems
15. Testing of the rational expectations hypothesis
16. The strong consistency of maximum likelihood estimators for ARMA processes
17. The demand for money during hyperinflations under rational expectations: II
18. The demand for money during hyperinflations under rational expectations I
19. Rational expectations econometric exogeneity and consumption
20. Estimation of dynamic labor demand schedules under rational expectations
21. Business cycle modeling without pretending to have too much a priori economic theory
22. Rational expectations and the structure of interest rates
23. Money, income and causality
24. Macroeconomics and reality
25. Estimation and control of a macroeconomic model with rational expectations
26. The estimation of parameters in multivariate time series models
27. A nonrecursive algebraic solution for the discrete Riccati equation
28. Econometric implications of the rational expectations hypothesis
29. Alternative tests of independence between stochastic regressors and disturbances