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Volumn 8, Issue 2 SPEC. ISS., 2005, Pages 480-497

Knowing the forecasts of others

Author keywords

Forecasting the forecasts of others; Higher order beliefs; Kalman filter; Pooling equilibrium; Recursive methods

Indexed keywords


EID: 16244365207     PISSN: 10942025     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.red.2004.10.011     Document Type: Article
Times cited : (15)

References (11)
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    • Beauty contests, bubbles, and iterated expectations in asset markets
    • Mimeo
    • Allen F. Morris S. Shin H.S. 2002 Beauty contests, bubbles, and iterated expectations in asset markets. Mimeo
    • (2002)
    • Allen, F.1    Morris, S.2    Shin, H.S.3
  • 2
    • 70350221872 scopus 로고    scopus 로고
    • Mechanics of forming and estimating dynamic linear economies
    • H.M. Amman D.A. Kendrick J. Rust (Eds.) Elsevier Science/North-Holland
    • E. Anderson L.P. Hansen E.R. McGrattan T.J. Sargent Mechanics of forming and estimating dynamic linear economies In: H.M. Amman D.A. Kendrick J. Rust (Eds.) Handbook of computational economics 1996 Elsevier Science/ North-Holland 171-252
    • (1996) Handbook of Computational Economics , pp. 171-252
    • Anderson, E.1    Hansen, L.P.2    McGrattan, E.R.3    Sargent, T.J.4
  • 3
    • 0034288384 scopus 로고    scopus 로고
    • Forecasting the forecasts of others in the frequency domain
    • K. Kasa Forecasting the forecasts of others in the frequency domain Review of Economic Dynamics 3 2000 726-756
    • (2000) Review of Economic Dynamics , vol.3 , pp. 726-756
    • Kasa, K.1
  • 4
    • 80052036526 scopus 로고
    • An equilibrium model of the business cycle
    • E.R. Lucas Jr. An equilibrium model of the business cycle Journal of Political Economy 83 1975 1113-1144
    • (1975) Journal of Political Economy , vol.83 , pp. 1113-1144
    • Lucas Jr., E.R.1
  • 6
    • 0037764160 scopus 로고
    • Rational Expectations Models with Private Information
    • J. Pearlman D. Currie P. Levine Rational Expectations Models with Private Information Economic Modelling 3 2 1986 90-105
    • (1986) Economic Modelling , vol.3 , Issue.2 , pp. 90-105
    • Pearlman, J.1    Currie, D.2    Levine, P.3
  • 8
    • 0003122972 scopus 로고
    • Equilibrium with signal extraction from endogenous variables
    • T.J. Sargent Equilibrium with signal extraction from endogenous variables Journal of Economic Dynamics and Control 15 1991 245-273
    • (1991) Journal of Economic Dynamics and Control , vol.15 , pp. 245-273
    • Sargent, T.J.1
  • 9
    • 0000215065 scopus 로고
    • Asset prices in a time-series model with disparately informed competitive traders
    • W.A. Barnett K.J. Singleton (Eds.) Cambridge Univ. Press
    • K.J. Singleton Asset prices in a time-series model with disparately informed competitive traders In: W.A. Barnett K.J. Singleton (Eds.) New Approaches to Monetary Economics 1987 Cambridge Univ. Press
    • (1987) New Approaches to Monetary Economics
    • Singleton, K.J.1
  • 10
  • 11
    • 0013085429 scopus 로고    scopus 로고
    • Imperfect common knowledge and the effects of monetary policy
    • Mimeo
    • Woodford M. 2001 Imperfect common knowledge and the effects of monetary policy. Mimeo
    • (2001)
    • Woodford, M.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.