A note on Muth's rational expectations hypothesis: A time-varying coefficient interpretation

Macroeconomic Dynamics

Volumn 10, Issue 3, 2006, Pages 415-425

  Swamy, P A V B ^a   Tavlas, George S ^b  

^a United States Department of Labor   (United States)

^b BANK OF GREECE   (Greece)

Author keywords

Model Misspecification; Muth's Definition; Rational Expectation; Stochastic Coefficient Model

Indexed keywords

EID: 33646358521     PISSN: 13651005     EISSN: 14698056     Source Type: Journal    
DOI: 10.1017/s1365100506050267     Document Type: Review

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