IDEAS home Printed from https://ideas.repec.org/r/cwl/cwldpp/459.html
   My bibliography  Save this item

An Analysis of a Macroeconometric Model with Rational Expectationsin the Bond and Stock Markets

Citations

Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
as


Cited by:

  1. Murphy, C W, 1988. "An Overview of the Murphy Model," Australian Economic Papers, Wiley Blackwell, vol. 27(0), pages 175-199, Supplemen.
  2. Wen-Qi Duan, 2012. "Modelling the Evolution of National Economies Based on Input–Output Networks," Computational Economics, Springer;Society for Computational Economics, vol. 39(2), pages 145-155, February.
  3. Lahti, Ari & Virén, Matti, 1989. "The Finnish rational expectations QMED model : estimation, dynamic properties and policy results," Research Discussion Papers 23/1989, Bank of Finland.
  4. Fabio Bacchini & Cristina Brandimarte & Piero Crivelli & Roberta De Santis & Marco Fioramanti & Alessandro Girardi & Roberto Golinelli & Cecilia Jona-Lasinio & Massimo Mancini & Carmine Pappalardo & D, 2013. "Building the core of the Istat system of models for forecasting the Italian economy: MeMo-It," Rivista di statistica ufficiale, ISTAT - Italian National Institute of Statistics - (Rome, ITALY), vol. 15(1), pages 17-45.
  5. Peter B. Dixon & K.R. Pearson & Mark R. Picton & Maureen T. Rimmer, 2002. "Rational Expectations for Large Models: A Practical Algorithm and a Policy Application," Centre of Policy Studies/IMPACT Centre Working Papers ip-81, Victoria University, Centre of Policy Studies/IMPACT Centre.
  6. John B. Taylor, 1982. "The role of expectations in the choice of monetary policy," Proceedings - Economic Policy Symposium - Jackson Hole, Federal Reserve Bank of Kansas City, pages 47-95.
  7. Lahti, Ari & Virén, Matti, 1988. "Rational expectations in a macromodel: Some comparative analyses with Finnish data," Bank of Finland Research Discussion Papers 5/1988, Bank of Finland.
  8. Ray C. Fair, 1984. "Effect of Expected Future Government Deficits on Current Economic Activity," NBER Working Papers 1293, National Bureau of Economic Research, Inc.
  9. Kia, Amir, 2010. "Overnight monetary policy in the United States: Active or interest-rate smoothing?," Journal of Macroeconomics, Elsevier, vol. 32(1), pages 378-391, March.
  10. Mehar, Ayub, 2006. "Flow of portfolio investment among the Muslim countries: modelling and possibilities," MPRA Paper 18592, University Library of Munich, Germany, revised 07 Jun 2007.
  11. repec:zbw:bofrdp:1988_005 is not listed on IDEAS
  12. N. Gregory Mankiw & Lawrence H. Summers, 1984. "Are Tax Cuts Really Expansionary?," NBER Working Papers 1443, National Bureau of Economic Research, Inc.
  13. Ray C. Fair, 1984. "The Use of Expected Future Variables in Macroeconometric Models," NBER Working Papers 1445, National Bureau of Economic Research, Inc.
  14. Garratt, Anthony & Hall, Stephen G., 1997. "E-equilibria and adaptive expectations: Output and inflation in the LBS model," Journal of Economic Dynamics and Control, Elsevier, vol. 21(7), pages 1149-1171, June.
  15. David Lipton & James M. Poterba & Jeffrey Sachs & Lawrence H. Summers, 1983. "Multiple Shooting in Rational Expectations Models," NBER Technical Working Papers 0003, National Bureau of Economic Research, Inc.
  16. Lall B. Ramrattan, 1999. "The Decline of Rental Completions in the U. S. Housing Market: 1970–1994," The American Economist, Sage Publications, vol. 43(1), pages 35-46, March.
  17. repec:zbw:bofrdp:1989_023 is not listed on IDEAS
  18. Cappelen, Adne, 1996. "Testing macroeconometric models : Ray C. Fair, (Harvard University Press, Cambridge, MA, 1994) ISBN 0-674-87503-6," Journal of Economic Dynamics and Control, Elsevier, vol. 20(9-10), pages 1809-1813.
  19. Lahti, Ari & Virén, Matti, 1989. "The Finnish rational expectations QMED model: estimation, dynamic properties and policy results," Bank of Finland Research Discussion Papers 23/1989, Bank of Finland.
  20. Peter McAdam, 1998. "A Pedagogical Note on the Long Run of Macro Economic Models," Studies in Economics 9807, School of Economics, University of Kent.
  21. Kim, Kun Ho, 2011. "Density forecasting through disaggregation," International Journal of Forecasting, Elsevier, vol. 27(2), pages 394-412.
  22. Dixon, Peter B. & Pearson, K.R. & Picton, Mark R. & Rimmer, Maureen T., 2005. "Rational expectations for large CGE models: A practical algorithm and a policy application," Economic Modelling, Elsevier, vol. 22(6), pages 1001-1019, December.
  23. Lahti, Ari & Virén, Matti, 1988. "Rational expectations in a macromodel : Some comparative analyses with Finnish data," Research Discussion Papers 5/1988, Bank of Finland.
  24. T. A. Wilson, 1985. "Lessons of Resession," Canadian Journal of Economics, Canadian Economics Association, vol. 18(4), pages 693-722, November.
  25. Kim, Kun Ho, 2011. "Density forecasting through disaggregation," International Journal of Forecasting, Elsevier, vol. 27(2), pages 394-412, April.
  26. Ayub, Mehar, 2000. "Stock market consequences of macro economic fundamentals," MPRA Paper 442, University Library of Munich, Germany, revised 2001.
  27. Paul A. Anderson, 1978. "Rational expectations forecasts from nonrational models," Staff Report 19, Federal Reserve Bank of Minneapolis.
IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.