Full Information Estimation and Stochastic Simulation of Models with Rational Expectations
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- Ray C. Fair & John B. Taylor, 1989. "Full Information Estimation and Stochastic Simulation of Models with Rational Expectations," Cowles Foundation Discussion Papers 921, Cowles Foundation for Research in Economics, Yale University.
- Ray C. Fair & John B. Taylor, 1991. "Full Information Estimation and Stochastic Simulation of Models with Rational Expectations," NBER Technical Working Papers 0078, National Bureau of Economic Research, Inc.
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- Ray C. Fair & John B. Taylor, 1980. "Solution and Maximum Likelihood Estimation of Dynamic Nonlinear RationalExpectations Models," NBER Technical Working Papers 0005, National Bureau of Economic Research, Inc.
- Ray C. Fair & John B. Taylor, 1980. "Solution and Maximum Likelihood Estimation of Dynamic Nonlinear Rational Expectations Models," Cowles Foundation Discussion Papers 564, Cowles Foundation for Research in Economics, Yale University.
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Citations
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- Barrell, Ray & Pina, Alvaro M., 2004.
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- Barrell, R. & Pina, A.M., 2000. "How Important are Automatic Stabilizers in Europe? A Stochastic Simulation Assessment," Economics Working Papers eco2000/2, European University Institute.
- Ray Barrell, 2002. "How Important are Automatic Stabilisers in Europe? A Stochastic Simulation Assessment," National Institute of Economic and Social Research (NIESR) Discussion Papers 196, National Institute of Economic and Social Research.
- Minford, Patrick & Le, Vo Phuong Mai, 2007.
"Optimising Indexation Arrangements under Calvo Contracts and their Implications for Monetary Policy,"
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- Le, Vo Phuong Mai & Minford, Patrick, 2007. "Optimising indexation arrangements under Calvo contracts and their implications for monetary policy," Cardiff Economics Working Papers E2007/7, Cardiff University, Cardiff Business School, Economics Section.
- Fair, Ray C., 2008. "Testing price equations," European Economic Review, Elsevier, vol. 52(8), pages 1424-1437, November.
- Sergio Rey & Guy West & Mark Janikas, 2004.
"Uncertainty in Integrated Regional Models,"
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- Sergio J. Rey & Guy R. West & Mark V. Janikas, 2004. "Uncertainty in Integrated Regional Models," Urban/Regional 0401001, University Library of Munich, Germany.
- Ray Fair, 2008. "Estimating Term Structure Equations Using Macroeconomic Variables," Yale School of Management Working Papers amz2387, Yale School of Management.
- Fair, Ray C., 2014. "How might a central bank report uncertainty?," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 8, pages 1-22.
- Ray C. Fair, "undated". "How Might a Central Bank Report Uncertainty"," Cowles Foundation Discussion Papers 1943, Cowles Foundation for Research in Economics, Yale University.
- Ray C. Fair, 2000. "Estimated, Calibrated, and Optimal Interest Rate Rules," Cowles Foundation Discussion Papers 1258, Cowles Foundation for Research in Economics, Yale University.
- Ray Fair, 2008. "Estimating Exchange Rate Equations Using Estimated Expectations," Yale School of Management Working Papers amz2499, Yale School of Management.
- Yue Ma & Guy Meredith & Matthew S. Yiu, 2002. "A Currency Board Model of Hong Kong," Working Papers 012002, Hong Kong Institute for Monetary Research.
- Ray Fair, 2008. "Estimating Term Structure Equations Using Macroeconomic Variables," Yale School of Management Working Papers amz2387, Yale School of Management.
- Nerlove, Marc & Fornari, Ilaria, 1998. "Quasi-rational expectations, an alternative to fully rational expectations: An application to US beef cattle supply," Journal of Econometrics, Elsevier, vol. 83(1-2), pages 129-161.
- Fair, Ray C., 2014. "How might a central bank report uncertainty?," Economics Discussion Papers 2014-25, Kiel Institute for the World Economy (IfW Kiel).
- Fair, Ray C., 2007. "Testing Price Equations," Kiel Working Papers 1342, Kiel Institute for the World Economy (IfW Kiel).
- Dury, Karen & Pina, Alvaro M., 2003.
"Fiscal policy in EMU: simulating the operation of the Stability Pact,"
Journal of Policy Modeling, Elsevier, vol. 25(2), pages 179-206, February.
- Dury, K. & Pina, A.M., 2000. "Fiscal Policy in EMU: Simulating the Operation of the Stability Pact," Economics Working Papers eco2000/3, European University Institute.
- Pesaran, M. Hashem & Samiei, Hossein, 1995.
"Limited-dependent rational expectations models with future expectations,"
Journal of Economic Dynamics and Control, Elsevier, vol. 19(8), pages 1325-1353, November.
- Pesaran, M.H. & Samiei, H., 1993. "Limited-Dependaent Rational Expectations Models with Future Expectations," Cambridge Working Papers in Economics 9321, Faculty of Economics, University of Cambridge.
- Ray Fair, 2001. "Optimal Control and Stochastic Simulation of Large Nonlinear Models with Rational Expectations," Yale School of Management Working Papers ysm202, Yale School of Management, revised 24 Sep 2001.
- Ray Fair, 2008. "Estimating Exchange Rate Equations Using Estimated Expectations," Yale School of Management Working Papers amz2499, Yale School of Management.
- Ray C. Fair, 2012. "How Should the Fed Report Uncertainty"," Cowles Foundation Discussion Papers 1864, Cowles Foundation for Research in Economics, Yale University.
- Barrell, Ray & Dury, Karen & Hurst, Ian, 2003. "International monetary policy coordination: an evaluation using a large econometric model," Economic Modelling, Elsevier, vol. 20(3), pages 507-527, May.
- Ray Fair, 2003.
"Optimal Control and Stochastic Simulation of Large Nonlinear Models with Rational Expectations,"
Computational Economics, Springer;Society for Computational Economics, vol. 21(3), pages 245-256, June.
- Ray Fair, 2001. "Optimal Control and Stochastic Simulation of Large Nonlinear Models with Rational Expectations," Yale School of Management Working Papers ysm202, Yale School of Management, revised 24 Sep 2001.
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