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Seasonality and portfolio balance under rational expectations

Author

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  • Rusdu Saracoglu
  • Thomas J. Sargent

Abstract

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Suggested Citation

  • Rusdu Saracoglu & Thomas J. Sargent, 1976. "Seasonality and portfolio balance under rational expectations," Working Papers 58, Federal Reserve Bank of Minneapolis.
    • Handle: RePEc:fip:fedmwp:58
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    References listed on IDEAS

    as
    1. Sargent, Thomas J & Wallace, Neil, 1973. "The Stability of Models of Money and Growth with Perfect Foresight," Econometrica, Econometric Society, vol. 41(6), pages 1043-1048, November.
    2. Sims, Christopher A, 1972. "Money, Income, and Causality," American Economic Review, American Economic Association, vol. 62(4), pages 540-552, September.
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    Citations

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    Cited by:

    1. Alan S. Blinder & Douglas Holtz-Eakin, 1986. "Inventory Fluctuations in the United States since 1929," NBER Chapters, in: The American Business Cycle: Continuity and Change, pages 183-236, National Bureau of Economic Research, Inc.
    2. Lars Peter Hansen & Thomas J. Sargent, 1982. "Formulating and estimating continuous time rational expectations models," Staff Report 75, Federal Reserve Bank of Minneapolis.
    3. Lars Peter Hansen, 2007. "Beliefs, Doubts and Learning: Valuing Economic Risk," NBER Working Papers 12948, National Bureau of Economic Research, Inc.
    4. Hui Chen & Winston Wei Dou & Leonid Kogan, 2024. "Measuring “Dark Matter” in Asset Pricing Models," Journal of Finance, American Finance Association, vol. 79(2), pages 843-902, April.
    5. Thomas J. Sargent & Neil Wallace, 1985. "Identification and estimation of a model of hyperinflation with a continuum of \"sunspot\" equilibrium," Working Papers 280, Federal Reserve Bank of Minneapolis.
    6. Fabio Canova, 2010. "EconomicDynamics Interviews Fabio Canova on the Estimation of Business Cycle Models," EconomicDynamics Newsletter, Review of Economic Dynamics, vol. 11(2), April.

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    Keywords

    Portfolio management;

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