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An Analysis of a Macro-Econometric Model with Rational Expectations in the Bond and Stock Markets
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Cited by:
- Murphy, C W, 1988. "An Overview of the Murphy Model," Australian Economic Papers, Wiley Blackwell, vol. 27(0), pages 175-199, Supplemen.
- 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.
- 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.
- 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.
- 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.
- Dixon, Peter B. & Pearson, K.R. & Picton, Mark R. & Rimmer, Maureen T., 2003. "Rational Expectations for Large Models: a Practical Algorithm and a Policy Application," Conference papers 331106, Purdue University, Center for Global Trade Analysis, Global Trade Analysis Project.
- 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.
- John B. Taylor, 1982. "The Role of Expectations in the Choice of Monetary Policy," NBER Working Papers 1044, National Bureau of Economic Research, Inc.
- 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.
- Ray C. Fair, 1984.
"Effect of Expected Future Government Deficits on Current Economic Activity,"
NBER Working Papers
1293, National Bureau of Economic Research, Inc.
- Ray C. Fair, 1984. "Effects of Expected Future Government Deficits on Current Economic Activity," Cowles Foundation Discussion Papers 693, Cowles Foundation for Research in Economics, Yale University.
- 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.
- 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.
- repec:zbw:bofrdp:1988_005 is not listed on IDEAS
- N. Gregory Mankiw & Lawrence H. Summers, 1984. "Are Tax Cuts Really Expansionary?," NBER Working Papers 1443, National Bureau of Economic Research, Inc.
- Ray C. Fair, 1984.
"The Use of Expected Future Variables in Macroeconometric Models,"
NBER Working Papers
1445, National Bureau of Economic Research, Inc.
- Ray C. Fair, 1984. "The Use of Expected Future Variables in Macroeconometric Models," Cowles Foundation Discussion Papers 718, Cowles Foundation for Research in Economics, Yale University.
- 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.
- 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.
- 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.
- repec:zbw:bofrdp:1989_023 is not listed on IDEAS
- 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.
- 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.
- Peter McAdam, 1998. "A Pedagogical Note on the Long Run of Macro Economic Models," Studies in Economics 9807, School of Economics, University of Kent.
- Kim, Kun Ho, 2011. "Density forecasting through disaggregation," International Journal of Forecasting, Elsevier, vol. 27(2), pages 394-412.
- 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.
- Lahti, Ari & Virén, Matti, 1988. "Rational expectations in a macromodel : Some comparative analyses with Finnish data," Research Discussion Papers 5/1988, Bank of Finland.
- T. A. Wilson, 1985. "Lessons of Resession," Canadian Journal of Economics, Canadian Economics Association, vol. 18(4), pages 693-722, November.
- Kim, Kun Ho, 2011. "Density forecasting through disaggregation," International Journal of Forecasting, Elsevier, vol. 27(2), pages 394-412, April.
- Ayub, Mehar, 2000. "Stock market consequences of macro economic fundamentals," MPRA Paper 442, University Library of Munich, Germany, revised 2001.
- Paul A. Anderson, 1978. "Rational expectations forecasts from nonrational models," Staff Report 19, Federal Reserve Bank of Minneapolis.