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Rational Expectations and Econometric Practice
Language: en
Pages: 335
Authors: Robert E. Lucas
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Type: BOOK - Published: 1988 - Publisher: U of Minnesota Press

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Assumptions about how people form expectations for the future shape the properties of any dynamic economic model. To make economic decisions in an uncertain env
Rational Expectations and Econometric Practice
Language: en
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Authors: Thomas J. Sargent
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Type: BOOK - Published: 1984 - Publisher:

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Rational Expectations and Econometric Practice
Language: en
Pages: 689
Authors: Robert E. Lucas (Jr.)
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Rational Expectations Econometrics
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Authors: Lars Peter Hansen
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Type: BOOK - Published: 2019-09-05 - Publisher: CRC Press

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At the core of the rational expectations revolution is the insight that economic policy does not operate independently of economic agents' knowledge of that pol
The Econometric Analysis of Non-Uniqueness in Rational Expectations Models
Language: en
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Type: BOOK - Published: 2014-06-28 - Publisher: Elsevier

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This book is devoted to the econometric analysis of linear multivariate rational expectation models. It shows that the interpretation of multiplicity in terms o