Estimating a nonlinear rational expectations commodity price model with unobservable state variables
Year of publication: |
1995
|
---|---|
Authors: | Deaton, Angus |
Other Persons: | Laroque, Guy (contributor) |
Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 633941-4. - Vol. 10.1995, p. 9-40
|
Subject: | Rohstoffmarkt | Commodity market | Rationale Erwartung | Rational expectations | Mikroökonometrie | Microeconometrics | Theorie | Theory |
-
Jappelli, Tullio, (2008)
-
Modelling expectations formation in primary commodity markets
Gilbert, Christopher L., (1989)
-
The rational expectations hypothesis in models of primary commodity prices
Gilbert, Christopher L., (1990)
- More ...
-
On The Behavior of Commodity Prices
Deaton, Angus, (1990)
-
A model of commodity prices after Sir Arthur Lewis
Deaton, Angus, (2002)
-
Housing, land prices, and the link between growth and saving
Deaton, Angus, (1999)
- More ...