Linear identification of linear rational-expectations models by exogenous variables reconciles Lucas and Sims
Year of publication: |
November 2022
|
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Authors: | Zadrozny, Peter A. |
Publisher: |
Munich, Germany : CESifo |
Subject: | cross-equation restrictions of rational expectations | factorization of matrix polynomials | reconciliation of Lucas’s advocacy of rational-expectations modelling and policy predictions and Sims’s advocacy of VAR modelling | Rationale Erwartung | Rational expectations | VAR-Modell | VAR model | Prognoseverfahren | Forecasting model | Schätztheorie | Estimation theory | Neue klassische Makroökonomik | New classical macroeconomics |
Extent: | 1 Online-Ressource (circa 45 Seiten) |
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Series: | CESifo working papers. - München : [Verlag nicht ermittelbar], ISSN 2364-1428, ZDB-ID 2065232-X. - Vol. 10078 (2022) |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
Language: | English |
Other identifiers: | hdl:10419/279149 [Handle] |
Classification: | C32 - Time-Series Models ; C43 - Index Numbers and Aggregation ; C53 - Forecasting and Other Model Applications ; C63 - Computational Techniques |
Source: | ECONIS - Online Catalogue of the ZBW |
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