Similar Search Results

Multivariate Linear Rational Expectations Models: Characterisation of the Nature of the Solutions and Their Fully Recursive Computation.

Binder, M.; Pesaran, H. - Faculty of Economics, University of Cambridge - 1996

In this paper, we analyze a general multivariate linear rational expectations model. …

Persistent link: https://www.econbiz.de/10005783737

A Discrete-Time Version of Target Zone Models with Jumps.

Pesaran, H.M.; Ruge-Murcia, F.J. - Faculty of Economics, University of Cambridge - 1995

Persistent link: https://www.econbiz.de/10005783803

ESTIMATING LIMITED-DEPENDENCE RATIONAL EXOECTATIONS MODELS.

PESARAN, M.H.; SAMIEI, H. - Faculty of Economics, University of Cambridge - 1990

Persistent link: https://www.econbiz.de/10005272592

Expectations Fromation and Business Cycle Fluctuations : An Empirical Analysis of Actual and Expected Output in UK Manufacturing, 1975-1993.

Lee, K. - Faculty of Economics, University of Cambridge - 1995

Persistent link: https://www.econbiz.de/10005274287

Decision-Making in the Presence of Heterogeneous Information and Social Interactions.

Binder, M.; Pesaran, M.H. - Faculty of Economics, University of Cambridge - 1995

Persistent link: https://www.econbiz.de/10005207829

Anticipated Fiscal Policy and Adaptive Learning

Evans, G.W.; Honkapohja, S.; Mitra, K. - Faculty of Economics, University of Cambridge - 2007

We consider the impact of anticipated policy changes when agents form expectations using adaptive learning rather than … rational expectations. To model this we assume that agents combine limited structural knowledge with a standard adaptive …-up there are important deviations from both rational expectations and purely adaptive learning. Our approach could be applied …

Persistent link: https://www.econbiz.de/10005113861

Cointegration and Direct Tests of the Rational Expectations Hypothesis.

McAleer, M.; McKenzie, C.R.; Pesaren, M.H. - Faculty of Economics, University of Cambridge - 1993

Persistent link: https://www.econbiz.de/10005647464

EXPECTATIONS IN ECONOMICS.

PESARAN, M.H. - Faculty of Economics, University of Cambridge - 1990

Persistent link: https://www.econbiz.de/10005647506

On Technological Expectations.

Kapur, S. - Faculty of Economics, University of Cambridge - 1992

Persistent link: https://www.econbiz.de/10005664017