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Terminal conditions as a means of ensuring unique solutions for rational expectations models with forward expectations

Minford, Patrick; Matthews, Kent; Marwaha, Satwant - In: Economics Letters 4 (1979) 2, pp. 117-120

Persistent link: https://www.econbiz.de/10005296230

The classical supply hypothesis and the observational equivalence of Classical and Keynesian models

Minford, Patrick; Peel, David - In: Economics Letters 4 (1979) 3, pp. 229-233

Persistent link: https://www.econbiz.de/10005296485

Simulating stock returns under switching regimes - A new test of market efficiency

Meenagh, David; Minford, Patrick; Peel, David - In: Economics Letters 94 (2007) 2, pp. 235-239

Persistent link: https://www.econbiz.de/10005257667

Ruling out unstable equilibria in New Keynesian models

Minford, Patrick; Srinivasan, Naveen - In: Economics Letters 112 (2011) 3, pp. 247-249

The Taylor rule is an incomplete description of monetary policy within a New Keynesian model. The NK model should be formulated with a money demand function and also embody a terminal condition on inflation explicitly designed to stop bubbles.

Persistent link: https://www.econbiz.de/10009249596

Dynamic predictive tests of a model under adaptive and rational expectations

Minford, Patrick; Ioannidis, Christos; Marwaha, Satwant - In: Economics Letters 11 (1983) 1-2, pp. 115-121

Persistent link: https://www.econbiz.de/10005175141

Are interest rate regressions evidence for a Taylor rule?

Minford, Patrick; Perugini, Francesco; Srinivasan, Naveen - In: Economics Letters 76 (2002) 1, pp. 145-150

Persistent link: https://www.econbiz.de/10005270403