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Limited-dependent rational expectations models with stochastic thresholds
Pesaran, M. Hashem - In: Economics letters 51 (1996) 3, pp. 267-276
Persistent link: https://www.econbiz.de/10001200994
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Real-time rational expectations and indeterminacy
Shea, Paul - In: Economics letters 99 (2008) 3, pp. 530-533
Persistent link: https://www.econbiz.de/10003726241
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Sequentially complete markets remain incomplete
Drèze, Jacques H.; Herings, P. Jean-Jacques - In: Economics letters 100 (2008) 3, pp. 445-447
Persistent link: https://www.econbiz.de/10003768872
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Are more risk averse agents more optimistic?
Jouini, Elyès; Napp, Clotilde - In: Economics letters 101 (2008) 1, pp. 73-76
Persistent link: https://www.econbiz.de/10003787497
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Liability and information transmission : the advantage of negligence based rules
Feess, Eberhard; Wohlschlegel, Ansgar - In: Economics letters 92 (2006) 1, pp. 63-67
Persistent link: https://www.econbiz.de/10003336509
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On the dynamic implications of news shocks
Fève, Patrick; Matheron, Julien; Sahuc, Jean-Guillaume - In: Economics letters 102 (2009) 2, pp. 96-98
Persistent link: https://www.econbiz.de/10003818354
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Is the market price of risk infinite?
Cogley, Timothy - In: Economics letters 102 (2009) 1, pp. 13-16
Persistent link: https://www.econbiz.de/10003822143
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Overstatement and rational market expectation
Kwon, Illoong; Yeo, Eunjung - In: Economics letters 104 (2009) 1, pp. 9-12
Persistent link: https://www.econbiz.de/10003870515
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Another weakness of "determinacy" as a selection criterion for rational expectations models
Cho, Seonghoon; McCallum, Bennett T. - In: Economics letters 104 (2009) 1, pp. 17-19
Persistent link: https://www.econbiz.de/10003870525
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Small-sample inference in rational expectations models with persistent data
Li, Hong - In: Economics letters 95 (2007) 2, pp. 203-210
Persistent link: https://www.econbiz.de/10003460417