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Factor analysis in a model with rational expectations
Beyer, Andreas; Farmer, Roger E. A.; Henry, Jérôme; … - 2007
Persistent link: https://www.econbiz.de/10003556311
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Factor analysis in a New-Keynesian model
Beyer, Andreas; Farmer, Roger E. A.; Henry, Jérôme; … - 2005
New-Keynesian models are characterized by the presence of expectations as explanatory variables. To use these models for policy evaluation, the econometrician must estimate the parameters of expectation terms. Standard estimation methods have several drawbacks, including possible lack of...
Persistent link: https://www.econbiz.de/10003057153
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Factor analysis in a model with rational expectations
Beyer, Andreas; Farmer, Roger E. A.; Henry, Jérôme; … - In: The econometrics journal 11 (2008) 2, pp. 271-286
Persistent link: https://www.econbiz.de/10003750795
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Factor Analysis in a New-Keynesian Model
Beyer, Andreas; Farmer, Roger E. A.; Henry, Jérôme; … - 2005
New-Keynesian models are characterized by the presence of expectations as explanatory variables. To use these models for policy evaluation, the econometrician must estimate the parameters of expectation terms. Standard estimation methods have several drawbacks, including possible lack of...
Persistent link: https://www.econbiz.de/10013424677
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Factor analysis in a New-Keynesian model
Beyer, Andreas; Farmer, Roger E. A.; Henry, Jérôme; … - 2005
New-Keynesian models are characterized by the presence of expectations as explanatory variables. To use these models for policy evaluation, the econometrician must estimate the parameters of expectation terms. Standard estimation methods have several drawbacks, including possible lack of...
Persistent link: https://www.econbiz.de/10011604556
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Factor analysis in a model with rational expectations
Beyer, Andreas; Farmer, Roger E. A.; Henry, Jérôme; … - In: Econometrics Journal 11 (2008) 2, pp. 271-286
DSGE models are characterized by the presence of expectations as explanatory variables. To use these models for policy evaluation, the econometrician must estimate the parameters of expectation terms. Standard estimation methods have several drawbacks, including possible lack or weakness of...
Persistent link: https://www.econbiz.de/10005607092
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Factor analysis in a New-Keynesian model
Beyer, Andreas; Farmer, Roger E. A.; Henry, Jérôme; … - European Central Bank - 2005
New-Keynesian models are characterized by the presence of expectations as explanatory variables. To use these models for policy evaluation, the econometrician must estimate the parameters of expectation terms. Standard estimation methods have several drawbacks, including possible lack of...
Persistent link: https://www.econbiz.de/10005222400
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Factor Analysis in a Model with Rational Expectations
Beyer, Andreas; Farmer, Roger E. A.; Marcellino, … - National Bureau of Economic Research (NBER) - 2007
DSGE models are characterized by the presence of expectations as explanatory variables. To use these models for policy evaluation, the econometrician must estimate the parameters of expectation terms. Standard estimation methods have several drawbacks, including possible lack or weakness of...
Persistent link: https://www.econbiz.de/10005088799
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Factor Analysis in a New-Keynesian Model
Beyer, Andreas; Farmer, Roger E A; Henry, Jérôme; … - C.E.P.R. Discussion Papers - 2005
New-Keynesian models are characterized by the presence of expectations as explanatory variables. To use these models for policy evaluation, the econometrician must estimate the parameters of expectation terms. Standard estimation methods have several drawbacks, including possible lack of...
Persistent link: https://www.econbiz.de/10005662376
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Factor analysis in a model with rational expectations
Beyer, Andreas; Farmer, Rogere A.; Henry, Jérôme; … - In: The econometrics journal 11 (2008) 2, pp. 271-286
Persistent link: https://www.econbiz.de/10008077662