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Some exact and inexact linear rational expectation models in vector autoregressive models

Swensen, Anders Rygh - In: Economics letters 123 (2014) 2, pp. 216-219

Persistent link: https://www.econbiz.de/10010400289

On a numerical and graphical technique for evaluating : some models involving rational expectations

Johansen, Søren; Swensen, Anders Rygh - 2009

Persistent link: https://www.econbiz.de/10003836319

On a numerical and graphical technique for evaluating some models involving rational expectations

Johansen, Søren; Swensen, Anders Rygh - 2009

Persistent link: https://www.econbiz.de/10003849547

Exact rational expectations, cointegration, and reduced rank regression

Johansen, Søren (contributor); … - 2007

Persistent link: https://www.econbiz.de/10003586055

Interpreting the evidence for New Keynesian models of inflation dynamics

Nymoen, Ragnar; Swensen, Anders Rygh; Tveter, Eivind - 2011 - Publisert 21. sep. 2011 17:28 - Sist endret 21. sep. 2011 17:29

We present a framework for interpretation of the empirical results of New Keynesian models of inflation dynamics. Both the rational expectations solution of the structural New Keynesian Phillips curve, NKPC, and the reduced form VAR analysis of the multivariate time series properties give...

Persistent link: https://www.econbiz.de/10009301212

Interpreting the evidence for New Keynesian models of inflation dynamics

Nymoen, Ragnar; Swensen, Anders Rygh; Tveter, Eivind - In: Journal of macroeconomics 34 (2012) 2, pp. 253-263

Persistent link: https://www.econbiz.de/10009689463

On a graphical technique for evaluating some rational expectations models

Johansen, Søren; Swensen, Anders Rygh - In: Journal of time series econometrics 3 (2011) 1, pp. 1-27

Persistent link: https://www.econbiz.de/10009623575

More on testing exact rational expectations in cointegrated vector autoregressive models : restricted constant and linear term

Johansen, Søren; Swensen, Anders Rygh - In: The econometrics journal 7 (2004) 2, pp. 389-397

Persistent link: https://www.econbiz.de/10002463476

Testing exact rational expectations in cointegrated vector autoregressive models

Johansen, Søren; Swensen, Anders Rygh - In: Journal of econometrics 93 (1999) 1, pp. 73-91

Persistent link: https://www.econbiz.de/10001406640

Adjustment coefficients and exact rational expectations in cointegrated vector autoregressive models

Johansen, Søren; Swensen, Anders Rygh - 2021

Persistent link: https://www.econbiz.de/10012620761