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Heterogeneous beliefs and tests of present value models

Kasa, Kenneth; Walker, Todd B.; Whiteman, Charles H. - In: The review of economic studies 81 (2014) 3, pp. 1137-1163

Persistent link: https://www.econbiz.de/10010485954

Extensions of the Hansen-Sargent prediction formulars to sampled and aggregated data

Kasa, Kenneth - In: Economics letters 35 (1991) 3, pp. 291-295

Persistent link: https://www.econbiz.de/10001102354

Testing present value models of the current account : a cautionary note

Kasa, Kenneth - In: Journal of international money and finance 22 (2003) 4, pp. 557-569

Persistent link: https://www.econbiz.de/10001770590

[Rezension von: Hansen, Lars Peter, ..., Rational expectations econometrics]

Whiteman, Charles H. - In: Journal of economic literature 30 (1992) 3, pp. 1509-1511

Persistent link: https://www.econbiz.de/10001345361

Spectral utility, Wiener-Hopf techniques, and rational expectations

Whiteman, Charles H. - In: Journal of economic dynamics & control 9 (1985) 2, pp. 225-240

Persistent link: https://www.econbiz.de/10001010207

Learning, large deviations, and recurrent currency crises

Kasa, Kenneth - In: International economic review 45 (2004) 1, pp. 141-174

Persistent link: https://www.econbiz.de/10001919349

Learning, Large Deviations, and Recurrent Currency Crises

Kasa, Kenneth - 2004

This article studies a version of Obstfeld's (Journal of International Economics 43 (1997), 61-77) "escape clause" model. The model is calibrated to produce three rational expectations equilibria. Two of these equilibria are E-stable and one is unstable. Dynamics are introduced by assuming that...

Persistent link: https://www.econbiz.de/10014073011

The observable implications of self-fulfilling expectations

Hamilton, James D. - In: Journal of monetary economics 16 (1985) 3, pp. 353-373

Persistent link: https://www.econbiz.de/10001021875

Analytical policy design under rational expectations

Whiteman, Charles H. - In: Econometrica : journal of the Econometric Society, an … 54 (1986) 6, pp. 1387-1405

Persistent link: https://www.econbiz.de/10001014367

Fishery regulation under rational expectations and costly dynamic adjustment

Rosenman, Robert E. - In: Natural resource modeling : the official journal of the … 1 (1987) 2, pp. 297-320

Persistent link: https://www.econbiz.de/10001141282