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A new approach for estimating and testing the linear quadratic adjustment cost model under rational expextations and I(1) variables
Fanelli, Luca - In: Journal of economic dynamics & control 26 (2002) 1, pp. 117-139
Persistent link: https://www.econbiz.de/10001617129
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Assets, beliefs, and equilibria in economic dynamics : essays in honor of Mordecai Kurz ; [presented in a special symposium co-hosted by the Stanford University Department of Econo...
Aliprantis, Charalambos D. (ed.); Kurz, Mordecai (honouree) - 2004
Persistent link: https://www.econbiz.de/10001782373
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Market expectations and option prices : techniques and applications ; with 13 tables
Mandler, Martin - 2003
Persistent link: https://www.econbiz.de/10001746869
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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
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Inflationary surprises and real economic activity in Germany : some tests based on "efficient market" expectations
Darrat, Ali F. - In: Kredit und Kapital 18 (1985) 2, pp. 230-239
Persistent link: https://www.econbiz.de/10002050006
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Rational inflation expectations : a macro-economic model and empirical tests
Brayton, Flint - 1977
Persistent link: https://www.econbiz.de/10001579967
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A re-examination of the regional expectations hypothesis of the term structure : reconciling the evidence from long-run and short-run tests
Tzavalis, Elias; Wickens, Michael R. - In: International journal of finance & economics : IJFE 3 (1998) 3, pp. 229-239
Persistent link: https://www.econbiz.de/10001434205
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Testing for price bubbles : the case of transition economy
Garvalova, Maria N. - In: Applied financial economics 10 (2000) 4, pp. 419-422
Persistent link: https://www.econbiz.de/10001526624
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Rationality of price and unemployment expectations : tests on French qualitative microdata
Gardes, François (contributor) - In: Price expectations in goods and financial markets : new …, (pp. 131-155). 2000
Persistent link: https://www.econbiz.de/10001532505
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Near-rational wage and price setting and the long-run Phillips curve
Akerlof, George A.; Dickens, William T.; Perry, George L. - In: Brookings papers on economic activity : BPEA (2000) 1, pp. 1-60
Persistent link: https://www.econbiz.de/10001515610