Pages that link to "Item:Q1808556"
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The following pages link to Testing exact rational expectations in cointegrated vector autoregressive models (Q1808556):
Displayed 9 items.
- Exact rational expectations, cointegration, and reduced rank regression (Q928908) (← links)
- Multi-equational linear quadratic adjustment cost models with rational expectations and cointe\-gration (Q956511) (← links)
- The New Keynesian Phillips curve revisited (Q964556) (← links)
- Some exact and inexact linear rational expectation models in vector autoregressive models (Q2452986) (← links)
- PRESENT VALUE RELATIONS, GRANGER NONCAUSALITY, AND VAR STABILITY (Q2886984) (← links)
- SEPARATION, WEAK EXOGENEITY, AND P-T DECOMPOSITION IN COINTEGRATED VAR SYSTEMS WITH COMMON FEATURES (Q4443964) (← links)
- Dynamic adjustment cost models with forward‐looking behaviour (Q5469918) (← links)
- A new approach for estimating and testing the linear quadratic adjustment cost model under rational expectations and I(1) variables (Q5958790) (← links)
- Adjustment coefficients and exact rational expectations in cointegrated vector autoregressive models (Q6194052) (← links)