Real-time rational expectations and indeterminacy

DOI10.1016/J.ECONLET.2007.09.037MaRDI QIDQ1934812zbMATH OpenOpenAlexFDO

Authors Paul Shea

Publication date 29 January 2013

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.econlet.2007.09.037

zbMATH Keywords

Bayesian estimationindeterminacymonetary policy rulesreal-time data

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Economic growth models (91B62) Macroeconomic theory (monetary models, models of taxation) (91B64)

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Cites work

• Bayesian Inference in Econometric Models Using Monte Carlo Integration
• Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory*
• Monetary policy, indeterminacy and learning
• Real business cycles and the animal spirits hypothesis

Cited in

(2)

• Determinacy, indeterminacy and dynamic misspecification in linear rational expectations models
• Optimal irrational behavior in continuous time

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