Some exact and inexact linear rational expectation models in vector autoregressive models
DOI10.1016/J.ECONLET.2014.02.015zbMATH Open1290.62086OpenAlexW2003957280MaRDI QIDQ2452986FDOQ2452986
Publication date: 6 June 2014
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.econlet.2014.02.015
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Cites Work
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- VAR-based estimation of Euler equations with an application to New Keynesian pricing
- More on testing exact rational expectations in cointegrated vector autoregressive models: Restricted constant and linear term
- Testing exact rational expectations in cointegrated vector autoregressive models
- Exact rational expectations, cointegration, and reduced rank regression
- The New Keynesian Phillips curve revisited
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