On a Graphical Technique for Evaluating Some Rational Expectations Models

DOI10.2202/1941-1928.1089MaRDI QIDQ4928537zbMATH OpenOpenAlexFDO

Authors Søren Johansen, Anders R. Swensen

Publication date 14 June 2013

Published in Journal of Time Series Econometrics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2202/1941-1928.1089

zbMATH Keywords

cointegrationrational expectationsVAR models

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Economic time series analysis (91B84) Statistical methods; risk measures (91G70) Graphical methods in statistics (62A09) Non-Markovian processes: hypothesis testing (62M07)

Recommendations

• On the solutions in rational expectations models
• scientific article; zbMATH DE number 3913518
• Empirically feasible solutions and explicit dynamics for rational expectation models
• Rational expectation equilibrium under quasilinear preferences: a diagrammatic approach
• The Efficient Estimation of Econometric Models with Rational Expectations
• Solving and estimating dynamic models under rational expectations
• Methods of solution for dynamic rational expectations models: A survey
• Rationalizing rational expectations: characterizations and tests
• Rational expectations in limited dependent variable models

Cited in

(2)

• Some identification problems in the cointegrated vector autoregressive model
• scientific article; zbMATH DE number 653058 (Why is no real title available?)

This page was built for publication: On a Graphical Technique for Evaluating Some Rational Expectations Models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4928537)