Dynamic adjustment cost models with forward‐looking behaviour

DOI10.1111/j.1368-423X.2006.00175.xzbMath1096.62139MaRDI QIDQ5469918

Luca Fanelli

Publication date: 26 May 2006

Published in: The Econometrics Journal (Search for Journal in Brave)

zbMATH Keywords

Euler equationGLSforward-looking behaviorGRRRVEqCM

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Decision theory (91B06)

Related Items (1)

PRESENT VALUE RELATIONS, GRANGER NONCAUSALITY, AND VAR STABILITY

Uses Software

• PcGive

Cites Work

• Unnamed Item
• Saddlepath solutions for multivariate linear rational expectations models
• Testing exact rational expectations in cointegrated vector autoregressive models
• Structural changes in the cointegrated vector autoregressive model
• Seasonal cointegration and cross-equation restrictions on a forward-looking buffer stock model of money demand.
• Identifying restrictions of linear equations with applications to simultaneous equations and cointegration
• Vector rational error correction
• The representative household's demand for money in a cointegrated VAR model
• More on testing exact rational expectations in cointegrated vector autoregressive models: Restricted constant and linear term
• Dynamic Econometrics
• Granger's representation theorem: A closed‐form expression for I(1) processes
• A new approach for estimating and testing the linear quadratic adjustment cost model under rational expectations and I(1) variables

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