A NOTE ON MUTH'S RATIONAL EXPECTATIONS HYPOTHESIS: A TIME-VARYING COEFFICIENT INTERPRETATION

DOI10.1017/S1365100506050267zbMath1153.91694OpenAlexW2099720737MaRDI QIDQ5483964

George S. Tavlas, P. A. V. B. Swamy

Publication date: 24 August 2006

Published in: Macroeconomic Dynamics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s1365100506050267

zbMATH Keywords

model misspecificationrational expectationstochastic coefficient modelMuth's definition

Mathematics Subject Classification ID

Stochastic models in economics (91B70)

Related Items (1)

The New Keynesian Phillips curve and inflation expectations: re-specification and interpretation

Cites Work

• Theoretical conditions under which monetary policies are effective and practical obstacles to their verification
• How stable are monetary policy rules: estimating the time-varying coefficients in monetary policy reaction function for the US
• Correcting for omitted-variable and measurement-error bias in autoregressive model estimation with panel data
• Circumstances in which different criteria of estimation can be applied to estimate policy effects
• On the Nature and Discovery of Structure
• A computational approach to finding causal economic laws

This page was built for publication: A NOTE ON MUTH'S RATIONAL EXPECTATIONS HYPOTHESIS: A TIME-VARYING COEFFICIENT INTERPRETATION