Limited-dependent rational expectations models with future expectations

DOI10.1016/0165-1889(94)00832-3zbMATH Open0900.90132OpenAlexW2023919919MaRDI QIDQ672671FDOQ672671

Authors: M. Hashem Pesaran, Hossein Samiei 

Publication date: 28 February 1997

Published in: Journal of Economic Dynamics and Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1889(94)00832-3

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zbMATH Keywords

approximate solutionstochastic simulationExchange rate target zonesFuture expectationsLimited dependenceRational expectations

Mathematics Subject Classification ID

Economic time series analysis (91B84) Economic growth models (91B62)

Cites Work

• Rational expectations in limited dependent variable models
• On the Behaviour of Commodity Prices
• Identification of rational expectations models
• On the General Problem of Model Selection
• A note on the estimation of limited dependent variable models under rational expectations
• Estimating limited-dependent rational expectations models with an application to exchange rate determination in a target zone
• Limited-dependent rational expectations models with stochastic thresholds
• Limited-dependent rational expectations models with future expectations

Cited In (8)

• A note on the estimation of limited dependent variable models under rational expectations
• The role of theory in econometrics
• Limited-dependent rational expectations models with stochastic thresholds
• Estimation of dynamic and ARCH Tobit models
• Rational expectations in limited dependent variable models
• A test of the future expectations model
• Time-varying rational expectations models
• Limited-dependent rational expectations models with future expectations

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