Rational Expectations and the Estimation of Econometric Models: An Alternative Procedure

DOI10.2307/2525715MaRDI QIDQ4113297zbMATH OpenOpenAlexFDO

Authors Bennett T. McCallum

Publication date 1976

Published in International Economic Review (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/2525715

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Applications of statistics to economics (62P20)

Cited in

(10)

• Pooling forecasts in linear rational expectations models
• Equilibrium in economies with infinitely many consumers and infinitely many commodities
• Testing the restrictions implied by the rational expectations hypothesis
• Identification of rational expectations models
• On testing the intertemporal substitution theory of labor supply
• WHAT WE DON'T KNOW ABOUT THE MONETARY TRANSMISSION MECHANISM AND WHY WE DON'T KNOW IT
• Consistent estimation of equations with composite moving average disturbance terms
• Macroeconomics and the reality of mixed frequency data
• A test of the future expectations model
• Solution of macromodels with Hansen-Sargent robust policies: some extensions

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