Rational Expectations and Econometric Practice.

Mostrar otras versiones (2)

Assumptions about how people form expectations for the future shape the properties of any dynamic economic model. To make economic decisions in an uncertain environment people must forecast such variables as future rates of inflation, tax rates, governme.

Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Lucas, Robert E.
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Minneapolis : University of Minnesota Press, 1981.
Colección:Rational Expectations and Econometric Practice, v.1.
Temas:
Econometrics.
Time-series analysis.
Monetary policy > Mathematical models.
Economic policy > Mathematical models.
Rational expectations (Economic theory)
Économétrie.
Série chronologique.
Politique monétaire > Modèles mathématiques.
Politique économique > Modèles mathématiques.
Econometrics
Economic policy > Mathematical models
Monetary policy > Mathematical models
Time-series analysis
Acceso en línea:Texto completo
Tabla de Contenidos:
  • Introduction; 1. Implications of Rational Expectations and Econometric Practice; "Rational Expectations and the Theory of Price Movements"; "Optimal Properties of Exponentially Weighted Forecasts"; "A Note on the 'Accelerationist' Controversy"; "Distributed Lags and Optimal Investment Policy"; "Optimal Investment with Rational Expectations"; "Investment under Uncertainty"; "Formulating and Estimating Dynamic Linear Rational Expectations Models"; "Linear Rational Expectations Models for Dynamically Interrelated Variables"; 2. Macroeconomic Policy.

Ejemplares similares