Rational expectations models and the aliasing phenomenon
We couldn't estimate the reading time for this book.
Author
Contributions
- Sargent, Thomas J. - Contributor
Publication
1980 - Federal Reserve Bank of Minneapolis, Minneapolis, Minn., Minnesota
Language
English
Word Count
0 words, Guess
Page Count
0 pages
Physical Format
Electronic resource
Identifiers
- Library of Congress Control Number2007702527
- Open LibraryOL31801702M
Classifications
- LCCHB1
Description
"This paper shows how the cross-equation restrictions delivered by the hypothesis of rational expectations can serve to solve the aliasing identification problem. It is shown how the rational expectations restrictions uniquely identify the parameters of a continuous time model from statistics of discrete time models"--Federal Reserve Bank of Minneapolis web site.
Subjects
Series Statement
- Staff report -- #60
- Staff report (Federal Reserve Bank of Minneapolis. Research Department : Online) -- 60.
Links
Reader Reviews
No reviews yet for this book.
Be the first to share your thoughts!