Coverart for item
The Resource Rational Expectations Econometrics, (electronic resource)

Rational Expectations Econometrics, (electronic resource)

Label
Rational Expectations Econometrics
Title
Rational Expectations Econometrics
Creator
Contributor
Author
Subject
Language
eng
Summary
At the core of the rational expectations revolution is the insight that economic policy does not operate independently of economic agents' knowledge of that policy and their expectations of the effects of that policy. This means that there are very complicated feedback relationships existing between policy and the behaviour of economic agents, and these relationships pose very difficult problems in econometrics when one tries to exploit the rational expectations insight in formal economic modelling. This volume consists of work by two rational expectations pioneers dealing with the "nuts and bolts" problems of modelling the complications introduced by rational expectations. Each paper deals with aspects of the problem of making inferences about parameters of a dynamic economic model on the basis of time series observations. Each exploits restrictions on an econometric model imposed by the hypothesis that agents within the model have rational expectations.--
Assigning source
Provided by publisher
http://library.link/vocab/creatorName
Hansen, Lars Peter
Index
no index present
Literary form
non fiction
Nature of contents
dictionaries
http://library.link/vocab/relatedWorkOrContributorName
Sargent, Thomas J.
Series statement
Taylor & Francis eBooks
http://library.link/vocab/subjectName
  • Rational expectations (Economic theory)
  • Econometrics
Label
Rational Expectations Econometrics, (electronic resource)
Link
https://eui.idm.oclc.org/login?url=https://www.taylorfrancis.com/books/9780429303760
Instantiates
Publication
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Control code
9780429303760
Dimensions
unknown
Extent
1 online resource
Governing access note
Use of this electronic resource may be governed by a license agreement which restricts use to the European University Institute community. Each user is responsible for limiting use to individual, non-commercial purposes, without systematically downloading, distributing, or retaining substantial portions of information, provided that all copyright and other proprietary notices contained on the materials are retained. The use of software, including scripts, agents, or robots, is generally prohibited and may result in the loss of access to these resources for the entire European University Institute community
Isbn
9781000237085
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Specific material designation
remote
System control number
(OCoLC)1117633800
Label
Rational Expectations Econometrics, (electronic resource)
Link
https://eui.idm.oclc.org/login?url=https://www.taylorfrancis.com/books/9780429303760
Publication
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Control code
9780429303760
Dimensions
unknown
Extent
1 online resource
Governing access note
Use of this electronic resource may be governed by a license agreement which restricts use to the European University Institute community. Each user is responsible for limiting use to individual, non-commercial purposes, without systematically downloading, distributing, or retaining substantial portions of information, provided that all copyright and other proprietary notices contained on the materials are retained. The use of software, including scripts, agents, or robots, is generally prohibited and may result in the loss of access to these resources for the entire European University Institute community
Isbn
9781000237085
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Specific material designation
remote
System control number
(OCoLC)1117633800

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