Items related to The Rational Expectation Hypothesis, Time-Varying Parameters...
The Rational Expectation Hypothesis, Time-Varying Parameters and Adaptive Control: A Promising Combination?: 19 (Advances in Computational Economics, 19) - Softcover
Synopsis
One of the major controversies in macroeconomics over the last 30 years has been that on the effectiveness of stabilization policies. However, this debate, between those who believe that this kind of policies is useless if not harmful and those who argue in favor of it, has been mainly theoretical so far.
The Rational Expectation Hypothesis, Time-Varying Parameters and Adaptive Control wants to represent a step toward the construction of a common ground on which to empirically compare the two "beliefs" and to do this three strands of literature are brought together. The first strand is the research on time-varying parameters (TVP), the second strand is the work on adaptive control and the third one is the literature on linear stationary models with rational expectations (RE).
The material presented in The Rational Expectation Hypothesis, Time-Varying Parameters and Adaptive Control is divided into two parts. Part 1 combines the strand of literature on adaptive control with that on TVP. It generalizes the approach pioneered by Tse and Bar-Shalom (1973) and Kendrick (1981) and one recently used in Amman and Kendrick (2002), where the law of motion of the TVP and the hyperstructural parameters are assumed known, to the case where the hyperstructural parameters are assumed unknown. Part 2 is devoted to the linear single-equation stationary RE model estimated with the error-in-variables (EV) method. It presents a new formulation of this problem based on the use of TVP in an EV model. This new formulation opens the door to a very promising development. All the theory developed in the first part to control a model with TVP can sic et simpliciter be applied to control a model with RE.
"synopsis" may belong to another edition of this title.
About the Author
Marco P. Tucci graduated in Economics at the University of Sienna, then he went to the University of Texas at Austin (USA) where he got his Ph. D. specializing in Control Theory, Econometrics and Empirical Macroeconomics. He is currently Associate Professor at the University of Sienna and a member of the Society of Computational Economics. He has published in the Journal of Computational Economics, Journal of Economic Dynamics and Control, Journal of Structural Changes and Economic Dynamics, Economic Notes and has contributed to books. He is referee for the above mentioned journals and for Macroeconomic Dynamics.
"About this title" may belong to another edition of this title.
Other Popular Editions of the Same Title
Search results for The Rational Expectation Hypothesis, Time-Varying Parameters...
Stock Image
The Rational Expectation Hypothesis, Time-Varying Parameters and Adaptive Control: A Promising Combination? (Advances in Computational Economics)
Seller: Lucky's Textbooks, Dallas, TX, U.S.A.
Seller rating 5 out of 5 stars
Condition: New. Seller Inventory # ABLIING23Mar2716030093206
Quantity: Over 20 available
Stock Image
The Rational Expectation Hypothesis, Time-Varying Parameters and Adaptive Control: A Promising Combination? (Advances in Computational Economics)
Seller: Ria Christie Collections, Uxbridge, United Kingdom
Seller rating 5 out of 5 stars
Condition: New. In. Seller Inventory # ria9781475710618_new
Quantity: Over 20 available
Stock Image
The Rational Expectation Hypothesis, Time-Varying Parameters and Adaptive Control (Advances in Computational Economics)
Seller: Chiron Media, Wallingford, United Kingdom
Seller rating 4 out of 5 stars
Paperback. Condition: New. Seller Inventory # 6666-IUK-9781475710618
Quantity: 10 available
Seller Image
The Rational Expectation Hypothesis, Time-Varying Parameters and Adaptive Control
Print on DemandSeller: moluna, Greven, Germany
Seller rating 5 out of 5 stars
Condition: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Marco P. Tucci graduated in Economics at the University of Sienna, then he went to the University of Texas at Austin (USA) where he got his Ph. D. specializing in Control Theory, Econometrics and Empirical Macroeconomics. He is currently Associate Profes. Seller Inventory # 4206974
Quantity: Over 20 available
Stock Image
The Rational Expectation Hypothesis, Time-Varying Parameters and Adaptive Control: A Promising Combination?
Published by
Springer-Verlag New York Inc., 2012
ISBN 10: 1475710615
ISBN 13: 9781475710618
New
Paperback / softback
Seller: THE SAINT BOOKSTORE, Southport, United Kingdom
Seller rating 5 out of 5 stars
Paperback / softback. Condition: New. This item is printed on demand. New copy - Usually dispatched within 5-9 working days 463. Seller Inventory # C9781475710618
Quantity: Over 20 available
Stock Image
The Rational Expectation Hypothesis, Time-Varying Parameters and Adaptive Control
Seller: Books Puddle, New York, NY, U.S.A.
Seller rating 4 out of 5 stars
Condition: New. pp. 280 Index. Seller Inventory # 2697860406
Quantity: 4 available
Stock Image
The Rational Expectation Hypothesis, Time-Varying Parameters and Adaptive Control
Print on DemandSeller: Majestic Books, Hounslow, United Kingdom
Seller rating 5 out of 5 stars
Condition: New. Print on Demand pp. 280 49:B&W 6.14 x 9.21 in or 234 x 156 mm (Royal 8vo) Perfect Bound on White w/Gloss Lam. Seller Inventory # 94536937
Quantity: 4 available
Seller Image
The Rational Expectation Hypothesis, Time-Varying Parameters and Adaptive Control
Published by
Springer US, Springer New York Jul 2012, 2012
ISBN 10: 1475710615
ISBN 13: 9781475710618
New
Taschenbuch
Seller: buchversandmimpf2000, Emtmannsberg, BAYE, Germany
Seller rating 5 out of 5 stars
Taschenbuch. Condition: Neu. This item is printed on demand - Print on Demand Titel. Neuware -One of the major controversies in macroeconomics over the last 30 years has been that on the effectiveness of stabilization policies. However, this debate, between those who believe that this kind of policies is useless if not harmful and those who argue in favor of it, has been mainly theoretical so far.The Rational Expectation Hypothesis, Time-Varying Parameters and Adaptive Control wants to represent a step toward the construction of a common ground on which to empirically compare the two 'beliefs' and to do this three strands of literature are brought together. The first strand is the research on time-varying parameters (TVP), the second strand is the work on adaptive control and the third one is the literature on linear stationary models with rational expectations (RE).The material presented in The Rational Expectation Hypothesis, Time-Varying Parameters and Adaptive Control is divided into two parts. Part 1 combines the strand of literature on adaptive control with that on TVP. It generalizes the approach pioneered by Tse and Bar-Shalom (1973) and Kendrick (1981) and one recently used in Amman and Kendrick (2002), where the law of motion of the TVP and the hyperstructural parameters are assumed known, to the case where the hyperstructural parameters are assumed unknown. Part 2 is devoted to the linear single-equation stationary RE model estimated with the error-in-variables (EV) method. It presents a new formulation of this problem based on the use of TVP in an EV model. This new formulation opens the door to a very promising development. All the theory developed in the first part to control a model with TVP can sic et simpliciter be applied to control a model with RE.Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 280 pp. Englisch. Seller Inventory # 9781475710618
Quantity: 1 available
Stock Image
The Rational Expectation Hypothesis, Time-Varying Parameters and Adaptive Control
Print on DemandSeller: Biblios, Frankfurt am main, HESSE, Germany
Seller rating 5 out of 5 stars
Condition: New. PRINT ON DEMAND pp. 280. Seller Inventory # 1897860412
Quantity: 4 available
Seller Image
The Rational Expectation Hypothesis, Time-Varying Parameters and Adaptive Control : A Promising Combination?
Seller: AHA-BUCH GmbH, Einbeck, Germany
Seller rating 5 out of 5 stars
Taschenbuch. Condition: Neu. Druck auf Anfrage Neuware - Printed after ordering - One of the major controversies in macroeconomics over the last 30 years has been that on the effectiveness of stabilization policies. However, this debate, between those who believe that this kind of policies is useless if not harmful and those who argue in favor of it, has been mainly theoretical so far.The Rational Expectation Hypothesis, Time-Varying Parameters and Adaptive Control wants to represent a step toward the construction of a common ground on which to empirically compare the two 'beliefs' and to do this three strands of literature are brought together. The first strand is the research on time-varying parameters (TVP), the second strand is the work on adaptive control and the third one is the literature on linear stationary models with rational expectations (RE). The material presented in The Rational Expectation Hypothesis, Time-Varying Parameters and Adaptive Control is divided into two parts. Part 1 combines the strand of literature on adaptive control with that on TVP. It generalizes the approach pioneered by Tse and Bar-Shalom (1973) and Kendrick (1981) and one recently used in Amman and Kendrick (2002), where the law of motion of the TVP and the hyperstructural parameters are assumed known, to the case where the hyperstructural parameters are assumed unknown. Part 2 is devoted to the linear single-equation stationary RE model estimated with the error-in-variables (EV) method. It presents a new formulation of this problem based on the use of TVP in an EV model. This new formulation opens the door to a very promising development. All the theory developed in the first part to control a model with TVP can sic et simpliciter be applied to control a model with RE. Seller Inventory # 9781475710618
Quantity: 1 available