Reduced Forms of Rational Expectations Models (MACROECONOMIC THEORY SECTION) - Hardcover

Broze, Laurence; Gourieroux, Christian; Szafarz, Ariane

 
9783718650316: Reduced Forms of Rational Expectations Models (MACROECONOMIC THEORY SECTION)

Synopsis

A comprehensive exposition of rational expectations models is provided here, working up from simple univariate models to more sophisticated multivariate and non-linear models.

"synopsis" may belong to another edition of this title.

Synopsis

This book provides a comprehensive exposition of rational expectation models. Starting with the basic concepts of expectation schemes, it evolves from simple univariate models to more sophisticated multivariate and nonlinear models. The emphasis is on providing methodological grounds fpr practical applications of rational expectations models. Attention is given to important classes of solutions, such as linear solutions, stationery solutions, sunspot equilibria and co-integrated series.

"About this title" may belong to another edition of this title.

Other Popular Editions of the Same Title

9780415866071: Reduced Forms of Rational Expectations Models

Featured Edition

ISBN 10:  0415866073 ISBN 13:  9780415866071
Publisher: Routledge, 2013
Softcover