Reduced Forms of Rational Expectations Models
A comprehensive exposition of rational expectations models is provided here, working up from simple univariate models to more sophisticated multivariate and non-linear models.
"1001720467"
Reduced Forms of Rational Expectations Models
A comprehensive exposition of rational expectations models is provided here, working up from simple univariate models to more sophisticated multivariate and non-linear models.
44.49 In Stock
Reduced Forms of Rational Expectations Models

Reduced Forms of Rational Expectations Models

Reduced Forms of Rational Expectations Models

Reduced Forms of Rational Expectations Models

eBook

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Overview

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

Product Details

ISBN-13: 9781136457807
Publisher: Taylor & Francis
Publication date: 06/17/2013
Sold by: Barnes & Noble
Format: eBook
Pages: 136
File size: 3 MB

About the Author

LAURENCE BROZE, CHRISTIAN GOURIEROUX AND ARIANE SZAFARZ

Table of Contents

Introduction to the Series, Introduction, Plan of the monograph, References, 1. Expectation Schemes, 2. A Model with Current Expectations, 3. A Model with Future Expectations, 4. Dynamic Extensions, 5. Multivariate Models, 6. A Mean-Variance Model, Index
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