RATIONAL-EXPECTATIONS IN DYNAMIC LINEAR-MODELS - ANALYSIS OF THE SOLUTIONS

被引：51

作者：

GOURIEROUX, C

LAFFONT, JJ

MONFORT, A

机构：

[1] UNIV TOULOUSE 1,TOULOUSE,FRANCE

[2] ECOLE NATL STAT & ADM ECON,PARIS,FRANCE

来源：

关键词：

D O I：

10.2307/1912635

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：409 / 425

页数：17

共 11 条

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[3]

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[6]

GOURIEROUX C, 1982, 24 CAH SEM EC

[7]

HANSEN LP, 1980, J ECON DYN CONTROL, V2, P7, DOI 10.1016/0165-1889(80)90049-4

[8]

MACCALLUM BT, 1976, INT ECON REV, V17, P484

[9] SEASONALITY AND PORTFOLIO BALANCE UNDER RATIONAL EXPECTATIONS [J].

SARACOGLU, R ;

SARGENT, TJ .

SHILLER, RJ .