Econometric Issues in Forward-Looking Monetary Models.
Recently, single equation approaches for estimating structural models have become popular in the monetary economics literature. In particular, single-equation Generalized Method Moments estimators have been used for estimating forward-looking models with rational expectations. Two important examples...
Prif Awdur: | Mavroeidis, S |
---|---|
Fformat: | Traethawd Ymchwil |
Iaith: | English |
Cyhoeddwyd: |
University of Oxford;Department of Economics
2002
|
Eitemau Tebyg
-
Econometrics issues in forward-looking monetary models
gan: Mavroeidis, S
Cyhoeddwyd: (2002) -
Weak identification of forward-looking models in monetary economics.
gan: Mavroeidis, S
Cyhoeddwyd: (2004) -
Identification issues in forward-looking models estimated by GMM, with an application to the Phillips curve.
gan: Mavroeidis, S
Cyhoeddwyd: (2005) -
Essays on the econometric analysis of forward-looking behaviour in health care markets
gan: Kaliski, D
Cyhoeddwyd: (2018) -
How Tough Should Monetary Policy Be If Inflation Is Forward Looking?
gan: Leith, C, et al.
Cyhoeddwyd: (2000)