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...
מחבר ראשי: | Mavroeidis, S |
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פורמט: | Thesis |
שפה: | English |
יצא לאור: |
University of Oxford;Department of Economics
2002
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פריטים דומים
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Econometrics issues in forward-looking monetary models
מאת: Mavroeidis, S
יצא לאור: (2002) -
Weak identification of forward-looking models in monetary economics.
מאת: Mavroeidis, S
יצא לאור: (2004) -
Identification issues in forward-looking models estimated by GMM, with an application to the Phillips curve.
מאת: Mavroeidis, S
יצא לאור: (2005) -
Essays on the econometric analysis of forward-looking behaviour in health care markets
מאת: Kaliski, D
יצא לאור: (2018) -
How Tough Should Monetary Policy Be If Inflation Is Forward Looking?
מאת: Leith, C, et al.
יצא לאור: (2000)