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...
Váldodahkki: | Mavroeidis, S |
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Materiálatiipa: | Oahppočájánas |
Giella: | English |
Almmustuhtton: |
University of Oxford;Department of Economics
2002
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Geahča maid
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Econometrics issues in forward-looking monetary models
Dahkki: Mavroeidis, S
Almmustuhtton: (2002) -
Weak identification of forward-looking models in monetary economics.
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Identification issues in forward-looking models estimated by GMM, with an application to the Phillips curve.
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Essays on the econometric analysis of forward-looking behaviour in health care markets
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How Tough Should Monetary Policy Be If Inflation Is Forward Looking?
Dahkki: Leith, C, et al.
Almmustuhtton: (2000)