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...
主要作者: | Mavroeidis, S |
---|---|
格式: | Thesis |
語言: | English |
出版: |
University of Oxford;Department of Economics
2002
|
相似書籍
-
Econometrics issues in forward-looking monetary models
由: Mavroeidis, S
出版: (2002) -
Weak identification of forward-looking models in monetary economics.
由: Mavroeidis, S
出版: (2004) -
Identification issues in forward-looking models estimated by GMM, with an application to the Phillips curve.
由: Mavroeidis, S
出版: (2005) -
Essays on the econometric analysis of forward-looking behaviour in health care markets
由: Kaliski, D
出版: (2018) -
How Tough Should Monetary Policy Be If Inflation Is Forward Looking?
由: Leith, C, et al.
出版: (2000)