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Rational expectations and econometric practice / edited by Robert E. Lucas, Jr. and Thomas J. Sargent.

; Sargent, Thomas J
Minneapolis : University of Minnesota Press, [1981] .
ISBN 0816609160, 0816609179

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Other Authors Lucas, Robert E.,
Sargent, Thomas J.
Subjects Anticipations rationnelles (théorie économique)
Aufsatzsammlung.
Econometrics.
Econométrie.
Economic policy -- Mathematical models.
Erwartung.
Économétrie.
Monetary policy -- Mathematical models.
Ökonometrie.
Ökonometrisches Modell.
Politique économique -- Modèles mathématiques.
Politique monétaire -- Modèles mathématiques.
Prognose.
Rational expectations (Economic theory)
Série chronologique.
Séries chronologiques.
Time-series analysis.
Wirtschaft.
Wirtschaftsentwicklung.
Description xl, 689 pages : illustrations ; 24 cm
Copyright Date [1981]
©1981
Notes Includes bibliographical references.
Contents 1. Implications of rational expectations and econometric practice. Rational expectations and the theory of price movements / John F. Muth -- Optimal properties of exponentially weighted forecasts / John F. Muth -- A note on the 'accelerationist' controversy / Thomas J. Sargent -- Distributed lags and optimal investment policy / Robert E. Lucas, Jr. -- Optimal investment with rational expectations / Robert E. Lucas, Jr. -- Investment under uncertainty / Robert E. Lucas, Jr., and Edward C. Prescott -- Formulating and estimating dynamic linear rational expectations models / Lars Peter Hansen and Thomas J. Sargent -- Linear rational expectations models for dynamically interrelated variables / Lars Peter Hansen and Thomas J. Sargent -- 2. Macroeconomic policy. Rational expectations, the real date of interest, and the natural rate of unemployment / Thomas J. Sargent -- Rational expectations and the theory of economic policy/ Thomas J. Sargent and Neil Wallace -- 'Rational' expectations, the optimal monetary instrument, and the optimal money supply rule / Thomas J. Sargent and Neil Wallace -- Rational expectations and the role of monetary policy / Robert J. Barro -- Long-term contracts, rational expectations, and the optimal money supply rule / Stanley Fischer -- Price-level stickiness and the feasibility of monetary stabilization policy with eational expectations / Bennett T. McCallum -- The current state of the policy-ineffectiveness debate / Bennett T. McCallum -- 3. Econometric methods : general. After Keynesian macroeconomics / Robert E. Lucas, Jr., and Thomas J. Sargent -- Estimation of economic relationships containing latent expectations variables / John F. Muth -- Econometric implications of the rational expectations hypothesis / Kenneth F. Wallis -- Estimation of rational expectations models / Gregory C. Chow -- 4. General applications. Investigating causal relations by econometric models and cross-spectral methods / C.W.J. Granger -- Money, income, and causality / Christopher A. Sims -- Rational expectations and the dynamics of hyperinflation / Thomas J. Sargent and Neil Wallace -- The demand for money during hyperinflations under rational expectations / Thomas J. Sargent -- A note on maximum likelihood estimation of the rational expectations model of the term structure / Thomas J. Sargent -- Estimation of dynamic labor demand schedules under rational expectations / Thomas J. Sargent -- Stochastic implications of the life cycle-permanent income hypothesis : theory and evidence / Robert E. Hall -- 5. Testing for neutrality. A classical macroeconometric model for the United States / Thomas J. Sargent -- The observational equivalence of natural and unnatural rate theories of macroeconomics / Thomas J. Sargent -- Unanticipated money growth and unemployment in the United States / Robert J. Barro -- Unanticipated money, output, and the price level in the United States / Robert J. Barro -- 6. Macroeconomic control problems. Rules rather than discretion : the inconsistency of optimal plans / Finn E. Kydland and Edward C. Prescott -- On the time consistency of optimal policy in a monetary economy / Guillermo A. Calvo -- Estimation and control of a macroeconomic model with rational expectations / John B. Taylor -- Estimation and optimal control of dynamic game models under rational expectations / Gregory C. Chow.
Network Numbers (OCoLC)6862219
(OCoLC)ocm06862219
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