Reduced Forms of Rational Expectations Models

ISBN-13: 9780415269261 / Angielski / Twarda / 2001 / 136 str.

Laurence Broze; Christian Gourieroux; Ariane Szafarz

Opis

A comprehensive exposition of rational expectations models is provided here, working up from simple univariate models to more sophisticated multivariate and non-linear models.

Spis treści

Introduction to the Series, Introduction, Plan of the monograph, References, 1. Expectation Schemes, 2. A Model with Current Expectations, 3. A Model with Future Expectations, 4. Dynamic Extensions, 5. Multivariate Models, 6. A Mean-Variance Model, Index

O autorze

LAURENCE BROZE, CHRISTIAN GOURIEROUX AND ARIANE SZAFARZ