Reduced Forms of Rational Expectations Models

ISBN-13: 9780415866071 / Angielski / Miękka / 2013 / 136 str.

L. Broze; C. Gourieroux; A. Szafarz

Opis

First published in 2001. Routledge is an imprint of Taylor & Francis, an informa company.

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