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Reduced Forms of Rational Expectations Models

Autor L. Broze, C. Gourieroux, A. Szafarz
en Limba Engleză Hardback – 6 dec 2001
A comprehensive exposition of rational expectations models is provided here, working up from simple univariate models to more sophisticated multivariate and non-linear models.
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Specificații

ISBN-13: 9780415269261
ISBN-10: 0415269261
Pagini: 136
Dimensiuni: 138 x 216 x 16 mm
Greutate: 0.41 kg
Ediția:1
Editura: Taylor & Francis
Colecția Routledge
Locul publicării:Oxford, United Kingdom

Public țintă

Postgraduate

Cuprins

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

Notă biografică

LAURENCE BROZE, CHRISTIAN GOURIEROUX AND ARIANE SZAFARZ

Descriere

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