Rational expectations and econometric practice, [Vol. 1, Minnesota Archive Editions] 0816609179
Rational Expectations and Econometric Practice was first published in 1981. Minnesota Archive Editions uses digital tech
245 113 3MB
English Pages 409 Year 1981
Table of contents :
Contents......Page 8
Introduction......Page 12
1. Implications of Rational Expectations and Econometric Practice......Page 42
"Rational Expectations and the Theory of Price Movements"......Page 44
"Optimal Properties of Exponentially Weighted Forecasts"......Page 64
"A Note on the 'Accelerationist' Controversy"......Page 74
"Distributed Lags and Optimal Investment Policy"......Page 80
"Optimal Investment with Rational Expectations"......Page 96
"Investment under Uncertainty"......Page 108
"Formulating and Estimating Dynamic Linear Rational Expectations Models"......Page 132
"Linear Rational Expectations Models for Dynamically Interrelated Variables"......Page 168
2. Macroeconomic Policy......Page 198
"Rational Expectations, the Real Rate of Interest, and the Natural Rate of Unemployment"......Page 200
"Rational Expectations and the Theory of Economic Policy"......Page 240
"'Rational' Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule"......Page 256
"Rational Expectations and the Role of Monetary Policy"......Page 270
"Long-Term Contracts, Rational Expectations, and the Optimal Money Supply Rule"......Page 302
"Price-Level Stickiness and the Feasibility of Monetary Stabilization Policy with Rational Expectations"......Page 318
"The Current State of the Policy-Ineffectiveness Debate"......Page 326
3. Econometric Methods: General......Page 334
"After Keynesian Macroeconomics"......Page 336
"Estimation of Economic Relationships Containing Latent Expectations Variables"......Page 362
"Econometric Implications of the Rational Expectations Hypothesis"......Page 370
"Estimation of Rational Expectations Models"......Page 396
Contents......Page 8
Introduction......Page 12
1. Implications of Rational Expectations and Econometric Practice......Page 42
"Rational Expectations and the Theory of Price Movements"......Page 44
"Optimal Properties of Exponentially Weighted Forecasts"......Page 64
"A Note on the 'Accelerationist' Controversy"......Page 74
"Distributed Lags and Optimal Investment Policy"......Page 80
"Optimal Investment with Rational Expectations"......Page 96
"Investment under Uncertainty"......Page 108
"Formulating and Estimating Dynamic Linear Rational Expectations Models"......Page 132
"Linear Rational Expectations Models for Dynamically Interrelated Variables"......Page 168
2. Macroeconomic Policy......Page 198
"Rational Expectations, the Real Rate of Interest, and the Natural Rate of Unemployment"......Page 200
"Rational Expectations and the Theory of Economic Policy"......Page 240
"'Rational' Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule"......Page 256
"Rational Expectations and the Role of Monetary Policy"......Page 270
"Long-Term Contracts, Rational Expectations, and the Optimal Money Supply Rule"......Page 302
"Price-Level Stickiness and the Feasibility of Monetary Stabilization Policy with Rational Expectations"......Page 318
"The Current State of the Policy-Ineffectiveness Debate"......Page 326
3. Econometric Methods: General......Page 334
"After Keynesian Macroeconomics"......Page 336
"Estimation of Economic Relationships Containing Latent Expectations Variables"......Page 362
"Econometric Implications of the Rational Expectations Hypothesis"......Page 370
"Estimation of Rational Expectations Models"......Page 396
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