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Bibframe Work

Title
Rational expectations models and the aliasing phenomenon
Type
Text
Monograph
Contribution
Hansen, Lars Peter (author)
Sargent, Thomas J. (contributor)
Subject
Economic forecasting (LCSH)
Rational expectations (Economic theory) (LCSH)
Language
English (eng)
Classification
LCC: HB1 (Assigner: dlc) (Status: used by assigner)
Supplementary Content
bibliography (bibliography)
Content
text (txt)
Summary
"This paper shows how the cross-equation restrictions delivered by the hypothesis of rational expectations can serve to solve the aliasing identification problem. It is shown how the rational expectations restrictions uniquely identify the parameters of a continuous time model from statistics of discrete time models"--Federal Reserve Bank of Minneapolis web site.
Table Of Contents
Government Publication Type
federal or national
Authorized Access Point
Hansen, Lars Peter. Rational expectations models and the aliasing phenomenon
Admin Metadata
Status: new
Date: 2007-10-16
Admin Metadata
Status: changed
Date: 2013-06-03T11:24:23
Admin Metadata
Status: changed
Date: 2025-08-15T18:47:23.394904-04:00
Admin Metadata
Encoding Level: minimal
Description Conventions: Anglo-American cataloguing rules
Identified By: bf:Local, 15046665
Note: 040 $aDLC$cDLC
Non-rendered Predicates: bflc:marcKey bflc:marcKey bflc:marcKey bflc:marcKey