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Bibframe Work

Title
A note on Wiener-Kolmogorov prediction formulas for rational expectations models
Type
Text
Monograph
Contribution
Hansen, Lars Peter (author)
Sargent, Thomas J. (contributor)
Subject
Rational expectations (Economic theory)--Mathematical models (LCSH)
Language
English (eng)
Classification
LCC: HB1 (Assigner: dlc) (Status: used by assigner)
Supplementary Content
bibliography (bibliography)
Content
text (txt)
Summary
"A prediction formula for geometrically declining sums of future forcing variables is derived for models in which the forcing variables are generated by a vector autoregressive-moving average process. This formula is useful in deducing and characterizing cross-equation restrictions implied by linear rational expectations models"--Federal Reserve Bank of Minneapolis web site.
Government Publication Type
federal or national
Authorized Access Point
Hansen, Lars Peter. A note on Wiener-Kolmogorov prediction formulas for rational expectations models
Admin Metadata
Status: new
Date: 2007-10-19
Admin Metadata
Status: changed
Date: 2013-06-03T11:27:18
Admin Metadata
Status: changed
Date: 2025-08-15T21:44:56.880955-04:00
Admin Metadata
Encoding Level: minimal
Description Conventions: Anglo-American cataloguing rules
Identified By: bf:Local, 15051520
Note: 040 $aDLC$cDLC

Series
Federal Reserve Bank of Minneapolis, Research Department staff report 69
Staff report (Federal Reserve Bank of Minneapolis. Research Department : Online) 69.