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Bibframe Work

Title
Aggregation over time and the inverse optimal predictor problem for adaptive expectations in continuous time
Type
Text
Monograph
Contribution
Hansen, Lars Peter (author)
Sargent, Thomas J. (contributor)
Subject
Inflation (Finance)--Mathematical models (LCSH)
Stochastic analysis (LCSH)
Language
English (eng)
Classification
LCC: HB1 (Assigner: dlc) (Status: used by assigner)
Supplementary Content
bibliography (bibliography)
Content
text (txt)
Summary
"This paper describes the continuous time stochastic process for money and inflation under which Cagan's adaptive expectations model is optimal. It then analyzes how data formed by sampling money and prices at discrete points in time would behave"--Federal Reserve Bank of Minneapolis web site.
Government Publication Type
federal or national
Authorized Access Point
Hansen, Lars Peter. Aggregation over time and the inverse optimal predictor problem for adaptive expectations in continuous time
Admin Metadata
Status: new
Date: 2007-10-19
Admin Metadata
Status: changed
Date: 2013-06-03T11:27:22
Admin Metadata
Status: changed
Date: 2026-02-25T06:04:42.050723-05:00
Admin Metadata
Encoding Level: minimal
Description Conventions: Anglo-American cataloguing rules
Identified By: bf:Local, 15051618
Note: 040 $aDLC$cDLC

Series
Federal Reserve Bank of Minneapolis, Research Department staff report 74
Staff report (Federal Reserve Bank of Minneapolis. Research Department : Online) 74.