Reduced Forms of Rational Expectations Models

Reduced Forms of Rational Expectations Models

Author: L. Broze, C. Gourieroux, A. Szafarz
Publisher: Taylor & Francis
Edition: 1
Published date: 2013
ISBN: 9780415866071

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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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