Reduced Forms of Rational Expectations Models

by L. Broze, C. Gourieroux, A. Szafarz

Overview

A comprehensive exposition of rational expectations models is provided here, working up from simple univariate models to more sophisticated multivariate and non-linear models.

Product Details

ISBN-13:	9780415866071
Publisher:	Taylor & Francis
Publication date:	08/28/2013
Pages:	136
Product dimensions:	5.44(w) x 8.50(h) x (d)

About the Author

LAURENCE BROZE, CHRISTIAN GOURIEROUX AND ARIANE SZAFARZ

Table of Contents

Introduction to the Series, Introduction, Plan of the monograph, References, 1. Expectation Schemes, 2. A Model with Current Expectations, 3. A Model with Future Expectations, 4. Dynamic Extensions, 5. Multivariate Models, 6. A Mean-Variance Model, Index