Rational expectations and econometric practice /
Rational expectations and econometric practice /
editors by Robert E. Lucas and Thomas J. Sargent.
- Minneapolis, MN : The University of Minnesota Press, 1981.
- 2 volúmenes (xl, 689 páginas) : ilustraciones, gráficas a blanco y negro ; 22 cm.
VOLUMEN I -- Introduction, ix -- 1. Implications of Rational Expectations and Econometric Practice, 3 -- Rational Expectations and the Theory of Price Movements / Optimal Properties of Exponentially Weighted Forecasts / A Note on the 'Accelerationist' Controversy / Distributed Lags and Optimal Investment Policy / Optimal Investment with Rational Expectations / Investment under Uncertainty / Formulating and Estimating Dynamic Linear Rational Expectations Models / Linear Rational Expectations Models for Dynamically Interrelated Variables / 2. Macroeconomic Policy, 159 -- Rational Expectations, the Real Rate of Interest, and the Natural Rate of Unemployment / Rational Expectations and the Theory of Economic Policy / Rational' Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule / Rational Expectations and the Role of Monetary Policy / Long-Term Contracts, Rational Expectations, and the Optimal Money Supply Rule / Price-Level Stickiness and the Feasibility of Monetary Stabilization Policy with Rational Expectations / The Current State of the Policy-Ineffectiveness Debate / 3. Econometric Methods: General, 295 -- After Keynesian Macroeconomics / Estimation of Economic Relationships Containing Latent Expectations Variables / Econometric Implications of the Rational Expectations Hypothesis / Estimation of Rational Expectations Models / 4. General Applications, 371 -- Investigating Causal Relations by Econometric Models and Cross-Spectral Methods / Money, Income, and Causality / Rational Expectations and the Dynamics of Hyperinflation / The Demand for Money during Hyperinflations under Rational Expectations / A Note on Maximum Likelihood Estimation of the Rational Expectations Model of the Term Structure / Estimation of Dynamic Labor Demand Schedules under Rational Expectations / Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence / 5. Testing for Neutrality, 521 -- A Classical Macroeconometric Model for the United States / The Observational Equivalence of Natural and Unnatural Rate Theories of Macroeconomics / Unanticipated Money Growth and Unemployment in the United States / Unanticipated Money, Output, and the Price Level in the United States / 6. Macroeconomic Control Problems, 619 -- Rules Rather than Discretion: The Inconsistency of Optimal Plans / On the Time Consistency of Optimal Policy in a Monetary Economy / Estimation and Control of a Macroeconomic Model with Rational Expectations / Estimation and Optimal Control of Dynamic Game Models under Rational Expectations / John F. Muth, 3 -- John F. Muth, 23 -- Thomas J. Sargent, 33 -- Robert E. Lucas, Jr., 39 -- Robert E. Lucas, Jr., 55 -- Robert E. Lucas, Jr., and Edward C. Prescott, 67 -- Lars Peter Hansen and Thomas J. Sargent, 91 -- Lars Peter Hansen and Thomas J. Sargent, 127 -- Thomas J. Sargent, 159 -- Thomas J. Sargent and Neil Wallace, 199 -- Thomas J. Sargent and Neil Wallace, 215 -- Robert J. Berro, 229 -- Stanley Fischer, 261 -- Bennett T McCallum, 277 -- Bennett T. McCallum, 285 -- Robert E. Lucas, Jr., and Thomas J. Sargent, 295 -- John F. Muth, 321 -- Kenneth F. Wallis, 329 -- Gregory C. Chow, 355 -- C. W J. Granger, 371 -- Christopher A. Sims, 387 -- Thomas J. Sargent and Neil Wallace, 405 -- Thomas J. Sargent, 429 -- Thomas J. Sargent, 453 -- Thomas J. Sargent, 463 -- Robert E. Hall, 501 -- Thomas J. Sargent, 521 -- Thomas J. Sargent, 553 -- Robert J. Barro, 563 -- Robert J. Barro, 585 -- Finn E. Kydland and Edward C. Prescott, 619 -- Guillermo A. Calvo, 639 -- John B. Taylor, 659 -- Gregory C. Chow, 681.
0816610983 (obra completa) 08166109179 (volumen 1) 08166110711 (volumen 2)
Desarrollo económico.
Modelos económicos.
Econometría.
Ensayo.
HD 82 .R37 1981
VOLUMEN I -- Introduction, ix -- 1. Implications of Rational Expectations and Econometric Practice, 3 -- Rational Expectations and the Theory of Price Movements / Optimal Properties of Exponentially Weighted Forecasts / A Note on the 'Accelerationist' Controversy / Distributed Lags and Optimal Investment Policy / Optimal Investment with Rational Expectations / Investment under Uncertainty / Formulating and Estimating Dynamic Linear Rational Expectations Models / Linear Rational Expectations Models for Dynamically Interrelated Variables / 2. Macroeconomic Policy, 159 -- Rational Expectations, the Real Rate of Interest, and the Natural Rate of Unemployment / Rational Expectations and the Theory of Economic Policy / Rational' Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule / Rational Expectations and the Role of Monetary Policy / Long-Term Contracts, Rational Expectations, and the Optimal Money Supply Rule / Price-Level Stickiness and the Feasibility of Monetary Stabilization Policy with Rational Expectations / The Current State of the Policy-Ineffectiveness Debate / 3. Econometric Methods: General, 295 -- After Keynesian Macroeconomics / Estimation of Economic Relationships Containing Latent Expectations Variables / Econometric Implications of the Rational Expectations Hypothesis / Estimation of Rational Expectations Models / 4. General Applications, 371 -- Investigating Causal Relations by Econometric Models and Cross-Spectral Methods / Money, Income, and Causality / Rational Expectations and the Dynamics of Hyperinflation / The Demand for Money during Hyperinflations under Rational Expectations / A Note on Maximum Likelihood Estimation of the Rational Expectations Model of the Term Structure / Estimation of Dynamic Labor Demand Schedules under Rational Expectations / Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence / 5. Testing for Neutrality, 521 -- A Classical Macroeconometric Model for the United States / The Observational Equivalence of Natural and Unnatural Rate Theories of Macroeconomics / Unanticipated Money Growth and Unemployment in the United States / Unanticipated Money, Output, and the Price Level in the United States / 6. Macroeconomic Control Problems, 619 -- Rules Rather than Discretion: The Inconsistency of Optimal Plans / On the Time Consistency of Optimal Policy in a Monetary Economy / Estimation and Control of a Macroeconomic Model with Rational Expectations / Estimation and Optimal Control of Dynamic Game Models under Rational Expectations / John F. Muth, 3 -- John F. Muth, 23 -- Thomas J. Sargent, 33 -- Robert E. Lucas, Jr., 39 -- Robert E. Lucas, Jr., 55 -- Robert E. Lucas, Jr., and Edward C. Prescott, 67 -- Lars Peter Hansen and Thomas J. Sargent, 91 -- Lars Peter Hansen and Thomas J. Sargent, 127 -- Thomas J. Sargent, 159 -- Thomas J. Sargent and Neil Wallace, 199 -- Thomas J. Sargent and Neil Wallace, 215 -- Robert J. Berro, 229 -- Stanley Fischer, 261 -- Bennett T McCallum, 277 -- Bennett T. McCallum, 285 -- Robert E. Lucas, Jr., and Thomas J. Sargent, 295 -- John F. Muth, 321 -- Kenneth F. Wallis, 329 -- Gregory C. Chow, 355 -- C. W J. Granger, 371 -- Christopher A. Sims, 387 -- Thomas J. Sargent and Neil Wallace, 405 -- Thomas J. Sargent, 429 -- Thomas J. Sargent, 453 -- Thomas J. Sargent, 463 -- Robert E. Hall, 501 -- Thomas J. Sargent, 521 -- Thomas J. Sargent, 553 -- Robert J. Barro, 563 -- Robert J. Barro, 585 -- Finn E. Kydland and Edward C. Prescott, 619 -- Guillermo A. Calvo, 639 -- John B. Taylor, 659 -- Gregory C. Chow, 681.
0816610983 (obra completa) 08166109179 (volumen 1) 08166110711 (volumen 2)
Desarrollo económico.
Modelos económicos.
Econometría.
Ensayo.
HD 82 .R37 1981