TY - BOOK TI - Rational expectations and econometric practice SN - 0816610983 (obra completa) AV - HD 82 .R37 1981 PY - 1981/// CY - Minneapolis, MN PB - The University of Minnesota Press KW - Desarrollo económico KW - Modelos económicos KW - Econometría KW - Ensayo N1 - VOLUMEN I --; Introduction, ix --; 1. Implications of Rational Expectations and Econometric Practice, 3 --; Rational Expectations and the Theory of Price Movements; John F. Muth, 3 --; Optimal Properties of Exponentially Weighted Forecasts; John F. Muth, 23 --; A Note on the 'Accelerationist' Controversy; Thomas J. Sargent, 33 --; Distributed Lags and Optimal Investment Policy; Robert E. Lucas, Jr., 39 --; Optimal Investment with Rational Expectations; Robert E. Lucas, Jr., 55 --; Investment under Uncertainty; Robert E. Lucas, Jr., and Edward C. Prescott, 67 --; Formulating and Estimating Dynamic Linear Rational Expectations Models; Lars Peter Hansen and Thomas J. Sargent, 91 --; Linear Rational Expectations Models for Dynamically Interrelated Variables; Lars Peter Hansen and Thomas J. Sargent, 127 --; 2. Macroeconomic Policy, 159 --; Rational Expectations, the Real Rate of Interest, and the Natural Rate of Unemployment; Thomas J. Sargent, 159 --; Rational Expectations and the Theory of Economic Policy; Thomas J. Sargent and Neil Wallace, 199 --; Rational' Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule; Thomas J. Sargent and Neil Wallace, 215 --; Rational Expectations and the Role of Monetary Policy; Robert J. Berro, 229 --; Long-Term Contracts, Rational Expectations, and the Optimal Money Supply Rule; Stanley Fischer, 261 --; Price-Level Stickiness and the Feasibility of Monetary Stabilization Policy with Rational Expectations; Bennett T McCallum, 277 --; The Current State of the Policy-Ineffectiveness Debate; Bennett T. McCallum, 285 --; 3. Econometric Methods: General, 295 --; After Keynesian Macroeconomics; Robert E. Lucas, Jr., and Thomas J. Sargent, 295 --; Estimation of Economic Relationships Containing Latent Expectations Variables; John F. Muth, 321 --; Econometric Implications of the Rational Expectations Hypothesis; Kenneth F. Wallis, 329 --; Estimation of Rational Expectations Models; Gregory C. Chow, 355 --; 4. General Applications, 371 --; Investigating Causal Relations by Econometric Models and Cross-Spectral Methods; C. W J. Granger, 371 --; Money, Income, and Causality; Christopher A. Sims, 387 --; Rational Expectations and the Dynamics of Hyperinflation; Thomas J. Sargent and Neil Wallace, 405 --; The Demand for Money during Hyperinflations under Rational Expectations; Thomas J. Sargent, 429 --; A Note on Maximum Likelihood Estimation of the Rational Expectations Model of the Term Structure; Thomas J. Sargent, 453 --; Estimation of Dynamic Labor Demand Schedules under Rational Expectations; Thomas J. Sargent, 463 --; Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence; Robert E. Hall, 501 --; 5. Testing for Neutrality, 521 --; A Classical Macroeconometric Model for the United States; Thomas J. Sargent, 521 --; The Observational Equivalence of Natural and Unnatural Rate Theories of Macroeconomics; Thomas J. Sargent, 553 --; Unanticipated Money Growth and Unemployment in the United States; Robert J. Barro, 563 --; Unanticipated Money, Output, and the Price Level in the United States; Robert J. Barro, 585 --; 6. Macroeconomic Control Problems, 619 --; Rules Rather than Discretion: The Inconsistency of Optimal Plans; Finn E. Kydland and Edward C. Prescott, 619 --; On the Time Consistency of Optimal Policy in a Monetary Economy; Guillermo A. Calvo, 639 --; Estimation and Control of a Macroeconomic Model with Rational Expectations; John B. Taylor, 659 --; Estimation and Optimal Control of Dynamic Game Models under Rational Expectations; Gregory C. Chow, 681 ER -