Reduced Forms of Rational Expectations Models |
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Author:
| Broze, L. Gourieroux, C. Szafarz, A. |
ISBN: | 978-0-415-26926-1 |
Publication Date: | Dec 2001 |
Publisher: | Taylor & Francis Group
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Imprint: | Routledge |
Book Format: | Hardback |
List Price: | USD $300.00 |
Book Description:
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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.
A comprehensive exposition of rational expectations models is provided here, working up from simple univariate models to more sophisticated multivariate and non-linear models.