𝔖 Bobbio Scriptorium
✦   LIBER   ✦

An Analysis of a Macro-Econometric Model with Rational Expectations in the Bond and Stock Markets

✍ Scribed by Ray C. Fair

Book ID
125651179
Publisher
American Economic Association
Year
1979
Tongue
English
Weight
368 KB
Volume
69
Category
Article
ISSN
0002-8282

No coin nor oath required. For personal study only.

πŸ“œ SIMILAR VOLUMES

An econometric model of nonlinear dynami
An econometric model of nonlinear dynamics in the joint distribution of stock and bond returns
✍ Massimo Guidolin; Professor Allan Timmermann πŸ“‚ Article πŸ“… 2006 πŸ› John Wiley and Sons 🌐 English βš– 260 KB πŸ‘ 1 views

## Abstract This paper considers a variety of econometric models for the joint distribution of US stock and bond returns in the presence of regime switching dynamics. While simple two‐ or three‐state models capture the univariate dynamics in bond and stock returns, a more complicated four‐state mod

Quasi-rational and ex ante price expecta
Quasi-rational and ex ante price expectations in commodity supply models: an empirical analysis of the US broiler market
✍ Matthew T. Holt; Andrew M. McKenzie πŸ“‚ Article πŸ“… 2003 πŸ› John Wiley and Sons 🌐 English βš– 240 KB

## Abstract A statistically optimal inference about agents' __ex ante__ price expectations within the US broiler market is derived using futures prices of related commodities along with a quasi‐rational forecasting regression equation. The modelling approach, which builds on a Hamilton‐type framewo