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Your search for "rational expectations" over the article keywords returned 103 results.

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31. rational expectations models, estimation of

Rational expectations impose cross-equation restrictions that have important implications for the estimation of models. These implications have lead to ...

By Monika Piazzesi. From The New Palgrave Dictionary of Economics, Second Edition, 2008

32. noise traders

Noise traders are agents whose theoretical existence has been hypothesized as a way of solving certain fundamental problems in financial economics. ...

By James Dow and Gary Gorton. From The New Palgrave Dictionary of Economics, Second Edition, 2008

33. peso problem

If market participants expect a future discrete change in asset fundamentals, then rational forecast errors may be correlated with current information ...

By Karen K. Lewis. From The New Palgrave Dictionary of Economics, Second Edition, 2008

34. recursive preferences

Recursive preferences characterize the trade-offs between current and future consumption by summarizing the future with a single index, the certainty ...

By David K. Backus, Bryan R. Routledge and Stanley E. Zin. From The New Palgrave Dictionary of Economics, Second Edition, 2008

35. Sims, Christopher Albert (born 1942)

Christopher Sims is one of the leaders in time-series econometrics and empirical macroeconomics and is well known for introducing the VAR approach ...

By Marcel Boumans. From The New Palgrave Dictionary of Economics, Online Edition, 2012

36. generalized method of moments estimation

Generalized method of moments estimates econometric models without requiring a full statistical specification. One starts with a set of moment restrictions ...

By Lars Peter Hansen. From The New Palgrave Dictionary of Economics, Second Edition, 2008

37. economic man

Economic man ‘knows the price of everything and the value of nothing’, so said because he or she calculates and then acts so as to satisfy ...

By Shaun Hargreaves-Heap. From The New Palgrave Dictionary of Economics, Second Edition, 2008

38. interacting agents in finance

Interacting agents in finance represent a behavioural, agent-based approach in which financial markets are viewed as complex adaptive systems consisting ...

By Cars Hommes. From The New Palgrave Dictionary of Economics, Second Edition, 2008

39. survey data, analysis of

An important advantage of survey data over, for example, administrative data is the opportunity to directly measure subjective phenomena, such as respondents’ ...

By Jeff Dominitz and Arthur van Soest. From The New Palgrave Dictionary of Economics, Second Edition, 2008

40. monetary and fiscal policy overview

This article provides an overview of economic thinking about monetary and fiscal policy. I discuss the methodology of answering policy questions in macroeconomics. ...

By Narayana R. Kocherlakota. From The New Palgrave Dictionary of Economics, Second Edition, 2008