Rational Expectations and Econometric Practice.

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Bibliographic Details
Online Access: Full Text (via ProQuest)
Main Author: Lucas, Robert E.
Other Authors: Sargent, Thomas J.
Format: eBook
Language:English
Published: Minneapolis : University of Minnesota Press, 1977.

MARC

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505 0 |a Contents; 4. General Applications; 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. 
505 8 |a A Classical Macroeconometric Model for the United StatesThe 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; Rules Rather than Discretion: The Inconsistency of Optimal Plans; On the Time Consistency of Optimal Policy in a Monetary Economy. 
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