Download or read book A Rational Expectations Approach to Macroeconometrics written by Frederic S. Mishkin and published by University of Chicago Press. This book was released on 2007-11-01 with total page 184 pages. Available in PDF, EPUB and Kindle. Book excerpt: A Rational Expectations Approach to Macroeconometrics pursues a rational expectations approach to the estimation of a class of models widely discussed in the macroeconomics and finance literature: those which emphasize the effects from unanticipated, rather than anticipated, movements in variables. In this volume, Fredrick S. Mishkin first theoretically develops and discusses a unified econometric treatment of these models and then shows how to estimate them with an annotated computer program.

Download or read book Direct Measures of Expectations in Testing the Rational Expectations Hypothesis written by Emanuel Manolikakis and published by . This book was released on 1988 with total page 278 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Testing the Expectations Hypothesis when Interest Rates are Near Integrated written by Meredith J. Beechey and published by . This book was released on 2008 with total page 42 pages. Available in PDF, EPUB and Kindle. Book excerpt: "Nominal interest rates are unlikely to be generated by unit-root processes. Using data on short and long interest rates from eight developed and six emerging economies, we test the expectations hypothesis using cointegration methods under the assumption that interest rates are near integrated. If the null hypothesis of no cointegration is rejected, we then test whether the estimated cointegrating vector is consistent with that suggested by the expectations hypothesis. The results show support for cointegration in ten of the fourteen countries we consider, and the cointegrating vector is similar across countries. However, the parameters differ from those suggested by theory. We relate our findings to existing literature on the failure of the expectations hypothesis and to the role of term premia"--Federal Reserve Board web site.

Download or read book Testing the Expectations Hypothesis Og the Term Structure of Interest Rates in the Presence of a Potential Regime Shift written by M. Luanne and published by . This book was released on 1999 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book On Biases in Tests of the Expectations Hypothesis of the Term Structure of Interest Rates written by Geert Bekaert and published by . This book was released on 1996 with total page 58 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book A Test of the Expectations Hypothesis of the Term Structure Using Cross section Data written by Richard D. F. Harris and published by . This book was released on 1998 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Empirical Tests of the Formation of Expectations written by Ingvild Svendsen and published by . This book was released on 1993 with total page 60 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Tests of the Expectations Hypothesis of the Term Structure in a Model with Bayesian Learning written by George Bulkley and published by . This book was released on 1997 with total page 21 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book The Power of Direct Tests of the Rational Expectations Hypothesis when the Alternative is Learning written by David D. Steiner and published by . This book was released on 1986 with total page 28 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Tests of the Expectations Hypothesis written by Daniel L. Thornton and published by . This book was released on 2003 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Testing the Restrictions Implied by the Rational Expectations Hypothesis written by Dennis L. Hoffman and published by . This book was released on 1979 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book A Test of the expectations Hypothesis Using Directly Observed Wage and Price Expectations written by Stephen J. Turnovsky and published by Institute for Policy Analysis, University of Toronto. This book was released on 1971 with total page 36 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Empirical Tests of the Rational Expectations Hypothesis written by G. Pollio and published by . This book was released on 1985 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Testing the Expectations Hypothesis written by Daniel L. Thornton and published by . This book was released on 2004 with total page 50 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Rational expectations hypothesis in the long run written by Taeck-Soo Chun and published by . This book was released on 1987 with total page 168 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Testing the Expectations Hypothesis on the Term Structure of Volatilities in Foreign Exchange Options written by Jose Manuel Campa and published by . This book was released on 1993 with total page 20 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Term Structure Estimation and Testing the Expectations Hypothesis written by Amoafo Anim-Addo and published by . This book was released on 1999 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: