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Reduced Forms of Rational Expectations Models
Author(s): L. Broze (Author), C. Gourieroux (Author), A. Szafarz (Author)
- Publisher: Routledge
- Publication Date: 6 Dec. 2001
- Edition: 1st
- Language: English
- Print length: 136 pages
- ISBN-10: 0415269261
- ISBN-13: 9780415269261
Book Description
A comprehensive exposition of rational expectations models is provided here, working up from simple univariate models to more sophisticated multivariate and non-linear models.
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LAURENCE BROZE, CHRISTIAN GOURIEROUX AND ARIANE SZAFARZ
