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Rational Expectations in Macroeconomic Models - P. Fisher
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ISBN: 9789048141883

It is commonly believed that macroeconomic models are not useful for policy analysis because they do not take proper account of agents' expectations. Over the last decade, mainstream macroeconomic models in the UK and elsewhere have taken on board the 'Rational Expectations Revolution' by explicitly incorporating expectations of the future. In principle, one can perform the same technical exercises on a forward expectations model as on a conventional model — and more! Rational Expectations in Macroeconomic Models deals with the numerical methods necessary to carry out policy analysis and forecasting with these models. These methods are often passed on by word of mouth or confined to obscure journals. Rational Expectations in Macroeconomic Models brings them together with applications which are interesting in their own right. There is no comparable textbook in the literature. The specific subjects include: (i) solving for model consistent expectations; (ii) the choice of terminal condition and time horizon; (iii) experimental design: i.e., the effect of temporary vs permanent, anticipated vs. unanticipated shocks; deterministic vs. shastic, dynamic vs. static simulation; (iv) the role of exchange rate; (v) optimal control and inflation-output tradeoffs. The models used are those of the Liverpool Research Group in Macroeconomics, the London Business School and the National Institute of Economic and Social Research. Books Books ~~ Business & Economics~~ Econometrics Rational-Expectations-in-Macroeconomic-Models~~P-Fisher Springer Netherlands It is commonly believed that macroeconomic models are not useful for policy analysis because they do not take proper account of agents' expectations. Over the last decade, mainstream macroeconomic models in the UK and elsewhere have taken on board the `Rational Expectations Revolution' by explicitly incorporating expectations of the future. In principle, one can perform the same technical exercises on a forward expectations model as on a conventional model -- and more! Rational Expectations in Macroeconomic Models deals with the numerical methods necessary to carry out policy analysis and forecasting with these models. These methods are often passed on by word of mouth or confined to obscure journals. Rational Expectations in Macroeconomic Models brings them together with applications which are interesting in their own right. There is no comparable textbook in the literature. The specific subjects include: (i) solving for model consistent expectations; (ii) the choice of terminal condition and time horizon; (iii) experimental design: i.e., the effect of temporary vs permanent, anticipated vs. unanticipated shocks; deterministic vs. stochastic, dynamic vs. static simulation; (iv) the role of exchange rate; (v) optimal control and inflation-output tradeoffs. The models used are those of the Liverpool Research Group in Macroeconomics, the London Business School and the National Institute of Economic and Social Research.

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Rational Expectations in Macroeconomic Models - Fisher, P.
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Fisher, P.:

Rational Expectations in Macroeconomic Models - Taschenbuch

2010, ISBN: 9789048141883

[ED: Softcover], [PU: Springer Netherlands], It is commonly believed that macroeconomic models are not useful for policy analysis because they do not take proper account of agents' expectations. Over the last decade, mainstream macroeconomic models in the UK and elsewhere have taken on board the Rational Expectations Revolution' by explicitly incorporating expectations of the future. In principle, one can perform the same technical exercises on a forward expectations model as on a conventional model -- and more! Rational Expectations in Macroeconomic Models deals with the numerical methods necessary to carry out policy analysis and forecasting with these models. These methods are often passed on by word of mouth or confined to obscure journals. Rational Expectations in Macroeconomic Models brings them together with applications which are interesting in their own right. There is no comparable textbook in the literature. The specific subjects include: (i) solving for model consistent expectations (ii) the choice of terminal condition and time horizon (iii) experimental design: i.e., the effect of temporary vs permanent, anticipated vs. unanticipated shocks deterministic vs. stochastic, dynamic vs. static simulation (iv) the role of exchange rate (v) optimal control and inflation-output tradeoffs. The models used are those of the Liverpool Research Group in Macroeconomics, the London Business School and the National Institute of Economic and Social Research. 2010. viii, 211 S. 1 SW-Abb.,. 235 mm Versandfertig in 3-5 Tagen, [SC: 0.00], Neuware, gewerbliches Angebot

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Rational Expectations in Macroeconomic Models - P. Fisher
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P. Fisher:
Rational Expectations in Macroeconomic Models - Taschenbuch

2010

ISBN: 9048141885

ID: 10071051434

[EAN: 9789048141883], Neubuch, [PU: Springer Dez 2010], This item is printed on demand - Print on Demand Titel. - It is commonly believed that macroeconomic models are not useful for policy analysis because they do not take proper account of agents' expectations. Over the last decade, mainstream macroeconomic models in the UK and elsewhere have taken on board the `Rational Expectations Revolution' by explicitly incorporating expectations of the future. In principle, one can perform the same technical exercises on a forward expectations model as on a conventional model -- and more! Rational Expectations in Macroeconomic Models deals with the numerical methods necessary to carry out policy analysis and forecasting with these models. These methods are often passed on by word of mouth or confined to obscure journals. Rational Expectations in Macroeconomic Models brings them together with applications which are interesting in their own right. There is no comparable textbook in the literature. The specific subjects include: (i) solving for model consistent expectations; (ii) the choice of terminal condition and time horizon; (iii) experimental design: i.e., the effect of temporary vs permanent, anticipated vs. unanticipated shocks; deterministic vs. stochastic, dynamic vs. static simulation; (iv) the role of exchange rate; (v) optimal control and inflation-output tradeoffs. The models used are those of the Liverpool Research Group in Macroeconomics, the London Business School and the National Institute of Economic and Social Research. 224 pp. Englisch

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Rational Expectations in Macroeconomic Models - Fisher, P.
Vergriffenes Buch, derzeit bei uns nicht verfügbar.
(*)
Fisher, P.:
Rational Expectations in Macroeconomic Models - Taschenbuch

2010, ISBN: 9789048141883

[ED: Softcover], [PU: Springer Netherlands], It is commonly believed that macroeconomic models are not useful for policy analysis because they do not take proper account of agents' expectations. Over the last decade, mainstream macroeconomic models in the UK and elsewhere have taken on board the Rational Expectations Revolution' by explicitly incorporating expectations of the future. In principle, one can perform the same technical exercises on a forward expectations model as on a conventional model -- and more! Rational Expectations in Macroeconomic Models deals with the numerical methods necessary to carry out policy analysis and forecasting with these models. These methods are often passed on by word of mouth or confined to obscure journals. Rational Expectations in Macroeconomic Models brings them together with applications which are interesting in their own right. There is no comparable textbook in the literature. The specific subjects include: (i) solving for model consistent expectations (ii) the choice of terminal condition and time horizon (iii) experimental design: i.e., the effect of temporary vs permanent, anticipated vs. unanticipated shocks deterministic vs. stochastic, dynamic vs. static simulation (iv) the role of exchange rate (v) optimal control and inflation-output tradeoffs. The models used are those of the Liverpool Research Group in Macroeconomics, the London Business School and the National Institute of Economic and Social Research.2010. 228 S. 240 mmVersandfertig in 3-5 Tagen, [SC: 0.00]

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Rational Expectations in Macroeconomic Models (Advanced Studies in Theoretical and Applied Econometrics) - P. Fisher
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P. Fisher:
Rational Expectations in Macroeconomic Models (Advanced Studies in Theoretical and Applied Econometrics) - Taschenbuch

2010, ISBN: 9048141885

[SR: 2377192], Taschenbuch, [EAN: 9789048141883], Springer, Springer, Book, [PU: Springer], 2010-12-02, Springer, 58206011, Ökonometrie, 58202011, Wirtschaftswissenschaften, 58173011, Business, Karriere & Geld, 54071011, Genres, 52044011, Fremdsprachige Bücher, 58212011, Makroökonomie, 58202011, Wirtschaftswissenschaften, 58173011, Business, Karriere & Geld, 54071011, Genres, 52044011, Fremdsprachige Bücher, 56253011, Lineare Programmierung, 56248011, Angewandte Mathematik, 56214011, Mathematik, 56047011, Fachbücher, 54071011, Genres, 52044011, Fremdsprachige Bücher, 56246011, Infinitesimalrechnung, 56230011, Reine Mathematik, 56214011, Mathematik, 56047011, Fachbücher, 54071011, Genres, 52044011, Fremdsprachige Bücher

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Rational Expectations in Macroeconomic Models
Autor:

Fisher, P.

Titel:

Rational Expectations in Macroeconomic Models

ISBN-Nummer:

9048141885

It is commonly believed that macroeconomic models are not useful for policy analysis because they do not take proper account of agents' expectations. Over the last decade, mainstream macroeconomic models in the UK and elsewhere have taken on board the `Rational Expectations Revolution' by explicitly incorporating expectations of the future. In principle, one can perform the same technical exercises on a forward expectations model as on a conventional model -- and more! Rational Expectations in Macroeconomic Models deals with the numerical methods necessary to carry out policy analysis and forecasting with these models. These methods are often passed on by word of mouth or confined to obscure journals. Rational Expectations in Macroeconomic Models brings them together with applications which are interesting in their own right. There is no comparable textbook in the literature. The specific subjects include: (i) solving for model consistent expectations; (ii) the choice of terminal condition and time horizon; (iii) experimental design: i.e., the effect of temporary vs permanent, anticipated vs. unanticipated shocks; deterministic vs. stochastic, dynamic vs. static simulation; (iv) the role of exchange rate; (v) optimal control and inflation-output tradeoffs. The models used are those of the Liverpool Research Group in Macroeconomics, the London Business School and the National Institute of Economic and Social Research.

Detailangaben zum Buch - Rational Expectations in Macroeconomic Models


EAN (ISBN-13): 9789048141883
ISBN (ISBN-10): 9048141885
Taschenbuch
Erscheinungsjahr: 2010
Herausgeber: Springer-Verlag GmbH
224 Seiten
Gewicht: 0,345 kg
Sprache: eng/Englisch

Buch in der Datenbank seit 18.09.2011 17:03:02
Buch zuletzt gefunden am 28.06.2016 18:18:15
ISBN/EAN: 9048141885

ISBN - alternative Schreibweisen:
90-481-4188-5, 978-90-481-4188-3

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