Research Publication

January 1981 | Chapter

Linear Rational Expectations Models for Dynamically Interrelated Variables

Lars Peter Hansen and Thomas J. Sargent
Pages: 127-156|Title of book: Rational Expectations and Econometric Practice, Vol. 1|Editor(s): Robert E. Lucas Jr. and Thomas J. Sargent|Publisher: University of Minnesota Press|Tags: Econometrics, Financial Market Linkages to the Macroeconomy|Export BibTeX >

@incollection{hansensargent:1981linear,
title={Linear Rational Expectations Models of Dynamically Interrelated Variables},
author={Hansen, L. P. and Sargent, T.J.},
booktitle={Rational Expectations and Econometric Practice},
year={1981},
publisher={University of Minnesota Press}
}