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  1. 1. Rational Expectations and Regime Shifts in Macroeconometrics

    Författare :Mårten Blix; Helmut Lütkepohl; Stockholms universitet; []
    Nyckelord :SOCIAL SCIENCES; SAMHÄLLSVETENSKAP; SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Economics; Nationalekonomi; Economics; nationalekonomi;

    Sammanfattning : This thesis consists of three papers. The first two papers explore implications of rational expectations when there is stochastic regime-switching; the third is an independent paper where underlying inflation is defined using rational expectations. LÄS MER