ABSTRACT

A comprehensive exposition of rational expectations models is provided here, working up from simple univariate models to more sophisticated multivariate and non-linear models.

part 1|119 pages

Reduced Forms Of Rational Expectations Models *

chapter |6 pages

Introduction

chapter 1|13 pages

Expectation Schemes

chapter 2|17 pages

A Model with Current Expectations

chapter 3|32 pages

A Model with Future Expectations

chapter 4|14 pages

Dynamic Extensions

chapter 5|27 pages

Multivariate Models

chapter 6|10 pages

A Mean-Variance Model