BibSonomy :: user  :: smicha ::

bookmarks

publications

(65)   

• What happened to the utility functions?: Imprecise expectations of security prices
  Stephen A. Kane International Review of Financial Analysis8(2):165--175Jun1999.
  to Imprecise expectations by smicha on Apr 29, 2008, 8:06 AM
  URL | BibTeX 
• Risk premia in the term structure of interest rates: a panel data approach
  Dennis Bams and Christian C. P. Wolff Journal of International Financial Markets, Institutions and Money13(3):211--236Jul2003.
  to Expectations hypothesis by smicha on Apr 29, 2008, 8:06 AM
  URL | BibTeX 
• Monetary policy and the Fisher effect
  Paul Söderlind Journal of Policy Modeling23(5):491--495Jul2001.
  to Inflation expectations by smicha on Apr 28, 2008, 2:02 PM
  URL | BibTeX 
• The information in Swedish short-maturity forward rates
  Magnus Dahlquist and Gunnar Jonsson European Economic Review39(6):1115--1131Jun1995.
  to theory Expectations by smicha on Apr 28, 2008, 1:05 PM
  URL | BibTeX 
• Rational expectations models with partial information
  Joseph Pearlman and David Currie and Paul Levine Economic Modelling3(2):90--105Apr1986.
  to Rational models expectations by smicha on Apr 28, 2008, 1:05 PM
  URL | BibTeX 
• Examining the role of expectations in a macromodel : Some results with the Finnish QMED model
  Ari Lahti and Matti Vir'en Economic Modelling5(4):347--353Oct1988.
  to Rational expectations by smicha on Apr 28, 2008, 1:05 PM
  URL | BibTeX 
• Dynamic responses to policy and exogenous shocks in an empirical developing country model with rational expectations
  Peter Montiel and Nadeem Ul Haque Economic Modelling8(2):201--218Apr1991.
  to Rational expectations by smicha on Apr 28, 2008, 1:05 PM
  URL | BibTeX 
• Rational expectation variables in macroeconomic models : Empirical evidence for the Netherlands and other countries
  J. A. Bikker and P. J. A. van Els and M. E. Hemerijck Economic Modelling10(3):301--314Jul1993.
  to Rational expectations by smicha on Apr 28, 2008, 1:05 PM
  URL | BibTeX 
• Targeting inflation: Comparative control exercises on models of the UK economy
  Keith B. Church and Peter R. Mitchell and Peter N. Smith and Kenneth F. Wallis Economic Modelling13(2):169--184Apr1996.
  to Expectations by smicha on Apr 28, 2008, 1:05 PM
  URL | BibTeX 
• Confident expectations, rational expectations and the optimal conduct of monetary policy
  Henrich Maa[beta] and Friedrich L. Sell Economic Modelling15(4):519--541Oct1998.
  to Expectations by smicha on Apr 28, 2008, 1:05 PM
  URL | BibTeX 
• Long rates, risk premia and the over-reaction hypothesis
  Keith Cuthbertson and Dirk Nitzsche Economic Modelling20(2):417--435Mar2003.
  to Expectations hypothesis by smicha on Apr 28, 2008, 1:05 PM
  URL | BibTeX 
• Estimating large rational expectations models by FIML--some experiments using a new algorithm with bootstrap confidence limits
  Patrick Minford and Bruce Webb Economic Modelling22(1):187--205Jan2005.
  to expectations Rational model by smicha on Apr 28, 2008, 1:05 PM
  URL | BibTeX 
• Partial current information and signal extraction in a rational expectations macroeconomic model: A computational solution
  L. Lungu and K. G. P. Matthews and A. P. L. Minford Economic Modelling25(2):255--273Mar2008.
  to Rational expectations by smicha on Apr 28, 2008, 1:05 PM
  URL | BibTeX 
• Using subjective income expectations to test for excess sensitivity of consumption to predicted income growth
  Tullio Jappelli and Luigi Pistaferri European Economic Review44(2):337--358Feb2000.
  to Subjective expectations by smicha on Apr 28, 2008, 1:05 PM
  URL | BibTeX 
• Retirement expectations, pension reforms, and their impact on private wealth accumulation
  Renata Bottazzi and Tullio Jappelli and Mario Padula Journal of Public Economics90(12):2187--2212Dec2006.
  to Expectations by smicha on Apr 28, 2008, 1:05 PM
  URL | BibTeX 
• GDP growth and currency valuation: The case of the dollar
  Peter J. G. Vlaar Journal of International Money and Finance26(8):1424--1449Dec2007.
  to expectations Rational by smicha on Apr 23, 2008, 10:05 PM
  URL | BibTeX 
• The bias of tests for a risk premium in forward exchange rates
  George Tauchen Journal of Empirical Finance8(5):695--704Dec2001.
  to Expectations theory by smicha on Apr 23, 2008, 10:05 PM
  URL | BibTeX 
• Expectations and the nonneutrality of Lucas
  Thomas J. Sargent Journal of Monetary Economics37(3):535--548Jun1996.
  to Rational expectations by smicha on Apr 23, 2008, 10:05 PM
  URL | BibTeX 
• Estimation of a rational expectations model of the term structure
  Angelo Melino Journal of Empirical Finance8(5):639--668Dec2001.
  to Rational expectations by smicha on Apr 23, 2008, 10:05 PM
  URL | BibTeX 
• Exchange rate expectations: controlled experiments with artificial traders
  Philip S. Marey Journal of International Money and Finance23(2):283--304Mar2004.
  to rate expectations Exchange by smicha on Apr 23, 2008, 10:05 PM
  URL | BibTeX