Thesis icon

Thesis

Econometrics issues in forward-looking monetary models

Abstract:

Recently, single equation approaches for estimating structural models have become popular in the monetary economics literature. In particular, single-equation Generalized Method Moments estimators have been used for estimating forward-looking models with rational expectations. Two important examples are found in Clarida, Gali, and Gertler (1998) for the estimation of forward- looking Taylor rules and in Gali and Gertler (1999) for the estimation of a forward-looking model for inflation dyn...

Expand abstract

Actions


Access Document


Files:

Authors


More by this author
Institution:
University of Oxford
Division:
SSD
Department:
Economics
Oxford college:
Nuffield College
Role:
Author

Contributors

Division:
SSD
Department:
Economics
Role:
Supervisor
More from this funder
Funding agency for:
Mavroeidis, S
Grant:
R00429924298
Publication date:
2002
Type of award:
DPhil
Level of award:
Doctoral
Awarding institution:
Oxford University, UK
Language:
English
Keywords:
Subjects:
UUID:
uuid:81e0e95c-f464-4b48-a432-cd7200c0e751
Local pid:
ora:5222
Deposit date:
2011-04-07

Terms of use


Views and Downloads






If you are the owner of this record, you can report an update to it here: Report update to this record

TO TOP