Aggregation over time and the inverse optimal predictor problem for adaptive expectations in continuous time
Edición de la obra Aggregation over time and the inverse optimal predictor problem for adaptive expectations in continuous time
| Autor | Lars Peter Hansen |
|---|---|
| Editorial | Federal Reserve Bank of Minneapolis |
| Fecha de publicación | 1981 |
| Lugar | [Minneapolis, Minn.] |
| Idioma | inglés |
| Formato | Electronic resource |
| LCCN | 2007702541 |
| Serie | Federal Reserve Bank of Minneapolis, Research Department staff report -- 74 · Staff report (Federal Reserve Bank of Minneapolis. Research Dept. : Online) -- 74. |
| Número de Cutter | H249a |
"This paper describes the continuous time stochastic process for money and inflation under which Cagan's adaptive expectations model is optimal. It then analyzes how data formed by sampling money and prices at discrete points in time would behave"--Federal Reserve Bank of Minneapolis web site.