The rational expectations approach to economic modelling

Macroeconomics and Reality

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Probability and Measure.

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Rational Expectations and the Theory of Price Movements

1961 • 5,518 citations

Econometric policy evaluation: A critique

1976 • 5,457 citations

Principles of Econometrics

1973 • 3,349 citations

"Rational" Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule

1975 • 2,222 citations

Principles of Econometrics.

1972 • 2,215 citations

An Introduction to Bayesian Inference in Econometrics.

1974 • 2,058 citations

Optimal Statistical Decisions.

1971 • 2,047 citations

An Introduction to Bayesian Inference in Econometrics.

1972 • 1,749 citations

Subjectivity and correlation in randomized strategies

1974 • 1,625 citations

Alternative Tests of Independence between Stochastic Regressors and Disturbances

1973 • 1,263 citations

Econometric policy evaluation: A critique

1976 • 1,179 citations

Microeconomic Foundations of Employment and Inflation Theory.

1972 • 691 citations

Methods and Problems in Business Cycle Theory

1980 • 686 citations

Time series analysis and simultaneous equation econometric models

1974 • 660 citations

Rational Expectations Equilibrium: Generic Existence and the Information Revealed by Prices

1979 • 609 citations

Rational expectations and the theory of economic policy

1976 • 595 citations

A Classical Macroeconometric Model for the United States

1976 • 562 citations

1. Bayesian Statistics a Review

1972 • 540 citations

The Estimation of Probabilities: An Essay on Modern Bayesian Methods

1967 • 530 citations

The Estimation of the Order of an ARMA Process

1980 • 513 citations

After Keynesian Macroeconomics

1979 • 492 citations

Probability and Measure.

1980 • 475 citations

Statistical Inference in Random Coefficient Regression Models

1971 • 474 citations

Econometric Implications of the Rational Expectations Hypothesis

1980 • 436 citations

Markovian representation of stochastic processes and its application to the analysis of autoregressive moving average processes

1974 • 415 citations

Limiting Behavior of Posterior Distributions when the Model is Incorrect

1966 • 397 citations

Markovian Representation of Stochastic Processes and Its Application to the Analysis of Autoregressive Moving Average Processes

1998 • 368 citations

The Estimation of Probabilities: An Essay on Modern Bayesian Methods

1965 • 338 citations

Seasonal Analysis of Economic Time Series

1978 • 285 citations

Adaptive Economic Models

1975 • 259 citations

Rational expectations and the dynamic structure of macroeconomic models

1978 • 257 citations

A Critique of Friedman's Critics

2016 • 245 citations

Probability theory

1979 • 238 citations

A General Bayesian Linear Model

1973 • 209 citations

Linear prediction and estimation methods for regression models with stationary stochastic coefficients

1980 • 204 citations

The Identification Problem for Multiple Equation Systems with Moving Average Errors

1971 • 194 citations

Rational Expectations, Econometric Exogeneity, and Consumption

1978 • 190 citations

Rational Expectations and Bayesian Analysis

1974 • 170 citations

The identification of vector mixed autoregressive-moving average system

1969 • 161 citations

Multivariate Analysis IV

1977 • 147 citations

On the Aggregation Problem: A New Approach to a Troublesome Problem

1969 • 117 citations

Experience with using the Box-Cox transformation when forecasting economic time series

1979 • 90 citations

THE FUTURE AND THE PRESENT IN ECONOMIC LIFE

1978 • 88 citations

Forecasting aggregates of independent Arima processes

1977 • 76 citations

Learning by Firms about Demand Conditions

1975 • 73 citations

The Future of Statistics: A Bayesian 21st Century

1975 • 65 citations

Consistency and identifiability

1978 • 61 citations

Likelihood and Bayesian Inference from Selectively Reported Data

1977 • 60 citations

The Estimation of Arma Models

1975 • 49 citations

A random coefficient approach to seasonal adjustment of economic time series

1981 • 42 citations

Econometric policy evaluation and optimization under rational expectations

1980 • 33 citations

Causality, Exogeneity, and Natural Rate Models: Reply to C. R. Nelson and B. T. McCallum

1979 • 31 citations

A comparison of estimators for undersized samples

1980 • 25 citations

Likelihood and Bayesian Inference from Selectively Reported Data

1977 • 24 citations

On the fitting of multivariate processes of the autoregressive-moving average type

1978 • 19 citations

Economic Models, Estimation and Risk Programming

1971 • 9 citations

Conditional Confidence Statements and Confidence Estimators: Rejoinder

1977 • 7 citations

Studies in Monetary Economics.

1974 • 7 citations

Satisficing in Methodology: A Reply

1981 • 6 citations

A note on autoregressive-moving average identification

1979 • 5 citations

Theory of Probability.

1976 • 3 citations

Relative Frequency Interpretation of Bayesian Predictive Distributions

1976 • 2 citations

Relative Frequency Interpretation of Bayesian Predictive Distributions

1976 • 1 citations