Identification of rational expectations models

Stochastic processes

1953 • 9,312 citations

Rational Expectations and the Theory of Price Movements

1961 • 5,518 citations

Identification in Parametric Models

1971 • 1,021 citations

Unanticipated Money Growth and Unemployment in the United States

1977 • 841 citations

Unanticipated Money, Output, and the Price Level in the United States

1978 • 669 citations

A Classical Macroeconometric Model for the United States

1976 • 562 citations

Statistical Inference in Dynamic Economic Models

1950 • 480 citations

Rational Expectations and the Natural Rate Hypothesis: Some Consistent Estimates

1976 • 449 citations

Inflation Expectations

1975 • 438 citations

Econometric Implications of the Rational Expectations Hypothesis

1980 • 436 citations

What Economics Is Most Important to Teach: The Hansen Committee Report

1977 • 382 citations

Rational expectations and the dynamic structure of macroeconomic models

1978 • 257 citations

The Formation of Inflationary Expectations

1981 • 254 citations

Empirical Evidence on the Formation of Price Expectations

1970 • 213 citations

A Study of Price Forecasts

1977 • 211 citations

Conditions for Unique Solutions in Stochastic Macroeconomic Models with Rational Expectations

1977 • 203 citations

A Note on the Rationality of the Livingston Price Expectations

1975 • 183 citations

On Testing for Rationality: Another Look at the Livingston Price Expectations Data

1978 • 162 citations

Backward and Forward Solutions for Economies with Rational Expectations

2007 • 150 citations

Rational Expectations and the Estimation of Econometric Models: An Alternative Procedure

1976 • 139 citations

The Theory of Parametric Identification

1973 • 130 citations

A Test of the "Expectations Hypothesis" Using Directly Observed Wage and Price Expectations

1972 • 108 citations

Rational Expectations in the Macro Model

1976 • 82 citations

Inflation Expectations and Money Growth in the United States

1980 • 76 citations

Testing the restrictions implied by the rational expectations hypothesis

1981 • 73 citations

Rational Expectations and the Estimation of Econometric Models

1975 • 66 citations

IDENTIFLABILITY CRITERIA FOR A SYSTEM OF EQUATIONS AS A WHOLE

1965 • 55 citations

Identifiability Criteria in Nonlinear Systems

1961 • 46 citations

Testing of the Rational Expectations Hypothesis

1980 • 39 citations