Aggregation over time and the inverse optimal predictor problem for adaptive expectations in continuous time
We couldn't estimate the reading time for this book.
Author
Contributions
- Sargent, Thomas J. - Contributor
Publication
1981 - Federal Reserve Bank of Minneapolis, Minneapolis, Minn., Minnesota
Language
English
Word Count
0 words, Guess
Page Count
0 pages
Physical Format
Electronic resource
Identifiers
- Library of Congress Control Number2007702541
- Open LibraryOL16412979M
Classifications
- LCCHB1
Description
"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.
Subjects
Series Statement
- Federal Reserve Bank of Minneapolis, Research Department staff report -- 74
- Staff report (Federal Reserve Bank of Minneapolis. Research Dept. : Online) -- 74.
Reader Reviews
No reviews yet for this book.
Be the first to share your thoughts!