Browsing Department of Economics (ECO) by Author "HENRY, Jérôme"

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Browsing Department of Economics (ECO) by Author "HENRY, Jérôme"

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    Title: Factor Analysis in a Model with Rational Expectations  Author(s): BEYER, Andreas; FARMER, Roger E. A.; HENRY, Jérôme; MARCELLINO, Massimiliano Date: 2008-01-01 Type of Publication: Article Abstract: DSGE models are characterized by the presence of expectations as explanatory variables. To use these models for policy evaluation, the econometrician must estimate the parameters of expectation terms. Standard estimation ...