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A comprehensive exposition of rational expectations models is provided here, working up from simple univariate models to more sophisticated multivariate and non-linear models.

Produktbeschreibung
A comprehensive exposition of rational expectations models is provided here, working up from simple univariate models to more sophisticated multivariate and non-linear models.
Autorenporträt
LAURENCE BROZE, CHRISTIAN GOURIEROUX AND ARIANE SZAFARZ