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December 3, 2010 | History

Aggregation over time and the inverse optimal predictor problem for adaptive expectations in continuous time 1 edition

Aggregation over time and the inverse optimal predictor problem for ad ...
Lars Peter Hansen

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Aggregation over time and the inverse optimal predictor problem for adaptive expectations in continuous time
Lars Peter Hansen and Thomas J. Sargent.

Published 1981 by Federal Reserve Bank of Minneapolis in [Minneapolis, Minn.] .
Written in English.

About the Book

"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.

Edition Notes

Title from PDF file as viewed on 10/19/2007.

Includes bibliographical references.

Also available in print.

System requirements: Adobe Acrobat Reader.

Mode of access: World Wide Web.

Series
Federal Reserve Bank of Minneapolis, Research Department staff report -- 74, Staff report (Federal Reserve Bank of Minneapolis. Research Dept. : Online) -- 74.

Classifications

Library of Congress
HB1

The Physical Object

Format
Electronic resource

ID Numbers

Open Library
OL16412979M
LC Control Number
2007702541

History

Download catalog record: RDF / JSON
December 3, 2010 Edited by Open Library Bot Added subjects from MARC records.
December 10, 2009 Created by WorkBot add works page