用参数自适应滤波器建模预期形成:对利文斯顿预测的实证应用

MODELLING EXPECTATIONS FORMATION WITH PARAMETER‐ADAPTIVE FILTERS: AN EMPIRICAL APPLICATION TO THE LIVINGSTON FORECASTS

Oxford Bulletin of Economics and Statistics · 1984
被引 8
人大 AABS 3
预期形成参数自适应滤波实证宏观经济学预测