Rational Expectations Models and the Aliasing Phenomenon

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Creator Series Issue number
  • 060
Date Created
  • 1980-05
Abstract
  • This paper shows how the cross-equation restrictions delivered by the hypothesis of rational expectations can serve to solve the aliasing identification problem. It is shown how the rational expectations restrictions uniquely identify the parameters of a continuous time model from statistics of discrete time models.

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  • Federal Reserve Bank of Minneapolis. Research Department
Publisher
  • Federal Reserve Bank of Minneapolis
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