The evolution of macro models at the Federal Reserve Board
Authors:
- Flint BraytonFBFlint Brayton
- Andrew LevinALAndrew Levin
- Ralph LyonRLRalph Lyon
- John C. WilliamsJWJohn C. Williams
- 1 December 1997
- journal article
- Published by Elsevier in Carnegie-Rochester Conference Series on Public Policy
- Vol. 47, 43-81
Abstract
No abstract availableAll Related Versions
This publication has 12 references indexed in Scilit:
- Inflation PersistenceThe Quarterly Journal of Economics, 1995
- The Dividend-Price Ratio and Expectations of Future Dividends and Discount FactorsThe Review of Financial Studies, 1988
- The structure and properties of the Federal Reserve Board Multicountry ModelEconomic Modelling, 1987
- More on the Speed of Adjustment in Inventory ModelsJournal of Money, Credit and Banking, 1986
- The federal reserve board MPS quarterly econometric model of the US economyEconomic Modelling, 1985
- A linear algebraic procedure for solving linear perfect foresight modelsEconomics Letters, 1985
- Solution and Maximum Likelihood Estimation of Dynamic Nonlinear Rational Expectations ModelsEconometrica, 1983
- Sticky Prices in the United StatesJournal of Political Economy, 1982
- The Volatility of Long-Term Interest Rates and Expectations Models of the Term StructureJournal of Political Economy, 1979
- Expectations and Exchange Rate DynamicsJournal of Political Economy, 1976