Policy Evaluation in Macroeconometric Doubly Stochastic Models

We consider descriptive macroeconometric models with random coefficients in order to capture the possible relationship between the coefficients in the equations of the variables under the (partial) control of the authorities and those in the behavioral equations as observed in the rational expectati...

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Bibliographic details
Main Author: CARRASCO, Marine
Gregoir, Stéphane M
Format: Journal Article
Language: English
Place of publication: ENSAE 2002
published in: Annales d'Economie et de Statistique no. 67; pp. 73 - 109
Data of publication: 2002
Series: Annales d'Economie et de Statistique
Online Access: available in Bonn?
Database: RePEc IDEAS
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