Testing rational expectations in a cointegrated VAR with structural change
Author:
Funder
FAPESP
CNPq
Publisher
Elsevier BV
Reference58 articles.
1. Combining p-values to test for multiple structural breaks in cointegrated regressions;Bergamelli;Journal of Econometrics,2019
2. Multivariate linear rational expectations models: characterization of the nature of the solutions and their fully recursive computation;Binder;Econometric Theory,1997
3. Rational expectations in a VAR with Markov switching;Blix,1997
4. The consumption Euler equation or the Keynesian consumption function?;Boug;Oxford Bulletin of Economics and Statistics,2021
5. Overreaction of yield spreads and movements of Brazilian interest rates;Brito;Brazilian Review of Econometrics,2004
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