The research projects listed below are grouped according to type of funding - European projects, FCT projects and Government/ Private Organization Contracts.
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Title:Robust inference in rational expectation models
Type: FCT Project
Ref: PTDC/EGE-ECO/116934/2010
Principal Investigator: Luís Filipe Martins
Brief description: The purpose of this project is two-fold. First it is proposed to empirically reassess the validity of rational expectations (RE) models, which are of central importance in Macroeconomics and Finance, using the appropriate inference techniques. Secondly, it is aimed the development of additional econometric techniques that will help to form an integrated and fully robust inference methodology for models defined by moment conditions. In doing so, it will be filled in an important gap in the literature, both theoretical and empirical.
Starting date: 2012-01-01 00:00:00
Expected ended date: 2014-12-31 00:00:00
Partnerships: Contracting institution: ISCTE-IUL
Funding entities: FCT
Amount: 20.000,00