{"id":64,"date":"2023-04-25T06:54:47","date_gmt":"2023-04-25T10:54:47","guid":{"rendered":"https:\/\/sites.nd.edu\/nmark\/?page_id=64"},"modified":"2023-04-25T06:54:48","modified_gmt":"2023-04-25T10:54:48","slug":"chapter-4-the-lucas-model","status":"publish","type":"page","link":"https:\/\/sites.nd.edu\/nmark\/graduate-textbook\/chapter-4-the-lucas-model\/","title":{"rendered":"Chapter 4. The Lucas Model"},"content":{"rendered":"\n<ol class=\"wp-block-list\">\n<li><a href=\"https:\/\/www3.nd.edu\/~nmark\/book\/Lucas\/LUCAS.PG1\">LUCAS.PG1<\/a>. &#8220;Estimate&#8221; the Markov chain by event counting. Generate implied exchange rates and risk premia.<\/li>\n\n\n\n<li><a href=\"https:\/\/www3.nd.edu\/~nmark\/book\/Lucas\/CH4SPT.PRN\">CH4SPT.PRN<\/a>. Spot exchange rates.<\/li>\n\n\n\n<li><a href=\"https:\/\/www3.nd.edu\/~nmark\/book\/Lucas\/CH4WRK.PRN\">CH4WRK.PRN<\/a>. Money and consumption data.<\/li>\n<\/ol>\n","protected":false},"excerpt":{"rendered":"","protected":false},"author":4499,"featured_media":0,"parent":13,"menu_order":2,"comment_status":"closed","ping_status":"closed","template":"","meta":{"footnotes":""},"class_list":["post-64","page","type-page","status-publish","hentry"],"_links":{"self":[{"href":"https:\/\/sites.nd.edu\/nmark\/wp-json\/wp\/v2\/pages\/64","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/sites.nd.edu\/nmark\/wp-json\/wp\/v2\/pages"}],"about":[{"href":"https:\/\/sites.nd.edu\/nmark\/wp-json\/wp\/v2\/types\/page"}],"author":[{"embeddable":true,"href":"https:\/\/sites.nd.edu\/nmark\/wp-json\/wp\/v2\/users\/4499"}],"replies":[{"embeddable":true,"href":"https:\/\/sites.nd.edu\/nmark\/wp-json\/wp\/v2\/comments?post=64"}],"version-history":[{"count":1,"href":"https:\/\/sites.nd.edu\/nmark\/wp-json\/wp\/v2\/pages\/64\/revisions"}],"predecessor-version":[{"id":65,"href":"https:\/\/sites.nd.edu\/nmark\/wp-json\/wp\/v2\/pages\/64\/revisions\/65"}],"up":[{"embeddable":true,"href":"https:\/\/sites.nd.edu\/nmark\/wp-json\/wp\/v2\/pages\/13"}],"wp:attachment":[{"href":"https:\/\/sites.nd.edu\/nmark\/wp-json\/wp\/v2\/media?parent=64"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}