A Rational Expectations Approach to Macroeconometrics: Testing Policy Ineffectiveness and Efficient-Markets Models
University of Chicago Press, 1983
eISBN: 978-0-226-53192-2 | Paper: 978-0-226-53187-8 | Cloth: 978-0-226-53186-1
Library of Congress Classification HB172.5.M57 1983
Dewey Decimal Classification 339.0724
eISBN: 978-0-226-53192-2 | Paper: 978-0-226-53187-8 | Cloth: 978-0-226-53186-1
Library of Congress Classification HB172.5.M57 1983
Dewey Decimal Classification 339.0724
ABOUT THIS BOOK | TOC | REQUEST ACCESSIBLE FILE
ABOUT THIS BOOK
A Rational Expectations Approach to Macroeconometrics pursues a rational expectations approach to the estimation of a class of models widely discussed in the macroeconomics and finance literature: those which emphasize the effects from unanticipated, rather than anticipated, movements in variables. In this volume, Fredrick S. Mishkin first theoretically develops and discusses a unified econometric treatment of these models and then shows how to estimate them with an annotated computer program.
See other books on: Business & Economics | Econometrics | Macroeconomics | Mishkin, Frederic S. | Rational expectations (Economic theory)
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