A Rational Expectations Approach to Macroeconometrics: Testing Policy Ineffectiveness and Efficient-Markets Models
by Frederic S. Mishkin
University of Chicago Press, 1983
Cloth: 978-0-226-53186-1 | Paper: 978-0-226-53187-8 | eISBN: 978-0-226-53192-2 (all)
Library of Congress Classification HB172.5.M57 1983
Dewey Decimal Classification 339.0724
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.
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