A Rational Expectations Approach to Macroeconometrics: Testing Policy Ineffectiveness and Efficient-Markets Models (National Bureau of Economic Research Monograph)

A Rational Expectations Approach to Macroeconometrics: Testing Policy Ineffectiveness and Efficient-Markets Models (National Bureau of Economic Research Monograph) by Frederic S. Mishkin

Title: A Rational Expectations Approach to Macroeconometrics: Testing Policy Ineffectiveness and Efficient-Markets Models (National Bureau of Economic Research Monograph)
Author: Frederic S. Mishkin
ISBN10: 0226531872
ISBN13: 978-0226531878
Publisher: University of Chicago Press; New edition edition (January 1, 1986)
Language: English
Subcategory: Business & Finance
Size PDF: 1505 kb
Size Fb2: 1553 kb
Rating: 4.2/5
Votes: 350
Pages: 179 pages
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A Rational Expectations Approach to Macroeconometrics: Testing Policy Ineffectiveness and Efficient-Markets Models (National Bureau of Economic Research Monograph) by Frederic S. Mishkin


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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.