A Rational Expectations Approach to Macroeconometrics: Testing Policy Ineffectiveness and Efficient-Markets Models by Frederic S. Mishkin (Paperback, 1986)
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.
Product Identifiers
Publisher
The University of Chicago Press
ISBN-13
9780226531878
eBay Product ID (ePID)
96704589
Product Key Features
Author
Frederic S. Mishkin
Publication Name
A Rational Expectations Approach to Macroeconometrics: Testing Policy Ineffectiveness and Efficient-Markets Models
Format
Paperback
Language
English
Subject
Economics
Publication Year
1986
Type
Textbook
Number of Pages
179 Pages
Dimensions
Item Height
225mm
Item Width
163mm
Item Weight
294g
Additional Product Features
Title_Author
Frederic S. Mishkin
Series Title
NBER-Monographs (CHUP)
Country/Region of Manufacture
United States
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