Rational Expectations Approach to Macroeconometrics

Testing Policy Ineffectiveness and Efficient-Markets Models

Häftad, Engelska, 1986

Av Frederic S. Mishkin

349 kr

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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.

Produktinformation

  • Utgivningsdatum1986-01-01
  • Mått16 x 23 x 1 mm
  • Vikt284 g
  • FormatHäftad
  • SpråkEngelska
  • SerieNational Bureau of Economic Research Monograph
  • Antal sidor179
  • FörlagThe University of Chicago Press
  • ISBN9780226531878

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