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A rational expectations approach to macroeconometrics : testing policy ineffectiveness and efficient-markets models / Frederic S. Mishkin.
- Format:
- Book
- Author/Creator:
- Mishkin, Frederic S.
- Series:
- National Bureau of Economic Research monograph.
- National Bureau of Economic Research monograph
- Language:
- English
- Subjects (All):
- Rational expectations (Economic theory).
- Macroeconomics.
- Econometrics.
- Physical Description:
- 1 online resource (185 pages)
- Edition:
- 1st ed.
- Place of Publication:
- Chicago : University of Chicago Press, 1983.
- Language Note:
- English
- Summary:
- 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.
- Contents:
- pt. 1. Econometric theory and methodology
- pt. 2. Empirical studies.
- Notes:
- "Paperback edition 1983"--T.p. verso.
- Includes bibliographical references (p. 159-167) and index.
- ISBN:
- 9786611125899
- 9781281125897
- 128112589X
- 9780226531922
- 0226531929
- OCLC:
- 476227679
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