A Rational Expectations Approach to Macroeconometrics
Author(s)
Frederic S. Mishkin
Frederic S. Mishkin
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.
Keywords
General, Econometrics, Business & Economics -> Business -> Business Studies, Business & Economics -> Economics -> Forecasting/Econometrics
General, Econometrics, Business & Economics -> Business -> Business Studies, Business & Economics -> Economics -> Forecasting/Econometrics
| Name in long format: | A Rational Expectations Approach to Macroeconometrics Testing Policy Ineffectiveness and Efficient-Markets Models |
|---|---|
| ISBN-10: | 0226531929 |
| ISBN-13: | 9780226531922 |
| Book pages: | 264 |
| Book language: | English |
| Edition: | 1 |
| Binding: | eBook |
| Publisher: | University of Chicago Press |
| Dimensions: | eBook |
