A Rational Expectations Approach to Macroeconometrics : Testing Policy Ineffectiveness and Efficient-Markets Models PDF
by Mishkin Frederic S. Mishkin
Part of the National Bureau of Economic Research Monograph series
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Description
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.
Information
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Download - Immediately Available
- Format:PDF
- Pages:179 pages
- Publisher:University of Chicago Press
- Publication Date:01/11/2007
- Category:
- ISBN:9780226531922
Information
-
Download - Immediately Available
- Format:PDF
- Pages:179 pages
- Publisher:University of Chicago Press
- Publication Date:01/11/2007
- Category:
- ISBN:9780226531922