A Rational Expectations Approach to Macroeconometrics: Testing Policy Ineffectiveness and Efficient-Markets Models (National Bureau of Economic Research Monograph)

Mishkin, Frederic S. S.

ISBN 10: 0226531872 / ISBN 13: 9780226531878

Editore: University of Chicago Press, 1986

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Codice articolo S_444300694

Dati bibliografici

• Titolo: A Rational Expectations Approach to Macroeconometrics: Testing Policy Ineffectiveness and Efficient-Markets Models (National Bureau of Economic Research Monograph)
• Editore: University of Chicago Press
• Data di pubblicazione: 1986
• Lingua: Inglese
• ISBN 10: 0226531872
• ISBN 13: 9780226531878
• Rilegatura: paperback
• Condizione: Very Good

Descrizione articolo

Riassunto

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 Description

Book by Mishkin Frederic S