A rational expectations approach to macroeconometrics: Testing policy ineffectiveness and efficient-markets models (A National Bureau of Economic Research monograph)

Category	Economy
Author	Frederic S Mishkin
Publisher	University of Chicago Press
Published	1983
Language	English
ISBN10	0226531864
ISBN13	9780226531861
Tags	approach expectations macroeconometrics models rational
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.

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