A Rational Expectations Approach to Macroeconometrics
Testing Policy Ineffectiveness and Efficient-Markets Models
Published on 1. January 1986
Book
Paperback/Softback
179 pages
978-0-226-53187-8 (ISBN)
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.
More details
Series
Language
English
Place of publication
Chicago
United States
Publishing group
The University of Chicago Press
Target group
College/higher education
Professional and scholarly
Dimensions
Height: 23 mm
Width: 16 mm
Thickness: 1 mm
Weight
284 gr
ISBN-13
978-0-226-53187-8 (9780226531878)
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Schweitzer Classification
Other editions
Additional editions
Frederic S. Mishkin
Rational Expectations Approach to Macroeconometrics
Testing Policy Ineffectiveness and Efficient-Markets Models
E-Book
11/2007
1st Edition
University of Chicago Press
€37.39
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