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About A rational expectations approach to macroeconometrics: Testing policy ineffectiveness and efficient-markets models
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.
Detailed Information
Author: | Frederic S Mishkin |
---|---|
Publication Year: | 1983 |
ISBN: | 9780226531922 |
Pages: | 185 |
Language: | English |
File Size: | 8.992 |
Format: | |
Price: | FREE |
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