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A rational expectations approach to macroeconometrics: Testing policy ineffectiveness and efficient-markets models PDF

185 Pages·1983·8.992 MB·English
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by Frederic S Mishkin| 1983| 185 pages| 8.992| English

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:PDF
Price:FREE
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