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Rational Expectations Approach to Macroeconometrics: Testing Policy Ineffectiveness and Efficient Markets Models (National Bureau of Economic Research Monographs) Book
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.Read More
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- 0226531872
- 9780226531878
- Mishkin
- 1 March 1984
- Chicago University Press
- Paperback (Book)
- 179
- New edition
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