Rational Expectations Approach to Macroeconometrics: Testing Policy Ineffectiveness and Efficient Markets Models (National Bureau of Economic Research Monographs) Book + PRICE WATCH * Amazon pricing is not included in price watch

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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