A Rational Expectations Approach to Macroeconometrics

A Rational Expectations Approach to Macroeconometrics Testing Policy Ineffectiveness and Efficient Markets Models MISHKIN,

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.
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Specificaties

ISBN
9780226531878
Uitgever
The University of Chicago Press
Druk
1e
Verschenen
01-01-1984
Taal
Engels
Bladzijden
184 pp.
Bindwijze
Paperback
Genre
Economie

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