Rational Expectations Approach to Macroeconometrics: Testing Policy Ineffectiveness and Efficient Markets Models (National Bureau of Economic Research

Rational Expectations Approach to Macroeconometrics: Testing Policy Ineffectiveness and Efficient Markets Models (National Bureau of Economic Research

By: Frederic S. Mishkin (author)Paperback

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Description

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.

Product Details

  • ISBN13: 9780226531878
  • Format: Paperback
  • Number Of Pages: 184
  • ID: 9780226531878
  • weight: 226
  • ISBN10: 0226531872
  • edition: New edition

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