| A Rational Expectations Approach to Macroeconometrics: Testing Policy Ineffectiveness and Efficient-Markets Models Revised Edition Contributor(s): Mishkin, Frederic S. (Author) |
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ISBN: 0226531872 ISBN-13: 9780226531878 Publisher: University of Chicago Press OUR PRICE: $29.70 Product Type: Paperback - Other Formats Published: January 1986 Annotation: In this book, the author 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. 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. |
| Additional Information |
| BISAC Categories: - Business & Economics | Economics - Macroeconomics - Business & Economics | Econometrics |
| Dewey: 339.07 |
| LCCN: 82020049 |
| Series: National Bureau of Economic Research-Mon |
| Physical Information: 0.43" H x 5.88" W x 8.94" (0.40 lbs) 179 pages |
| Descriptions, Reviews, Etc. |
| Publisher 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. |