A rational expectations approach to macroeconometrics : testing policy ineffectiveness and efficient-markets models /
Saved in:
| Author / Creator: | Mishkin, Frederic S. |
|---|---|
| Imprint: | Chicago : University of Chicago Press, 1983. |
| Description: | 1 online resource (xii, 172 pages). |
| Language: | English |
| Series: | National Bureau of Economic Research monograph National Bureau of Economic Research monograph. |
| Subject: | |
| Format: | E-Resource Book |
| URL for this record: | http://pi.lib.uchicago.edu/1001/cat/bib/11221680 |
| Summary: | 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. |
|---|---|
| Physical Description: | 1 online resource (xii, 172 pages). |
| Bibliography: | Includes bibliographical references (pages 159-167) and index. |
| ISBN: | 0226531929 9780226531922 0226531864 0226531872 9780226531878 |