A rational expectations approach to macroeconometrics : testing policy ineffectiveness and efficient-markets models /

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Bibliographic Details
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
Hidden Bibliographic Details
ISBN:0226531929
9780226531922
0226531864
0226531872
9780226531878
9780226531922
Notes:Includes bibliographical references (pages 159-167) and index.
Print version record.
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.
Other form:Print version: Mishkin, Frederic S. Rational expectations approach to macroeconometrics. Chicago : University of Chicago Press, 1983

MARC

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505 0 |a pt. 1. Econometric theory and methodology -- pt. 2. Empirical studies. 
520 |a 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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