A Rational Expectations Approach to Macroeconometrics : Testing Policy Ineffectiveness and Efficient-Markets Models.
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| Author / Creator: | Mishkin, Frederic S. |
|---|---|
| Imprint: | Chicago : University of Chicago Press, 1983. |
| Description: | 1 online resource (185 pages). |
| Language: | English |
| Series: | National Bureau of Economic Research Monograph National Bureau of Economic Research monograph. |
| Subject: | Rational expectations (Economic theory) Macroeconomics. Econometrics. Econometrics. Macroeconomics. Rational expectations (Economic theory) Electronic books. |
| Format: | E-Resource Book |
| URL for this record: | http://pi.lib.uchicago.edu/1001/cat/bib/11347198 |
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| 100 | 1 | |a Mishkin, Frederic S. |0 http://id.loc.gov/authorities/names/n82146922 | |
| 245 | 1 | 2 | |a A Rational Expectations Approach to Macroeconometrics : |b Testing Policy Ineffectiveness and Efficient-Markets Models. |
| 260 | |a Chicago : |b University of Chicago Press, |c 1983. | ||
| 300 | |a 1 online resource (185 pages). | ||
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| 490 | 1 | |a National Bureau of Economic Research Monograph | |
| 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. | ||
| 588 | 0 | |a Print version record. | |
| 505 | 0 | |a Acknowledgments; 1. Introduction; Part 1 Econometric Theory and Methodology; 2. The Econometric Methodology; 3. An Integrated View of Tests of Rationality, Market Efficiency, and the Short-Run Neutrality of Aggregate Demand Policy; Part 2 Empirical Studies; 4. Are Market Forecasts Rational?; 5. Monetary Policy and Interest Rates: An Efficient Markets-Rational Expectations Approach; 6. Does Anticipated Aggregate Demand Policy Matter?; 7. Concluding Remarks; References; Index. | |
| 650 | 0 | |a Rational expectations (Economic theory) |0 http://id.loc.gov/authorities/subjects/sh85111518 | |
| 650 | 0 | |a Macroeconomics. |0 http://id.loc.gov/authorities/subjects/sh85079443 | |
| 650 | 0 | |a Econometrics. |0 http://id.loc.gov/authorities/subjects/sh85040763 | |
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| 650 | 7 | |a Macroeconomics. |2 fast |0 http://id.worldcat.org/fast/fst01005221 | |
| 650 | 7 | |a Rational expectations (Economic theory) |2 fast |0 http://id.worldcat.org/fast/fst01090263 | |
| 655 | 4 | |a Electronic books. | |
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