A Rational Expectations Approach to Macroeconometrics : Testing Policy Ineffectiveness and Efficient-Markets Models.
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Author / Creator: | Mishkin, Frederic S. |
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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 |
ISBN: | 9780226531922 0226531929 |
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Notes: | 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: | 9780226531878 |
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