A Rational Expectations Approach to Macroeconometrics : Testing Policy Ineffectiveness and Efficient-Markets Models.
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....
Clasificación: | Libro Electrónico |
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Autor principal: | |
Formato: | Electrónico eBook |
Idioma: | Inglés |
Publicado: |
Chicago :
University of Chicago Press,
1983.
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Colección: | National Bureau of Economic Research monograph.
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Temas: | |
Acceso en línea: | Texto completo |
Sumario: | 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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Descripción Física: | 1 online resource (185 pages) |
ISBN: | 9780226531922 0226531929 |