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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....

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Mishkin, Frederic S.
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Chicago : University of Chicago Press, 1983.
Colección:National Bureau of Economic Research monograph.
Temas:
Acceso en línea:Texto completo
Descripción
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.
Descripción Física:1 online resource (185 pages)
ISBN:9780226531922
0226531929