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|a UAMI
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|a Mishkin, Frederic S.
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|a A Rational Expectations Approach to Macroeconometrics :
|b Testing Policy Ineffectiveness and Efficient-Markets Models.
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260 |
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|a Chicago :
|b University of Chicago Press,
|c 1983.
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300 |
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|a 1 online resource (185 pages)
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|a National Bureau of Economic Research Monograph
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520 |
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|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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|a Print version record.
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|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.
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590 |
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|a ProQuest Ebook Central
|b Ebook Central Academic Complete
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650 |
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|a Rational expectations (Economic theory)
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650 |
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|a Macroeconomics.
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650 |
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|a Econometrics.
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650 |
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|a Macroéconomie.
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650 |
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|a Économétrie.
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650 |
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|a Econometrics
|2 fast
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650 |
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7 |
|a Macroeconomics
|2 fast
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650 |
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|a Rational expectations (Economic theory)
|2 fast
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653 |
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|a econometrics, macroeconomics, economics, rational expectations, variables, methodology, models, market efficiency, rationality, interest rates, monetary policy, aggregate demand, forecasting equations, inflation, growth, gnp, unemployment, output, nonfiction, business, finance, investment, government, regulation, markets, capital.
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758 |
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|i has work:
|a A rational expectations approach to macroeconometrics (Text)
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