A Rational Expectations Approach to Macroeconometrics : Testing Policy Ineffectiveness and Efficient-Markets Models.

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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:
Rational expectations (Economic theory)
Macroeconomics.
Econometrics.
Macroéconomie.
Économétrie.
Econometrics
Macroeconomics
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.
Acceso en línea:Texto completo
Tabla de Contenidos:
  • 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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