A rational expectations approach to macroeconometrics : testing policy ineffectiveness and efficient-markets models /

Mostrar otras versiones (2)

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....

Descripción completa

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.
Anticipations rationnelles (Théorie économique)
Macroéconomie.
Économétrie.
POLITICAL SCIENCE > Economic Conditions.
BUSINESS & ECONOMICS > Economics > Macroeconomics.
Econometrics
Macroeconomics
Macro-economie.
Toekomstverwachtingen.
Econometrie.
ECONOMETRICS.
MACROECONOMICS.
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 (xii, 172 pages).
Bibliografía:Includes bibliographical references (pages 159-167) and index.
ISBN:0226531929
9780226531922

Ejemplares similares