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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 /
|c Frederic S. Mishkin.
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|a Chicago :
|b University of Chicago Press,
|c 1983.
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|a 1 online resource (xii, 172 pages).
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|a National Bureau of Economic Research monograph
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|a Includes bibliographical references (pages 159-167) and index.
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|a pt. 1. Econometric theory and methodology -- pt. 2. Empirical studies.
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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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|i Print version:
|a Mishkin, Frederic S.
|t Rational expectations approach to macroeconometrics.
|d Chicago : University of Chicago Press, 1983
|w (DLC) 82020049
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|a National Bureau of Economic Research monograph.
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