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

Afficher d'autres versions (1)

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....

Description complète

Détails bibliographiques
Cote:Libro Electrónico
Auteur principal: Mishkin, Frederic S.
Format: Électronique eBook
Langue:Inglés
Publié: Chicago : University of Chicago Press, 1983.
Collection:National Bureau of Economic Research monograph.
Sujets:
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.
Accès en ligne:Texto completo
Description
Résumé: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.
Description matérielle:1 online resource (185 pages)
ISBN:9780226531922
0226531929

Documents similaires