A Rational Expectations Approach to Macroeconometrics: Testing Policy Ineffectiveness and Efficient-Markets Models Frederic S. Mishkin 9780226531878

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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. 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.

Book Information
ISBN 9780226531878
Author Frederic S. Mishkin
Format Paperback
Page Count 179
Imprint University of Chicago Press
Publisher The University of Chicago Press
Weight(grams) 284g
Dimensions(mm) 23mm * 16mm * 1mm

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