A rational expectations approach to macroeconometrics : testing policy ineffectiveness and efficient-markets models
著者
書誌事項
A rational expectations approach to macroeconometrics : testing policy ineffectiveness and efficient-markets models
（A National Bureau of Economic Research monograph）
University of Chicago Press, 1983
- : pbk
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注記
Bibliography: p. 159-167
Includes index
内容説明・目次
内容説明
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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