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

Author(s)

• Mishkin, Frederic S.
• National Bureau of Economic Research

Bibliographic Information

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

Frederic S. Mishkin

（A National Bureau of Economic Research monograph）

University of Chicago Press, 1983

• : pbk

Note

Bibliography: p. 159-167

Includes index

Description and Table of Contents

Description

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.

by "Nielsen BookData"

Details

• NCID: BA03252091
• ISBN:
  • 0226531864
  • 0226531872
• LCCN: 82020049
• Country Code: us
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Chicago
• Pages/Volumes: xii, 172 p.
• Size: 24 cm
• Classification:
  • LCC : HB172.5
  • DC19 : 339/.0724
  • NDC9 : 331.8
  • NDC7 : 331.8
• Subject Headings:
  • LCSH : Rational expectations (Economic theory)
  • LCSH : Macroeconomics
  • LCSH : Econometrics
• Parent Bibliography ID:
  • BA00240052