Rational Expectations Approach to Macroeconometrics by Frederic S. Mishkin
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Rational Expectations Approach to Macroeconometrics
By Frederic S. Mishkin

Rational Expectations Approach to Macroeconometrics

Testing Policy Ineffectiveness and Efficient Markets Models New edition

By (author) See other recent books by Frederic S. Mishkin
Format: Paperback

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Rational Expectations Approach to Macroeconometrics by Frederic S. Mishkin

Book 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.

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Book Details

ISBN: 9780226531878
ISBN-10: 0226531872
Format: Paperback
(278mm x 154mm x 11mm)
Pages: 184
Imprint: University of Chicago Press
Publisher: The University of Chicago Press
Publish Date: 1-Mar-1984
Country of Publication: United States

Books By Author Frederic S. Mishkin


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