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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.

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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

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