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A Rational Expectations Approach to Macroeconometrics
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A Rational Expectations Approach to Macroeconometrics

Testing Policy Ineffectiveness and Efficient-Markets Models
Buch (broschiert)ca. 42.90 CHF
lieferbar in ca. 10-20 Arbeitstagen

"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.

Januar 1986, ca. 179 Seiten, National Bureau of Economic Research Monograph, Englisch
University Presses
978-0-226-53187-8

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