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A Rational Expectations Approach to Macroeconometrics

Testing Policy Ineffectiveness and Efficient-Markets Models

"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.

janvier 1986, env. 179 pages, National Bureau of Economic Research Monograph, Anglais
University Presses
978-0-226-53187-8

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