A Rational Expectations Approach to Macroeconometrics

Testing Policy Ineffectiveness and Efficient-Markets Models

Frederic S. Mishkin (Autor)

Buch | Softcover

179 Seiten

1986
University of Chicago Press (Verlag)
978-0-226-53187-8 (ISBN)

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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.

Frederic S. Mishkin is the Alfred Lerner Professor of Banking and Financial Institutions at the Graduate School of Business at Columbia University and a research associate of the National Bureau of Economic Research. He is the author of A Rational Expectations Approach to Macroeconometrics, published by the University of Chicago Press.

Erscheint lt. Verlag	1.1.1986
Reihe/Serie	National Bureau of Economic Research Monograph
Sprache	englisch
Maße	16 x 23 mm
Gewicht	284 g
Themenwelt	Wirtschaft ► Volkswirtschaftslehre ► Makroökonomie
ISBN-10	0-226-53187-2 / 0226531872
ISBN-13	978-0-226-53187-8 / 9780226531878
Zustand	Neuware