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A Rational Expectations Approach to Macroeconometrics: Testing Policy Ineffectiveness and Efficient-Markets Models (National Bureau of Economic Research Monograph) - Softcover
Synopsis
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.
"synopsis" may belong to another edition of this title.
About the Author
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.
From the Back Cover
In this book, the author 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. 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.
"About this title" may belong to another edition of this title.
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A Rational Expectations Approach to Macroeconometrics : Testing Policy Ineffectiveness and Efficient-Markets Models
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University of Chicago Press, 1986
ISBN 10: 0226531872
ISBN 13: 9780226531878
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A Rational Expectations Approach to Macroeconometrics: Testing Policy Ineffectiveness and Efficient-Markets Models
Published by
University of Chicago Press, 1986
ISBN 10: 0226531872
ISBN 13: 9780226531878
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A Rational Expectations Approach to Macroeconometrics: Testing Policy Ineffectiveness and Efficient-Markets Models (National Bureau of Economic Research Monograph)
Published by
University of Chicago Press, 1986
ISBN 10: 0226531872
ISBN 13: 9780226531878
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A Rational Expectations Approach to Macroeconometrics: Testing Policy Ineffectiveness and Efficient-Markets Models (National Bureau of Economic Research Monograph)
Published by
University of Chicago Press, 1986
ISBN 10: 0226531872
ISBN 13: 9780226531878
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A rational expectations approach to macroeconometrics : testing policy ineffectiveness and efficient-markets models.
Published by
University of Chicago Press, 1986
ISBN 10: 0226531872
ISBN 13: 9780226531878
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A Rational Expectations Approach to Macroeconometrics: Testing Policy Ineffectiveness and Efficient-Markets Models (National Bureau of Economic Research Monograph)
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ISBN 10: 0226531872
ISBN 13: 9780226531878
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A Rational Expectations Approach to Macroeconometrics: Testing Policy Ineffectiveness and Efficient-Markets Models (National Bureau of Economic Research Monograph)
Published by
University of Chicago Press, 1986
ISBN 10: 0226531872
ISBN 13: 9780226531878
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A Rational Expectations Approach to Macroeconometrics: testing Policy Ineffectiveness and Efficient-Markets Models
Published by
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ISBN 10: 0226531872
ISBN 13: 9780226531878
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A Rational Expectations Approach to Macroeconometrics
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