A Rational Expectations Approach to Macroeconometrics : Testing Policy Ineffectiveness and Efficient-Markets Models
Book Details
Format
Paperback / Softback
Book Series
National Bureau of Economic Research Monograph
ISBN-10
0226531872
ISBN-13
9780226531878
Publisher
The University of Chicago Press
Imprint
University of Chicago Press
Country of Manufacture
US
Country of Publication
GB
Publication Date
Jan 1st, 1986
Print length
179 Pages
Weight
284 grams
Dimensions
2.30 x 1.60 x 0.10 cms
Product Classification:
Macroeconomics
Ksh 4,400.00
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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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