A Rational Expectations Approach to Macroeconometrics: Testing Policy Ineffectiveness and Efficient-Markets Models (National Bureau of Economic Research Monograph) - Softcover

Mishkin, Frederic S. S.

 
9780226531878: A Rational Expectations Approach to Macroeconometrics: Testing Policy Ineffectiveness and Efficient-Markets Models (National Bureau of Economic Research Monograph)

Inhaltsangabe

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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Über die Autorin bzw. den Autor

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.

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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.

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Weitere beliebte Ausgaben desselben Titels

9780226531861: A Rational Expectations Approach to Macroeconometrics: Testing Policy Ineffectiveness and Efficient Markets Models (National Bureau of Economic Research Monographs)

Vorgestellte Ausgabe

ISBN 10:  0226531864 ISBN 13:  9780226531861
Verlag: University of Chicago Press, 1984
Softcover