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A Rational Expectations Approach to Macroeconometrics: Testing Policy Ineffectiveness and Efficient-Markets Models (National Bureau of Economic Research Monograph)
by Frederic S. Mishkin
Product Group: Book
Publisher: University Of Chicago Press (1986-01-01)
ISBN: 0226531872
EAN: 9780226531878
Dewy Decimal #: 339.0724
Paperback: 179 pages
SKU: T071015-7558
Condition: Very Good
Comments: Very good overall condition. No writing, very tight binding. Ships first class same day or next. Enjoy.
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Product Description
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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