A Rational Expectations Approach to Macroeconometrics: Testing Policy Ineffectiveness and Efficient-Markets Models

Mishkin, Frederic S.

ISBN 10: 0226531872 ISBN 13: 9780226531878
Published by University of Chicago Press, 1986
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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.

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.

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Title: A Rational Expectations Approach to ...
Publisher: University of Chicago Press
Publication Date: 1986
Binding: Paperback
Condition: Fair
Dust Jacket Condition: No Jacket

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ISBN 10: 0226531872 ISBN 13: 9780226531878
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Condition: New. Series: National Bureau of Economic Research Monographs. Num Pages: 184 pages, xii, 172 p. BIC Classification: KCB. Category: (P) Professional & Vocational; (UP) Postgraduate, Research & Scholarly; (UU) Undergraduate. Dimension: 278 x 154 x 11. Weight in Grams: 226. . 1986. New ed. Paperback. . . . . Seller Inventory # V9780226531878

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