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, 1983

About this Item

172 Seiten; Das hier angebotene Buch stammt aus einer teilaufgelösten Bibliothek und kann die entsprechenden Kennzeichnungen aufweisen (Rückenschild, Instituts-Stempel.); der Buchzustand ist ansonsten ordentlich und dem Alter entsprechend gut. In ENGLISCHER Sprache. Sprache: Englisch Gewicht in Gramm: 240.

Seller Inventory # 2148376

Bibliographic Details

• Title: A Rational Expectations Approach to Macroeconometrics: testing Policy Ineffectiveness and Efficient-Markets Models
• Publisher: University of Chicago Press
• Publication Date: 1983
• Language: English
• ISBN 10: 0226531872
• ISBN 13: 9780226531878
• Binding: Broschiert
• Condition: Gut
• Seller catalogs:
  • 604 Wirtschaft

About this title

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.

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.