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A Rational Expectations Approach to Macroeconometrics: Testing Policy Ineffectiveness and Efficient-Markets Models Paperback - 1986
by Frederic S. Mishkin
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From the publisher
First line
The recognition in recent years that expectations are extremely important to economic decision making has led to a major revolution in macroeconomic analysis.
From the rear cover
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.
Details
- Title A Rational Expectations Approach to Macroeconometrics: Testing Policy Ineffectiveness and Efficient-Markets Models
- Author Frederic S. Mishkin
- Binding Paperback
- Pages 179
- Volumes 1
- Language ENG
- Publisher University of Chicago Press, Chicago, Illinois, U.S.A.
- Publication date 1986-01-01
- Features Annotated
- ISBN 9780226531878 / 0226531872
- Weight 0.4 lbs (0.18 kg)
- Dimensions 8.94 x 5.88 x 0.43 in (22.71 x 14.94 x 1.09 cm)
- Category Business / Economics / Finance
- Library of Congress Catalogue Number 82020049
- Dewey Decimal Code 339.07
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A Rational Expectations Approach to Macroeconometrics : Testing Policy Ineffectiveness and Efficient-Markets Models
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A Rational Expectations Approach to Macroeconometrics: Testing Policy Ineffectiveness and Efficient-Markets Models (National Bureau of Economic Research Monograph)
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