A Rational Expectations Approach to Macroeconometrics
Testing Policy Ineffectiveness and Efficient-Markets Models| By: | Frederic S. Mishkin |
| Publisher: | University of Chicago Press |
| Print ISBN: | 9780226531878 |
| eText ISBN: | 9780226531922 |
| Edition: | 1 |
| Copyright: | 1983 |
| Format: | Page Fidelity |
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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.