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    A Rational Expectations Approach to Macroeconometrics

    A Rational Expectations Approach to Macroeconometrics

    - Testing Policy Ineffectiveness and Efficient-Markets Models

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    Bog E-bog
    • Format
    • Bog, paperback
    • Engelsk

    Beskrivelse

    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.

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    Business Government Unemployment Finance Economics Econometrics Inflation Interest rates Investment Macroeconomics Models Monetary policy Methodology Regulation Growth Capital Markets Nonfiction Output Rationality GNP Market efficiency Rational expectations Aggregate demand Variables forecasting equations
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