A Rational Expectations Approach to Macroeconometrics: Testing Policy Ineffectiveness and Efficient-Markets Models (National Bureau of Economic Research Monograph) - Softcover

Mishkin, Frederic S. S.

Softcover

ISBN 10: 0226531872 ISBN 13: 9780226531878

Verlag: University of Chicago Press, 1986

Inhaltsangabe

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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Über die Autorin bzw. den Autor

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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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 zur Ausgabe

• Verlag: University of Chicago Press
• Erscheinungsdatum: 1986
• Sprache: Englisch
• ISBN 10: 0226531872
• ISBN 13: 9780226531878
• Einband: Tapa blanda
• Anzahl der Seiten: 184
• Kontakt zum Hersteller: Nicht verfügbar
• Verantwortliche Person: Nicht verfügbar