A Rational Expectations Approach to Macroeconometrics: Testing Policy Ineffectiveness and Efficient-Markets Models

Digital bok / 2018 / Engelsk

Produktdetaljer

ISBN13
9780226531922
Publisert
2018
Utgave
1. utgave
Utgiver
Vendor
University of Chicago Press
Språk
Product language
Engelsk
Format
Product format
Digital bok
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A Rational Expectations Approach to Macroeconometrics: Testing Policy Ineffectiveness and Efficient-Markets Models

Digital bok / 2018 / Engelsk
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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Produktdetaljer

ISBN13
9780226531922
Publisert
2018
Utgave
1. utgave
Utgiver
Vendor
University of Chicago Press
Språk
Product language
Engelsk
Format
Product format
Digital bok
Se alle