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

Heftet / 1984 / Engelsk

Produktdetaljer

ISBN13
9780226531878
Publisert
1984
Utgiver
Vendor
University of Chicago Press
Aldersnivå
05, 06, UU, UP, P
Språk
Product language
Engelsk
Format
Product format
Heftet
Sider
184
Vekt
226 gr
Høyde
278 mm
Bredde
154 mm
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Rational Expectations Approach to Macroeconometrics Testing Policy Ineffectiveness and Efficient Markets Models

Heftet / 1984 / 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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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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Produktdetaljer

ISBN13
9780226531878
Publisert
1984
Utgiver
Vendor
University of Chicago Press
Aldersnivå
05, 06, UU, UP, P
Språk
Product language
Engelsk
Format
Product format
Heftet
Sider
184
Vekt
226 gr
Høyde
278 mm
Bredde
154 mm
Se alle