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Record Nr. |
UNINA9910784740203321 |
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Autore |
Mishkin Frederic S |
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Titolo |
A rational expectations approach to macroeconometrics : testing policy ineffectiveness and efficient-markets models / / Frederic S. Mishkin |
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Pubbl/distr/stampa |
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Chicago : , : University of Chicago Press, , 1983 |
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ISBN |
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1-281-12589-X |
9786611125899 |
0-226-53192-9 |
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Descrizione fisica |
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1 online resource (185 pages) |
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Collana |
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National Bureau of Economic Research monograph |
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Disciplina |
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Soggetti |
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Rational expectations (Economic theory) |
Macroeconomics |
Econometrics |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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"Paperback edition 1983"--T.p. verso. |
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Nota di bibliografia |
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Includes bibliographical references (p. 159-167) and index. |
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Nota di contenuto |
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pt. 1. Econometric theory and methodology -- pt. 2. Empirical studies. |
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Sommario/riassunto |
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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. |
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