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A rational expectations approach to macroeconometrics [[electronic resource] ] : testing policy ineffectiveness and efficient-markets models / / Frederic S. Mishkin



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Autore: Mishkin Frederic S Visualizza persona
Titolo: A rational expectations approach to macroeconometrics [[electronic resource] ] : testing policy ineffectiveness and efficient-markets models / / Frederic S. Mishkin Visualizza cluster
Pubblicazione: Chicago, : University of Chicago Press, 1983
Descrizione fisica: 1 online resource (185 p.)
Disciplina: 339/.0724
Soggetto topico: Rational expectations (Economic theory)
Macroeconomics
Econometrics
Soggetto genere / forma: Electronic books.
Note generali: "Paperback edition 1983"--T.p. verso.
Nota di bibliografia: Includes bibliographical references (p. 159-167) and index.
Nota di contenuto: pt. 1. Econometric theory and methodology -- pt. 2. Empirical studies.
Sommario/riassunto: 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.
Titolo autorizzato: A rational expectations approach to macroeconometrics  Visualizza cluster
ISBN: 1-281-12589-X
9786611125899
0-226-53192-9
Formato: Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione: Inglese
Record Nr.: 9910451353903321
Lo trovi qui: Univ. Federico II
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Serie: National Bureau of Economic Research monograph.