A rational expectations approach to macroeconometrics : testing policy ineffectiveness and efficient-markets models / / Frederic S. Mishkin
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| Autore: |
Mishkin Frederic S
|
| Titolo: |
A rational expectations approach to macroeconometrics : testing policy ineffectiveness and efficient-markets models / / Frederic S. Mishkin
|
| Pubblicazione: | Chicago, : University of Chicago Press, 1983 |
| Edizione: | 1st ed. |
| Descrizione fisica: | 1 online resource (185 pages) |
| Disciplina: | 339/.0724 |
| Soggetto topico: | Rational expectations (Economic theory) |
| Macroeconomics | |
| Econometrics | |
| 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 |
| ISBN: | 1-281-12589-X |
| 9786611125899 | |
| 0-226-53192-9 | |
| Formato: | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione: | Inglese |
| Record Nr.: | 9910818006903321 |
| Lo trovi qui: | Univ. Federico II |
| Opac: | Controlla la disponibilità qui |
Serie:
National Bureau of Economic Research monograph.