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

• Autore: Mishkin Frederic S
• Pubblicazione: Chicago : , : University of Chicago Press, , 1983
• Descrizione fisica: 1 online resource (185 pages)
• Disciplina: 339/.0724
• Soggetto topico: Rational expectations (Economic theory); Macroeconomics; Econometrics
• Soggetto non controllato: econometrics, macroeconomics, economics, rational expectations, variables, methodology, models, market efficiency, rationality, interest rates, monetary policy, aggregate demand, forecasting equations, inflation, growth, gnp, unemployment, output, nonfiction, business, finance, investment, government, regulation, markets, capital
• 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.: 9910784740203321
• Lo trovi qui: Univ. Federico II
• Serie: National Bureau of Economic Research monograph.