A Rational Expectations Approach to Macroeconometrics
eBook - PDF

A Rational Expectations Approach to Macroeconometrics

Testing Policy Ineffectiveness and Efficient-Markets Models

Frederic S. Mishkin

  1. English
  2. PDF
  3. Available on iOS & Android
eBook - PDF

A Rational Expectations Approach to Macroeconometrics

Testing Policy Ineffectiveness and Efficient-Markets Models

Frederic S. Mishkin

Book details
Table of contents
Citations

About This Book

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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Information

Table of contents

  1. Contents
  2. Acknowledgments
  3. 1. Introduction
  4. Part 1 Econometric Theory and Methodology
  5. Part 2 Empirical Studies
  6. References
  7. Index
Citation styles for A Rational Expectations Approach to Macroeconometrics

APA 6 Citation

Mishkin, F. (2007). A Rational Expectations Approach to Macroeconometrics ([edition unavailable]). The University of Chicago Press. Retrieved from https://www.perlego.com/book/1975005/a-rational-expectations-approach-to-macroeconometrics-testing-policy-ineffectiveness-and-efficientmarkets-models-pdf (Original work published 2007)

Chicago Citation

Mishkin, Frederic. (2007) 2007. A Rational Expectations Approach to Macroeconometrics. [Edition unavailable]. The University of Chicago Press. https://www.perlego.com/book/1975005/a-rational-expectations-approach-to-macroeconometrics-testing-policy-ineffectiveness-and-efficientmarkets-models-pdf.

Harvard Citation

Mishkin, F. (2007) A Rational Expectations Approach to Macroeconometrics. [edition unavailable]. The University of Chicago Press. Available at: https://www.perlego.com/book/1975005/a-rational-expectations-approach-to-macroeconometrics-testing-policy-ineffectiveness-and-efficientmarkets-models-pdf (Accessed: 15 October 2022).

MLA 7 Citation

Mishkin, Frederic. A Rational Expectations Approach to Macroeconometrics. [edition unavailable]. The University of Chicago Press, 2007. Web. 15 Oct. 2022.