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

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Bibliographic Details
Author / Creator:	Mishkin, Frederic S.
Imprint:	Chicago : University of Chicago Press, 1983.
Description:	1 online resource (xii, 172 pages).
Language:	English
Series:	National Bureau of Economic Research monograph National Bureau of Economic Research monograph.
Subject:	Rational expectations (Economic theory) Macroeconomics. Econometrics. Econometrics. Macroeconomics. Rational expectations (Economic theory) Electronic books.
Format:	E-Resource Book
URL for this record:	http://pi.lib.uchicago.edu/1001/cat/bib/11221680

Hidden Bibliographic Details
ISBN:	0226531929 9780226531922 0226531864 0226531872 9780226531878 9780226531922
Notes:	Includes bibliographical references (pages 159-167) and index. Print version record.
Summary:	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.
Other form:	Print version: Mishkin, Frederic S. Rational expectations approach to macroeconometrics. Chicago : University of Chicago Press, 1983

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