Frederic S. Mishkin 
Rational Expectations Approach to Macroeconometrics [PDF ebook] 
Testing Policy Ineffectiveness and Efficient-Markets Models

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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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Language English ● Format PDF ● ISBN 9780226531922 ● Publisher University of Chicago Press ● Published 2007 ● Downloadable 3 times ● Currency EUR ● ID 5659418 ● Copy protection Adobe DRM
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