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Rational Expectations Approach to Macroeconometrics
Frederic S. Mishkin
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Description for Rational Expectations Approach to Macroeconometrics
Paperback. Series: National Bureau of Economic Research Monographs. Num Pages: 184 pages, xii, 172 p. BIC Classification: KCB. Category: (P) Professional & Vocational; (UP) Postgraduate, Research & Scholarly; (UU) Undergraduate. Dimension: 278 x 154 x 11. Weight in Grams: 226.
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.
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.
Product Details
Format
Paperback
Publication date
1986
Publisher
The University of Chicago Press United States
Number of pages
184
Condition
New
Series
National Bureau of Economic Research Monographs
Number of Pages
179
Place of Publication
, United States
ISBN
9780226531878
SKU
V9780226531878
Shipping Time
Usually ships in 7 to 11 working days
Ref
99-50
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