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A Rational Expectations Approach to Macroeconometrics: Testing Policy Ineffectiveness and Efficient-Markets Models.
・ISBN 978-0-226-53187-8 paper US$ 30.00
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| 著者・編者 | Mishkin, Frederic S., |
|---|---|
| シリーズ | (National Bureau of Economic Research Monograph) |
| 出版社 | (University of Chicago Press, US) |
| 出版年月 | 1986 |
| ページ数 | 179 pp. |
| 言語 | ENG |
| ニュース番号 | ＜A04-40183＞ |
解説
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.