A Rational Expectations Approach to Macroeconometrics: Testing Policy Ineffectiveness and Efficient-Markets Models
Published Date
Copyright 1983
ISBN 0226531864

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.
Copy Citation
Frederic S. Mishkin. 2019. A Rational Expectations Approach to Macroeconometrics: Testing Policy Ineffectiveness and Efficient-Markets Models. University of Chicago Press. https://www.nber.org/books-and-chapters/rational-expectations-approach-macroeconometrics-testing-policy-ineffectiveness-and-efficient.