I. Econometric Theory and Methodology

Frederic S. Mishkin, A Rational Expectations Approach to Macroeconometrics: Testing Policy Ineffectiveness and Efficient-Markets Models (University of Chicago Press, 1983), https://www.nber.org/books-and-chapters/rational-expectations-approach-macroeconometrics-testing-policy-ineffectiveness-and-efficient/i-econometric-theory-and-methodology.