Monetary Policy and Interest Rates: An Efficient Markets-Rational Expectations Approach

Frederic S. Mishkin, A Rational Expectations Approach to Macroeconometrics: Testing Policy Ineffectiveness and Efficient-Markets Models (University of Chicago Press, 1983), chap. 5, https://www.nber.org/books-and-chapters/rational-expectations-approach-macroeconometrics-testing-policy-ineffectiveness-and-efficient/monetary-policy-and-interest-rates-efficient-markets-rational-expectations-approach.