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Rational Expectations Approach to Macroeconometrics
Rational Expectations Approach to Macroeconometrics
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A01=Frederic S. Mishkin
aggregate demand
Author_Frederic S. Mishkin
business
capital
Category=KCB
econometrics
economics
eq_bestseller
eq_business-finance-law
eq_isMigrated=1
eq_isMigrated=2
eq_nobargain
eq_non-fiction
finance
forecasting equations
gnp
government
growth
inflation
interest rates
investment
macroeconomics
market efficiency
markets
methodology
models
monetary policy
nonfiction
output
rational expectations
rationality
regulation
unemployment
variables
Product details
- ISBN 9780226531878
- Weight: 284g
- Dimensions: 16 x 23mm
- Publication Date: 01 Jan 1986
- Publisher: The University of Chicago Press
- Publication City/Country: US
- Product Form: Paperback
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.
Rational Expectations Approach to Macroeconometrics
€29.99
