Rational Expectations Approach to Macroeconometrics

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rational expectations
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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
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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.

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