A Rational Expectations Approach to Macroeconometrics
| Author | : Frederic S. Mishkin |
| Publisher | : University of Chicago Press |
| Total Pages | : 184 |
| Release | : 2007-11-01 |
| ISBN-10 | : 9780226531922 |
| ISBN-13 | : 0226531929 |
| Rating | : 4/5 (929 Downloads) |
Download or read book A Rational Expectations Approach to Macroeconometrics written by Frederic S. Mishkin and published by University of Chicago Press. This book was released on 2007-11-01 with total page 184 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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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