A Rational Expectations Approach to Macroeconometrics

A Rational Expectations Approach to Macroeconometrics
Author: Frederic S. Mishkin
Publisher: University of Chicago Press
Total Pages: 184
Release: 2007-11-01
Genre: Business & Economics
ISBN: 0226531929
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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.


A Rational Expectations Approach to Macroeconometrics
Language: en
Pages: 184

A Rational Expectations Approach to Macroeconometrics

Authors: Frederic S. Mishkin
Categories: Business & Economics
Type: BOOK - Published: 2007-11-01 - Publisher: University of Chicago Press

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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 ma
A RATIONAL EXPECTATIONS APPROACH TO MACROECONOMETRICS: TESTING POLICY INEFFECTIVENESS AND EFFICIENT MARKETS MODEL
Language: en
Pages: 172

A RATIONAL EXPECTATIONS APPROACH TO MACROECONOMETRICS: TESTING POLICY INEFFECTIVENESS AND EFFICIENT MARKETS MODEL

Authors: Frederic S. MISHKIN
Categories:
Type: BOOK - Published: 1983 - Publisher:

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Learning and Expectations in Macroeconomics
Language: en
Pages: 424

Learning and Expectations in Macroeconomics

Authors: George W. Evans
Categories: Business & Economics
Type: BOOK - Published: 2012-01-06 - Publisher: Princeton University Press

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A crucial challenge for economists is figuring out how people interpret the world and form expectations that will likely influence their economic activity. Infl
A Rational Expectations Approach to Macroeconomics
Language: en
Pages:

A Rational Expectations Approach to Macroeconomics

Authors:
Categories:
Type: BOOK - Published: 1983 - Publisher:

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Rational Expectations in Macroeconomic Models
Language: en
Pages: 215

Rational Expectations in Macroeconomic Models

Authors: P. Fisher
Categories: Business & Economics
Type: BOOK - Published: 2013-04-17 - Publisher: Springer Science & Business Media

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It is commonly believed that macroeconomic models are not useful for policy analysis because they do not take proper account of agents' expectations. Over the l