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.
| ISBN: | 9780226531878 |
| Publication date: | 1st January 1986 |
| Author: | Frederic S. Mishkin |
| Publisher: | University of Chicago Press an imprint of The University of Chicago Press |
| Format: | Paperback |
| Pagination: | 179 pages |
| Series: | NBER-Monographs |
| Genres: |
Macroeconomics |