Online Public Access Catalogue (OPAC)
Library,Documentation and Information Science Division

“A research journal serves that narrow

borderland which separates the known from the unknown”

-P.C.Mahalanobis


Normal view MARC view ISBD view

A rational expectations approach to macroeconometrics [electronic resource] : testing policy ineffectiveness and efficient-markets models / Frederic S. Mishkin.

By: Mishkin, Frederic S.
Material type: TextTextSeries: National Bureau of Economic Research monograph: Publisher: Chicago : University of Chicago Press, 1983Description: 1 online resource (xii, 172 p.).ISBN: 0226531929 (electronic bk.); 9780226531922 (electronic bk.).Subject(s): Rational expectations (Economic theory) | Macroeconomics | Econometrics | Macroeconom�ia | Econometr�ia | Anticipations rationnelles (Th�eorie �economique) | Macro�economie | �Econom�etrie | POLITICAL SCIENCE -- Economic Conditions | BUSINESS & ECONOMICS -- Economics -- Macroeconomics | Macro-economie | Toekomstverwachtingen | Econometrie | ECONOMETRICS | MACROECONOMICSGenre/Form: Electronic books.Additional physical formats: Print version:: Rational expectations approach to macroeconometrics.DDC classification: 339/.0724 Online resources: ebrary | EBSCOhost | MyiLibrary
Contents:
pt. 1. Econometric theory and methodology -- pt. 2. Empirical studies.
Summary: 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.
Tags from this library: No tags from this library for this title. Log in to add tags.
No physical items for this record

"Paperback edition 1983"--T.p. verso.

Includes bibliographical references (p. 159-167) and index.

pt. 1. Econometric theory and methodology -- pt. 2. Empirical studies.

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.

Description based on print version record.

There are no comments for this item.

Log in to your account to post a comment.

Other editions of this work

A rational expectations approach to macroeconometrics by Mishkin, Frederic S. ©1983
A rational expectations approach to macroeconometrics by Mishkin, Frederic S. ©1983
Library, Documentation and Information Science Division, Indian Statistical Institute, 203 B T Road, Kolkata 700108, INDIA
Phone no. 91-33-2575 2100, Fax no. 91-33-2578 1412, ksatpathy@isical.ac.in


Visitor Counter