رویکرد انتظارات منطقی به macroeconometrics: تست مدل ناکارآمدی و کارآمد بازار سیاست A rational expectations approach to macroeconometrics: Testing policy ineffectiveness and efficient-markets models
- نوع فایل : کتاب
- زبان : انگلیسی
- نویسنده : Frederic S Mishkin
- ناشر : University of Chicago Press
- چاپ و سال / کشور: 1983
- شابک / ISBN : 0226531864, 9780226531861, 9780226531922
Description
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.
