A Rational Expectations Approach to Macroeconometrics : Testing Policy Ineffectiveness and Efficient-Markets Models

Frederic S. Mishkin

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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Year of publication:	[2007]
Authors:	Mishkin, Frederic S.
Publisher:	Chicago : University of Chicago Press
Subject:	Theorie \| Theory \| Rationale Erwartung \| Rational expectations \| Makroökonometrie \| Macroeconometrics \| Geldpolitik \| Monetary policy
Description of contents:	Description [degruyter.com]

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Extent:	1 Online-Ressource (179 p.)
Series:	National Bureau of Economic Research Monograph
Type of publication:	Book / Working Paper
Language:	English
Notes:	Frontmatter Contents Acknowledgments 1. Introduction PART 1. Econometric Theory and Methodology 2. The Econometric Methodology 3. An Integrated View of Tests of Rationality, Market Efficiency, and the Short-Run Neutrality of Aggregate Demand Policy PART 2. Empirical Studies 4. Are Market Forecasts Rational? 5. Monetary Policy and Interest Rates: An Efficient Markets-Rational Expectations Approach 6. Does Anticipated Aggregate Demand Policy Matter? 7. Concluding Remarks References Index In English
ISBN:	978-0-226-53192-2
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10014488231