An integrated view of tests of rationality, market efficiency and the short-run neutrality of monetary policy
Year of publication: |
1983
|
---|---|
Authors: | Abel, Andrew B. ; Mishkin, Frederic S. |
Published in: |
Journal of monetary economics. - Amsterdam : Elsevier, ISSN 0304-3932, ZDB-ID 191155-7. - Vol. 11.1983, 1, p. 3-24
|
Subject: | Wirtschaftserwartung | Kapitalmarkt | Geldpolitik | Ökonometrisches Makromodell | Theorie | Theory | Monetary policy | Effizienzmarkthypothese | Efficient market hypothesis | Rationale Erwartung | Rational expectations |
-
The informational content of prices when policy makers react to financial markets
Siemroth, Christoph, (2019)
-
Abel, Andrew B., (1981)
-
Darrat, Ali F., (1985)
- More ...
-
On the econometric testing of rationality-market efficiency
Abel, Andrew B., (1983)
-
Abel, Andrew B., (1981)
-
Abel, Andrew B., (2021)
- More ...