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An integrated view of tests of rationality, market efficiency and the short-run neutrality of monetary policy

Abel, Andrew B.; Mishkin, Frederic S. - In: Journal of Monetary Economics 11 (1983) 1, pp. 3-24

Persistent link: https://www.econbiz.de/10005180562

An integrated view of tests of rationality, market efficiency and the short-run neutrality of monetary policy

Abel, Andrew B.; Mishkin, Frederic S. - In: Journal of monetary economics 11 (1983) 1, pp. 3-24

Persistent link: https://www.econbiz.de/10001803619

On the econometric testing of rationality-market efficiency

Abel, Andrew B.; Mishkin, Frederic S. - In: The review of economics and statistics 65 (1983) 2, pp. 318-323

Persistent link: https://www.econbiz.de/10001803908

An Integrated View of Tests of Rationality, Market Efficiency, and the Short-Run Neutrality of Monetary Policy

Abel, Andrew B. - 1981

This paper analyzes an important class of models in which expectations play an important role. Topics included in the analysis are tests of: (1) rationality of forecasts in either market or survey data, (2) capital market efficiency, (3) the short-run neutrality of monetary policy and, (4)...

Persistent link: https://www.econbiz.de/10012478389

An Integrated View of Tests of Rationality, Market Efficiency, and the Short-Run Neutrality of Monetary Policy

Abel, Andrew B.; Mishkin, Frederic S. - 2021

Persistent link: https://www.econbiz.de/10013310178