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A rational expectations approach to macroeconometrics
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ISBN: 0226531864 0226531872 9786611125899 128112589X 0226531929 9780226531922 9780226531878 9780226531922 9780226531861 Year: 1983 Publisher: Chicago University of Chicago Press

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Abstract

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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