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Book Synopsis
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.

A Rational Expectations Approach to

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    A Paperback / softback by Frederic S. Mishkin

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      Book details

      Publisher The University of Chicago Press
      Published 1 January 1986
      ISBN-13 9780226531878
      978-0226531878
      ISBN-10 0226531872
      Also in:
      Macroeconomics

      Description

      Book Synopsis
      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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