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Rational Expectations Approach to Macroeconomics : Testing Policy Ineffective...
- Item No : 388732717556
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- Rational Expectations Approach to Macroeconomics : Testing Policy Ineffectiveness and Efficient-markets Models, Paperback by Mishkin, Frederic S., ISBN 0226531872, ISBN-13 9780226531878, Brand New, Free shipping in the USA 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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