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  • ISBN: 9780226531878
  • ISBN10: 0226531872

A Rational Expectations Approach to Macroeconomics

by Frederic Mishkin

  • Binding: Paperback
  • Publisher: Univ of Chicago Pr
  • Publish date: 01/01/1984
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Description: In this book, the author 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. 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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