Summary and Info
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.
More About the Author
Frederic Stanley "Rick" Mishkin (born January 11, 1951) is an American economist and Alfred Lerner professor of Banking and Financial Institutions at the Graduate School of Business, Columbia University.
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