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A Rational Expectations Approach to Macroeconometrics

A Rational Expectations Approach to Macroeconometrics PDF Author: Frederic S. Mishkin
Publisher: University of Chicago Press
ISBN: 0226531929
Category : Business & Economics
Languages : en
Pages : 184

Book Description
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 Macroeconometrics

A Rational Expectations Approach to Macroeconometrics PDF Author: Frederic S. Mishkin
Publisher: University of Chicago Press
ISBN: 0226531929
Category : Business & Economics
Languages : en
Pages : 184

Book Description
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.

Rational Expectations

Rational Expectations PDF Author: Steven M. Sheffrin
Publisher: Cambridge University Press
ISBN: 9780521479394
Category : Business & Economics
Languages : en
Pages : 204

Book Description
This book develops the idea of rational expectations and surveys its use in economics today.

Empirical Tests of the Rational Expectations Hypothesis

Empirical Tests of the Rational Expectations Hypothesis PDF Author: G. Pollio
Publisher:
ISBN:
Category :
Languages : en
Pages :

Book Description


The Power of Direct Tests of the Rational Expectations Hypothesis when the Alternative is Learning

The Power of Direct Tests of the Rational Expectations Hypothesis when the Alternative is Learning PDF Author: David D. Steiner
Publisher:
ISBN:
Category :
Languages : en
Pages : 28

Book Description


Rational Expectations and Econometric Practice

Rational Expectations and Econometric Practice PDF Author: Robert E. Lucas
Publisher: U of Minnesota Press
ISBN: 1452908281
Category :
Languages : en
Pages : 335

Book Description
Assumptions about how people form expectations for the future shape the properties of any dynamic economic model. To make economic decisions in an uncertain environment people must forecast such variables as future rates of inflation, tax rates, governme.

Empirical Tests of the Rational Expectations Hypothesis

Empirical Tests of the Rational Expectations Hypothesis PDF Author: Gerald Pollio
Publisher:
ISBN:
Category : Rational expectations (Economic theory)
Languages : en
Pages : 0

Book Description


The Limits to Rational Expectations

The Limits to Rational Expectations PDF Author: M. Hashem Pesaran
Publisher: Wiley-Blackwell
ISBN: 9780631168850
Category : Business & Economics
Languages : en
Pages : 325

Book Description


Rationalizing Rational Expectations: Characterizations and Tests

Rationalizing Rational Expectations: Characterizations and Tests PDF Author: Xavier D'Haultfœuille
Publisher:
ISBN:
Category :
Languages : en
Pages :

Book Description


Assessing Rational Expectations 2

Assessing Rational Expectations 2 PDF Author: R. Guesnerie
Publisher: Mit Press
ISBN: 9780262072588
Category : Business & Economics
Languages : en
Pages : 455

Book Description
A theoretical assessment of the Rational Expectations Hypothesis through subjecting a collection of economic models to an "eductive stability" test.

Rational expectations hypothesis in the long run

Rational expectations hypothesis in the long run PDF Author: Taeck-Soo Chun
Publisher:
ISBN:
Category : Rational expectations (Economic theory)
Languages : en
Pages : 168

Book Description