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
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.
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
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.
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
The Power of Direct Tests of the Rational Expectations Hypothesis when the Alternative is Learning
Rational Expectations and Econometric Practice
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.
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
Author: Gerald Pollio
Publisher:
ISBN:
Category : Rational expectations (Economic theory)
Languages : en
Pages : 0
Book Description
Publisher:
ISBN:
Category : Rational expectations (Economic theory)
Languages : en
Pages : 0
Book Description
The Limits to Rational Expectations
Author: M. Hashem Pesaran
Publisher: Wiley-Blackwell
ISBN: 9780631168850
Category : Business & Economics
Languages : en
Pages : 325
Book Description
Publisher: Wiley-Blackwell
ISBN: 9780631168850
Category : Business & Economics
Languages : en
Pages : 325
Book Description
Rationalizing Rational Expectations: Characterizations and Tests
Assessing Rational Expectations 2
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.
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
Author: Taeck-Soo Chun
Publisher:
ISBN:
Category : Rational expectations (Economic theory)
Languages : en
Pages : 168
Book Description
Publisher:
ISBN:
Category : Rational expectations (Economic theory)
Languages : en
Pages : 168
Book Description