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9780226531878
A Rational Expectations Approach to Macroeconometricspursues 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.Mishkin, Frederic S. is the author of 'Rational Expectations Approach to Macroeconomics' with ISBN 9780226531878 and ISBN 0226531872.
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