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A rational expectations approach to macroeconometrics : testing policy ineffectiveness and efficient-markets models

Author: Frederic S Mishkin
Publisher: Chicago : University of Chicago Press, 1983.
Series: National Bureau of Economic Research monograph.
Edition/Format:   Print book : EnglishView all editions and formats
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Document Type: Book
All Authors / Contributors: Frederic S Mishkin
ISBN: 0226531864 9780226531861 0226531872 9780226531878
OCLC Number: 8907041
Description: xii, 172 pages ; 24 cm.
Contents: Introduction --
The econometric methodology --
An integrated view of tests of rationality, market efficiency, and the short-run neutrality of aggregate demand policy --
Are market forecasts rational? --
Monetary policy and interest rates : an efficient markets-rational expectations approach --
Does anticipated aggregate demand policy matter? --
Concluding remarks.
Series Title: National Bureau of Economic Research monograph.
Responsibility: Frederic S. Mishkin.

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