Rational Expectations Approach to Macroeconometrics Testing Policy Ineffectiveness and Efficient-Markets Models

Name: Rational Expectations Approach to Macroeconometrics Testing Policy Ineffectiveness and Efficient-Markets Models
Price: 8.3 USD
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ISBN: 9780226531878

ISBN-10: 0226531872

ISBN-13: 9780226531878

Edition: 1983

Authors: Frederic S. Mishkin

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Book details

List price: $30.00
Copyright year: 1983
Publisher: University of Chicago Press
Publication date: 1/1/1986
Binding: Paperback
Pages: 179
Size: 0.64" wide x 0.89" long x 0.05" tall
Weight: 0.638



Acknowledgments



Introduction



Econometric Theory and Methodology



The Econometric Methodology Appendix



Identification and Testing Appendix



An Annotated Computer Program



An Integrated View of Tests of Rationality, Market Efficiency, and the Short-Run Neutrality of Aggregate Demand Policy



Empirical Studies



Are Market Forces Rational?



Monetary Policy and Interest Rates: An Efficient Markets-Rational Expectations Approach Appendix



Estimates of the Forecasting Equations Appendix



Additional Experiments Using the Two-Step Procedure



Does Anticipated Aggregate Demand Policy Matter? Appendix



Output and Unemployment Models with Barro and Rush Specification Appendix



Results with Nominal GNP Growth and Inflation as the Aggregate Demand Variable Appendix



Results Not Using Polynomial Distributed Lags Appendix



Jointly Estimated Forecasting Equations



Concluding Remarks


References


Index