A Rational Expectations Approach to Macroeconometrics

Frederic S. Mishkin

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Monetary Policy and Economic Impact Forecasting Techniques and Applications Economic theories and models

Abstract

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.

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