Cloth: 978-0-226-53186-1 | Paper: 978-0-226-53187-8 | Electronic: 978-0-226-53192-2
DOI: 10.7208/chicago/9780226531922.001.0001
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ABOUT THIS BOOK
TABLE OF CONTENTS
Acknowledgments
1. Introduction
Part 1 Econometric Theory and Methodology
2. The Econometric Methodology
Appendix 2.1 Identification and Testing
Appendix 2.2 An Annotated Computer Program
3. An Integrated View of Tests of Rationality, Market Efficiency, and the Short-Run Neutrality of Aggregate Demand Policy
Part 2 Empirical Studies
4. Are Market Forecasts Rational?
5. Monetary Policy and Interest Rates: An Efficient Markets–Rational Expectations Approach
Appendix 5.1 Estimates of the Forecasting Equations
Appendix 5.2 Additional Experiments Using the Two-step Procedure
6. Does Anticipated Aggregate Demand Policy Matter?
Appendix 6.1 Output and Unemployment Models with Barro and Rush Specification
Appendix 6.2 Results with Nominal GNP Growth and Inflation as the Aggregate Demand Variable
Appendix 6.3 Results Not Using Polynominal Distributed Lags
Appendix 6.4 Jointly Estimated Forecasting Equations
7. Concluding Remarks
References
Index