ON THE ECONOMETRIC TESTING OF RATIONALITY-MARKET EFFICIENCY

被引：8

作者：

ABEL, AB

MISHKIN, FS

机构：

[1] NATL BUR ECON RES, WASHINGTON, DC USA

[2] UNIV CHICAGO, CHICAGO, IL 60637 USA

来源：

关键词：

D O I：

10.2307/1924498

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：318 / 323

页数：6

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[2]

[Anonymous], SYSTEMS Q, V35, P463, DOI [10.2307/23044052, DOI 10.2307/23044052]

[3]

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[4] UNANTICIPATED MONEY, OUTPUT, AND PRICE-LEVEL IN UNITED-STATES [J].

BARRO, RJ .

[5]

FAMA EF, 1976, F FINANCE

[6] SURVEY EVIDENCE ON THE RATIONALITY OF INTEREST-RATE EXPECTATIONS [J].

FRIEDMAN, BM .

GRANGER, CWJ .

[8]

JONES DS, 1981, RATIONAL EXPECTATION

[9] ECONOMETRIC POLICY EVALUATION - CRITIQUE [J].

LUCAS, RE .

CARNEGIE-ROCHESTER CONFERENCE SERIES ON PUBLIC POLICY, 1976, 1 :19-46

[10]

Mishkin FredericS., 1983, RATIONAL EXPECTATION