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Testing the Rationality of Price Forecasts: New Evidence from Panel Data
7 references·16 citing·53 second hop
Testing the Rationality of Price Forecasts: New Evidence from Panel Data (1990)Testing the Rationality of Price Forecast…Liquidity constraints and the permanent-income hypothesis (1991)Liquidity constraints and the…Asymptotic Normality, When Regressors Have a Unit Root (1988)Asymptotic Normality, When Re…News or Noise? An Analysis of GNP Revisions (1986)News or Noise? An Analysis of…Using Survey Data to Test Some Standard Propositions Regarding Exchange Rate Expectations (1985)Using Survey Data to Test Som…The Observational Equivalence of Natural and Unnatural Rate Theories of Macroeconomics (1976)The Observational Equivalence…Rational Expectations and the Theory of Price Movements (1961)Rational Expectations and the…The General Theory of Employment (1937)The General Theory of Employm…INFLATION EXPECTATIONS AND BEHAVIOR: DO SURVEY RESPONDENTS ACT ON THEIR BELIEFS? (2015)INFLATION EXPECTATIONS AND BE…Corporate social responsibility, stakeholder risk, and idiosyncratic volatility (2015)Corporate social responsibili…The Price Is Right: Updating Inflation Expectations in a Randomized Price Information Experiment (2014)The Price Is Right: Updating …Inattentive professional forecasters (2013)Inattentive professional fore…Forecasting with panel data (2008)Forecasting with panel dataBiases in Macroeconomic Forecasts: Irrationality or Asymmetric Loss? (2008)Biases in Macroeconomic Forec…The strategy of professional forecasting☆ (2006)The strategy of professional …The state of macroeconomic forecasting (2002)The state of macroeconomic fo…Macroeconomic forecasts and microeconomic forecasters (2002)Macroeconomic forecasts and m…Survey Measures of Expected U.S. Inflation (1999)Survey Measures of Expected U…Is Bank Supervision Central to Central Banking? (1999)Is Bank Supervision Central t…Are Financial Analysts' Forecasts of Corporate Profits Rational? 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this work references cited by second hop

References

  • 1961Rational Expectations and the Theory of Price Movements5,639 cited
  • 1937The General Theory of Employment5,168 cited
  • 1985Using Survey Data to Test Some Standard Propositions Regarding Exchange Rate Expectations738 cited
  • 1991Liquidity constraints and the permanent-income hypothesis350 cited
  • 1988Asymptotic Normality, When Regressors Have a Unit Root339 cited
  • 1986News or Noise? An Analysis of GNP Revisions300 cited
  • 1976The Observational Equivalence of Natural and Unnatural Rate Theories of Macroeconomics289 cited

Cited by

  • 2008Forecasting with panel data572 cited
  • 1997A Model Selection Approach to Real-Time Macroeconomic Forecasting Using Linear Models and Artificial Neural Networks364 cited
  • 1992On the Estimation of Panel-Data Models With Serial Correlation When Instruments Are Not Strictly Exogenous337 cited
  • 2013Inattentive professional forecasters324 cited
  • 2006The strategy of professional forecasting☆320 cited
  • 1999Survey Measures of Expected U.S. Inflation296 cited
  • 2002Macroeconomic forecasts and microeconomic forecasters288 cited
  • 2015Corporate social responsibility, stakeholder risk, and idiosyncratic volatility

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286 cited
  • 2008Biases in Macroeconomic Forecasts: Irrationality or Asymmetric Loss?272 cited
  • 2014The Price Is Right: Updating Inflation Expectations in a Randomized Price Information Experiment259 cited
  • 1996Why Are Professional Forecasters Biased? Agency versus Behavioral Explanations254 cited
  • 2015INFLATION EXPECTATIONS AND BEHAVIOR: DO SURVEY RESPONDENTS ACT ON THEIR BELIEFS?243 cited
  • 2002The state of macroeconomic forecasting240 cited
  • 1998Are Financial Analysts' Forecasts of Corporate Profits Rational?235 cited
  • 1999Is Bank Supervision Central to Central Banking?214 cited
  • 1991Identifying the Dynamics of Real Interest Rates and Inflation: Evidence Using Survey Data203 cited