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The Rationality and Efficiency of Individuals' Forecasts
16 references·1 citing·43 second hop
The Rationality and Efficiency of Individuals' Forecasts (2004)The Rationality and Efficiency of Individ…Survey Measures of Expected U.S. Inflation (1999)Survey Measures of Expected U…Tests for Forecast Encompassing (1998)Tests for Forecast Encompassi…The Handbook of Research Synthesis (1995)The Handbook of Research Synt…Testing the Rationality of Price Forecasts: New Evidence from Panel Data (1990)Testing the Rationality of Pr…ON TESTING FOR UNBIASEDNESS AND EFFICIENCY OF FORECASTS* (1990)ON TESTING FOR UNBIASEDNESS A…Combining forecasts: A review and annotated bibliography (1989)Combining forecasts: A review…Changing Beliefs and Systematic Rational Forecast Errors with Evidence from Foreign Exchange (1989)Changing Beliefs and Systemat…Forecasting Efficiency: Concepts and Applications (1987)Forecasting Efficiency: Conce…Tests of the Rational Expectations Hypothesis (1986)Tests of the Rational Expecta…Econometric Evaluation of Linear Macro-Economic Models (1986)Econometric Evaluation of Lin…What do Economists Know? An Empirical Study of Experts' Expectations (1981)What do Economists Know? An E…The Formation of Inflationary Expectations (1981)The Formation of Inflationary…Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis (1980)Forward Exchange Rates as Opt…Inflation, Rational Expectations and the Term Structure of Interest Rates (1973)Inflation, Rational Expectati…The Combination of Forecasts (1969)The Combination of ForecastsRational Expectations and the Theory of Price Movements (1961)Rational Expectations and the…Bias in Federal Reserve Inflation Forecasts: Is the Federal Reserve Irrational or Just Cautious? (2005)Bias in Federal Reserve Infla…The General Theory of Employment (1937)Using Survey Data to Test Some Standard Propositions Regarding Exchange Rate Expectations (1985)On the Estimation of Panel-Data Models With Serial Correlation When Instruments Are Not Strictly Exogenous (1992)A Model Selection Approach to Real-Time Macroeconomic Forecasting Using Linear Models and Artificial Neural Networks (1997)Forecasting with panel data (2008)The General Theory of Employment, Interest and Money, by John Maynard Keynes (1936)Rules Rather than Discretion: The Inconsistency of Optimal Plans (1977)Prospections, Retrospections, and Rationality: The "Bankers" Model of Presidential Approval Reconsidered (1994)Social Psychology, Unemployment and Macroeconomics (1996)Home Bias in International Stock Return Expectations (2000)Rank Correlation Methods. (1957)Comparing Predictive Accuracy (1994)Comparing Predictive Accuracy (1995)Pooling of forecasts (2004)Time-Varying Risk Premiums and the Output Gap (2008)Short interest and aggregate stock returns (2016)Expert judgment: Some necessary conditions and an example. (1974)The M3-Competition: results, conclusions and implications (2000)Chapter 4 Forecast Combinations (2006)RISK PERCEPTION IN PSYCHOLOGY AND ECONOMICS (1982)Stock Prices and Social Dynamics (1984)Forecasting With Bayesian Vector Autoregressions—Five Years of Experience (1986)The state of macroeconomic forecasting (2002)Anchoring Bias in Consensus Forecasts and Its Effect on Market Prices (2009)Why do forecasters disagree? Lessons from the term structure of cross-sectional dispersion (2010)Asset Prices in an Exchange Economy (1978)Yield Spreads and Interest Rate Movements: A Bird's Eye View (1991)Does financial liberalization spur growth? (2005)Presidential Address: Discount Rates (2011)The Analysis of Economic Time-Series-Part I: Prices (1953)Optimal Properties of Exponentially Weighted Forecasts (1960)The Economic Implications of Learning by Doing (1971)A Coefficient of Agreement for Nominal Scales (1960)Statistical principles in experimental design. (1962)Meta-analysis in clinical trials (1986)Socioeconomic Status and Academic Achievement: A Meta-Analytic Review of Research (2005)Does changing behavioral intentions engender behavior change? A meta-analysis of the experimental evidence. (2006)Methods for the thematic synthesis of qualitative research in systematic reviews (2008)Time series forecasting using a hybrid ARIMA and neural network model (2003)25 years of time series forecasting (2006)Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy (2009)8 Forecast evaluation and combination (1996)Oil prices and the rise and fall of the US real exchange rate (1998)
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References

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  • 1969The Combination of Forecasts3,194 cited
  • 1989Combining forecasts: A review and annotated bibliography2,170 cited
  • 1980Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis2,112 cited
  • 1995The Handbook of Research Synthesis927 cited
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  • 1986Econometric Evaluation of Linear Macro-Economic Models601 cited
  • 1990Testing the Rationality of Price Forecasts: New Evidence from Panel Data499 cited
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  • 1986Tests of the Rational Expectations Hypothesis368 cited
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  • 1990ON TESTING FOR UNBIASEDNESS AND EFFICIENCY OF FORECASTS*285 cited
  • 1973Inflation, Rational Expectations and the Term Structure of Interest Rates270 cited
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1981
The Formation of Inflationary Expectations
247 cited

Cited by

  • 2005Bias in Federal Reserve Inflation Forecasts: Is the Federal Reserve Irrational or Just Cautious?9 cited