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ArticleDirect test of the rational expectation hypothesis

Christian Gouriéroux1986

Article1986

Direct test of the rational expectation hypothesis

Christian Gouriéroux · Jacqueline Pradel

25 citations·0/0 files stored·European Economic Review

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

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References

1961Rational Expectations and the Theory of Price Movements 1972Expectations and the neutrality of money 1980Econometric Implications of the Rational Expectations Hypothesis 1981The Formation of Inflationary Expectations 1977A Study of Price Forecasts 1970Empirical Evidence on the Formation of Price Expectations 1980Survey evidence on the ‘rationality’ of interest rate expectations 1978On Testing for Rationality: Another Look at the Livingston Price Expectations Data

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1989Instrumental rationality and cognitive rationality 2000Art experts and auctions Are pre-sale estimates unbiased and fully informative?

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1981Identification of rational expectations modelsarticle · 7 shared references 1980Survey Evidence on The Rationality of Interest Rate Expectationsreport · 7 shared references 1982A Critique of the Proposed Tests of the Natural Rate-Rational Expectations Hypothesisarticle · 6 shared references 1981Empirical evidence on the rational expectations hypothesis using reported expectationsarticle · 6 shared references 1985Formation of Inflation Expectations in British Manufacturing Industriesarticle · 5 shared references 1997The Li vingston Survey: Still Useful Aft er All These Yearsarticle · 5 shared references

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Year1986

Typearticle

Published1986-04-01

VenueEuropean Economic Review

ISSN-L0014-2921

Languageen

Citations25

Files0 public / 0

ShelfMonetary Policy and Economic Impact

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doi10.1016/0014-2921(86)90044-9

openalex_workW2007739149

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