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Direct test of the rational expectation hypothesis
14 references·2 citing·39 second hop
Direct test of the rational expectation hypothesis (1986)Direct test of the rational expectation h…Vérification empirique de deux schémas d'anticipation adaptatif et rationnel (1985)Vérification empirique de deu…The Formation of Inflationary Expectations (1981)The Formation of Inflationary…Wage Expectations in the Labor Market: Survey Evidence on Rationality (1980)Wage Expectations in the Labo…Survey evidence on the ‘rationality’ of interest rate expectations (1980)Survey evidence on the ‘ratio…Econometric Implications of the Rational Expectations Hypothesis (1980)Econometric Implications of t…On Testing for Rationality: Another Look at the Livingston Price Expectations Data (1978)On Testing for Rationality: A…A Study of Price Forecasts (1977)A Study of Price ForecastsAnticipated Price Changes and Nominal Interest Rates in the 1950's (1976)Anticipated Price Changes and…Observed Price Expectations and Interest Rates (1972)Observed Price Expectations a…Expectations and the neutrality of money (1972)Expectations and the neutrali…A Test of the "Expectations Hypothesis" Using Directly Observed Wage and Price Expectations (1972)A Test of the "Expectations H…Empirical Evidence on the Formation of Price Expectations (1970)Empirical Evidence on the For…Rational Expectations and the Theory of Price Movements (1961)Rational Expectations and the…The Business Test of the IFO-Institute for Economic Research, Munich, and Its Theoretical Model (1952)The Business Test of the IFO-…Art experts and auctions Are pre-sale estimates unbiased and fully informative? (2000)Art experts and auctions Are …Instrumental rationality and cognitive rationality (1989)Instrumental rationality and …A Note on the Rationality of the Livingston Price Expectations (1975)Inflationary Expectations: Their Formation and Interest Rate Effects (1976)Inflation Uncertainty and the Phillips Curve: Some Empirical Evidence (1980)The Role of Monetary Policy (1995)Applied Economic Forecasting (1967)Money-Wage Dynamics and Labor-Market Equilibrium (1968)On Non-Uniqueness in Rational Expectations Models: An Attempt at Perspective (1981)What do Economists Know? An Empirical Study of Experts' Expectations (1981)Coordination of Expectations in Asset Pricing Experiments (2004)A Program for Monetary Stability (1961)Aggregate Demand Management in Search Equilibrium (1982)International Norm Dynamics and Political Change (1998)The Institutional Dynamics of International Political Orders (1998)"Rational" Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule (1975)Time Series Analysis: Forecasting and Control (1977)INNOVATION, TECHNOLOGICAL OPPORTUNITY, AND MARKET STRUCTURE (1990)Interactions-Based Models (2000)Serial Correlation as a Convenient Simplification, not a Nuisance: A Comment on a Study of the Demand for Money by the Bank of England (2000)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)Rules Rather than Discretion: The Inconsistency of Optimal Plans (1977)Asset Prices in an Exchange Economy (1978)The Behavior of Stock-Market Prices (1965)Econometric policy evaluation: A critique (1976)Prospections, Retrospections, and Rationality: The "Bankers" Model of Presidential Approval Reconsidered (1994)Chapter 14 Survey Expectations (2006)Term Structure Estimation with Survey Data on Interest Rate Forecasts (2011)A Study of Economists' Consensus Forecasts (1983)Rational Expectations and Macroeconomic Forecasts (1983)Wage Indexation and the Effect of Inflation Uncertainty on Employment: An Empirical Analysis (1984)Analysts' Interim Earnings Forecasts: Evidence on the Forecasting Process (1994)Anchoring Bias in Consensus Forecasts and Its Effect on Market Prices (2009)Rational Bias in Macroeconomic Forecasts (1999)Biases in Macroeconomic Forecasts: Irrationality or Asymmetric Loss? (2008)Economic Forecasting (2008)A Comparative Study of Alternative Methods of Quantifying Qualitative Survey Responses Using NAPM Data (1992)On the use of dispersion measures from NAPM surveys in business cycle forecasting (1993)Inflation expectations in India: Learning from household tendency surveys (2019)
this work references cited by second hop

References

  • 1961Rational Expectations and the Theory of Price Movements5,639 cited
  • 1972Expectations and the neutrality of money4,826 cited
  • 1980Econometric Implications of the Rational Expectations Hypothesis424 cited
  • 1981The Formation of Inflationary Expectations247 cited
  • 1977A Study of Price Forecasts243 cited
  • 1970Empirical Evidence on the Formation of Price Expectations208 cited
  • 1980Survey evidence on the ‘rationality’ of interest rate expectations189 cited
  • 1978On Testing for Rationality: Another Look at the Livingston Price Expectations Data156 cited
  • 1952The Business Test of the IFO-Institute for Economic Research, Munich, and Its Theoretical Model113 cited
  • 1972A Test of the "Expectations Hypothesis" Using Directly Observed Wage and Price Expectations105 cited
  • 1976Anticipated Price Changes and Nominal Interest Rates in the 1950's66 cited
  • 1972Observed Price Expectations and Interest Rates61 cited
  • 1980Wage Expectations in the Labor Market: Survey Evidence on Rationality32 cited
  • 1985Vérification empirique de deux schémas d'anticipation adaptatif et rationnel2 cited

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  • 1989Instrumental rationality and cognitive rationality

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55 cited
  • 2000Art experts and auctions Are pre-sale estimates unbiased and fully informative?10 cited