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Rational Versus Adaptive Expectations in Present Value Models · Study

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ChapterRational Versus Adaptive Expectations in Present Value Models

Gregory C. Chow1991

Chapter1991

Rational Versus Adaptive Expectations in Present Value Models

Gregory C. Chow

82 citations·0/0 files stored·Lecture notes in economics and mathematical systems

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Financial Markets and Investment Strategies Monetary Policy and Economic Impact Economic theories and models

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References

1961Rational Expectations and the Theory of Price Movements 1988Permanent and Temporary Components of Stock Prices 1988Stock Prices, Earnings, and Expected Dividends 1987Cointegration and Tests of Present Value Models 1987Mean Reversion in Stock Prices: Evidence and Implications 1984Stock Prices and Social Dynamics 1960Optimal Properties of Exponentially Weighted Forecasts 1988Dynamic Macroeconomic Theory.

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Year1991

Typechapter

Published1991-01-01

VenueLecture notes in economics and mathematical systems

ISSN-L0075-8442

Languageen

Citations82

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1007/978-3-642-51675-7_16

openalex_workW2019834264

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2006LOCK-IN OF EXTRAPOLATIVE EXPECTATIONS IN AN ASSET PRICING MODEL

1993Money demand and inflation in Yugoslavia 1980–1989