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Some model-based tests of expectational rationality
9 references·1 citing·42 second hop
Some model-based tests of expectational rationality (1989)Some model-based tests of expectational r…The Rational Expectations Revolution in Macroeconomics. (1983)The Rational Expectations Rev…Models of Inflation Expectations Formation: A Comparison of Household and Economist Forecasts (1983)Models of Inflation Expectati…Does Anticipated Monetary Policy Matter? An Econometric Investigation (1982)Does Anticipated Monetary Pol…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…Testing the restrictions implied by the rational expectations hypothesis (1981)Testing the restrictions impl…Does Anticipated Aggregate Demand Policy Matter? Further Econometric results. (1981)Does Anticipated Aggregate De…Econometric Implications of the Rational Expectations Hypothesis (1980)Econometric Implications of t…A Theory of Monopolistic Price Adjustment (1972)A Theory of Monopolistic Pric…Money and output interaction in Nigeria: an econometric investigation using multivariate cointegration technique (2004)Money and output interaction …Some International Evidence on Output-Inflation Tradeoffs. (1973)"Rational" Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule (1975)PRICE PREDICTION ERRORS AND REAL ACTIVITY: A REASSESSMENT (1990)Will Monetary Policy Become More of a Science? (2007)Will Monetary Policy Become More of a Science? (2009)Investigating Causal Relations by Econometric Models and Cross-Spectral Methods (2010)The New Keynesian Microfoundations (1987)Market Microstructure and Intermediation (1996)The Optimality of (S,s) Policies in the Dynamic Inventory Problem (2005)Labor Demand and the Structure of Adjustment Costs (2017)Rational Expectations and the Theory of Price Movements (1961)Rational Expectations, the Real Rate of Interest, and the Natural Rate of Unemployment (1973)Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis (1980)ON TESTING FOR UNBIASEDNESS AND EFFICIENCY OF FORECASTS* (1990)Survey Measures of Expected U.S. Inflation (1999)Biases in Macroeconomic Forecasts: Irrationality or Asymmetric Loss? (2008)A Classical Macroeconometric Model for the United States (1976)Rational Expectations and the Natural Rate Hypothesis: Some Consistent Estimates (1976)Estimation and Control of a Macroeconomic Model with Rational Expectations (1979)Identification of rational expectations models (1981)Testing the Rational Expectations Hypothesis in an Agricultural Market (1982)Risk Behavior and Rational Expectations in the U.S. Broiler Market (1989)Long-Term Contracts, Rational Expectations, and the Optimal Money Supply Rule (1977)ARE THE OUTPUT EFFECTS OF MONETARY POLICY ASYMMETRIC? EVIDENCE FROM A SAMPLE OF EUROPEAN COUNTRIES (1996)Chapter 15 Staggered price and wage setting in macroeconomics (1999)The History of the Phillips Curve: Consensus and Bifurcation (2009)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)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Statistical analysis of cointegration vectors (1988)Openness and the Effects of Fiscal and Monetary Policy Shocks on Real Output in Nigeria (1960–2003)* (2008)Covered Interest Parity: A High-Frequency, High-Quality Data Study (1987)An alternative methodology for solving nonlinear forward-looking models (1995)On the consistency of backward-looking expectations: The case of the cobweb (1998)Why Are Professional Forecasters Biased? Agency versus Behavioral Explanations (1996)Rational Bias in Macroeconomic Forecasts (1999)Rational Expectations and Macroeconomic Forecasts (1983)Rational Expectations and Macroeconomic Forecasts (1985)The Quantification of Qualitative Survey Data: A Critical Assessment (2003)
this work references cited by second hop

References

  • 1972A Theory of Monopolistic Price Adjustment513 cited
  • 1980Econometric Implications of the Rational Expectations Hypothesis424 cited
  • 1982Does Anticipated Monetary Policy Matter? An Econometric Investigation316 cited
  • 1981What do Economists Know? An Empirical Study of Experts' Expectations299 cited
  • 1981The Formation of Inflationary Expectations247 cited
  • 1983Models of Inflation Expectations Formation: A Comparison of Household and Economist Forecasts137 cited
  • 1983The Rational Expectations Revolution in Macroeconomics.116 cited
  • 1981Testing the restrictions implied by the rational expectations hypothesis73 cited
  • 1981Does Anticipated Aggregate Demand Policy Matter? Further Econometric results.51 cited

Cited by

  • 2004Money and output interaction in Nigeria: an econometric investigation using multivariate cointegration technique19 cited

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