A test of the future expectations model

DOI10.1016/0165-1765(86)90234-XMaRDI QIDQ899878zbMATH OpenFDO

Authors Ignacio Mauleón

Publication date 1 January 2016

Published in Economics Letters (Search for Journal in Brave)

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Applications of statistics in engineering and industry; control charts (62P30)

Recommendations

• Misspecification testing: non-invariance of expectations models of inflation
• Expectations hypotheses tests at Long Horizons
• Rationalizing rational expectations: characterizations and tests
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• Generalized Least Squares Estimation of Linear Models Containing Rational Future Expectations

Cites work

• scientific article; zbMATH DE number 3941216 (Why is no real title available?)
• Conditions for Unique Solutions in Stochastic Macroeconomic Models with Rational Expectations
• Rational Expectations and the Estimation of Econometric Models: An Alternative Procedure
• The bias of \(\sigma \) in dynamic models

Cited in

(3)

• An empirical test of Harrod's model
• Misspecification testing: non-invariance of expectations models of inflation
• Subjective expectations and medical testing

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