Re-examining the rational expectations hypothesis using panel data on multi-period forecasts

MaRDI QIDQ2704697zbMATH OpenFDO

Authors Anthony Davies, Kajal Lahiri

Publication date 31 July 2001

zbMATH Keywords

forecast errorssurveysrational expectations hypothesis

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

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Cited in

(5)

• Pooling forecasts in linear rational expectations models
• The Nordhaus test with many zeros
• Analysis of a panel of UK macroeconomic forecasts
• A structural analysis of expectation formation. Based on business surveys of French manufacturing industry
• Irrationality or Efficiency of Macroeconomic Survey Forecasts? Implications from the Anchoring Bias Test*

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