The role of stickiness, extrapolation and past consensus forecasts in macroeconomic expectations

DOI10.1016/J.JEDC.2023.104638zbMath1518.91193OpenAlexW4323923404MaRDI QIDQ6109937

Joep Lustenhouwer, Tim Hagenhoff

Publication date: 4 July 2023

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: http://archiv.ub.uni-heidelberg.de/volltextserver/28722/1/Hagenhoff_Lustenhouwer_2020_dp686.pdf

zbMATH Keywords

extrapolationsurvey dataexpectation formationconsensus forecastssticky expectations

Mathematics Subject Classification ID

Economic time series analysis (91B84) Statistical methods; economic indices and measures (91B82)

Related Items (1)

Interest rate changes and the cross-section of global equity returns

Cites Work

• Theories of Learning in Games and Heterogeneity Bias
• Sticky Information versus Sticky Prices: A Proposal to Replace the New Keynesian Phillips Curve

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