Chapter 14 Survey Expectations
暂无分享,去创建一个
[1] M. Weale,et al. Uncertainty in UK manufacturing: evidence from qualitative survey data , 2007 .
[2] Leigh Tesfatsion,et al. Agent-Based Computational Economics: Growing Economies From the Bottom Up , 2002, Artificial Life.
[3] Kajal Lahiri,et al. Modelling multi-period inflation uncertainty using a panel of density forecasts , 2006 .
[4] Kajal Lahiri,et al. How quickly do forecasters incorporate news? Evidence from cross-country surveys , 2006 .
[5] Charles F. Manski,et al. Comparing the Point Predictions and Subjective Probability Distributions of Professional Forecasters , 2006 .
[6] Allan Timmermann,et al. Estimation and Testing of Forecast Rationality under Flexible Loss , 2005 .
[7] James Mitchell,et al. Forecasting Manufacturing Output Growth Using Firm-Level Survey Data , 2005 .
[8] C. Hommes. Heterogeneous Agent Models in Economics and Finance , 2005 .
[9] M. Hashem Pesaran,et al. REAL-TIME ECONOMETRICS , 2004, Econometric Theory.
[10] Allan Timmermann,et al. Biases in Macroeconomic Forecasts: Irrationality or Asymmetric Loss? , 2008 .
[11] Andrew J. Patton,et al. Testable Implications of Forecast Optimality , 2004 .
[12] F. Orlandi,et al. Inflation Persistence in the European Union, the Euro Area, and the United States , 2004, SSRN Electronic Journal.
[13] M. Pesaran. Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure , 2004, SSRN Electronic Journal.
[14] Allan Timmermann,et al. Optimal Forecast Combination Under Regime Switching , 2004 .
[15] W. Branch. The Theory of Rationally Heterogeneous Expectations: Evidence from Survey Data on Inflation Expectations , 2004 .
[16] Charles F. Manski,et al. How Should We Measure Consumer Confidence , 2004 .
[17] Giovanni Urga,et al. Transforming Qualitative Survey Data: Performance Comparisons for the UK , 2004 .
[18] Nicholas S. Souleles. Expectations, Heterogeneous Forecast Errors, and Consumption: Micro Evidence from the Michigan Consumer Sentiment Surveys , 2004 .
[19] Michela Nardo,et al. The Quantification of Qualitative Survey Data: A Critical Assessment , 2003 .
[20] C. Manski,et al. How Should We Measure Consumer Confidence (Sentiment)? Evidence from the Michigan Survey of Consumers , 2003 .
[21] Christopher D. Carroll,et al. Macroeconomic Expectations of Households and Professional Forecasters , 2003 .
[22] J. Wolfers,et al. Disagreement about Inflation Expectations , 2003, NBER Macroeconomics Annual.
[23] William A. Branch,et al. Local convergence properties of a cobweb model with rationally heterogeneous expectations , 2002 .
[24] T. Jappelli,et al. An Empirical Analysis of Earnings and Employment Risk , 2002 .
[25] James Mitchell,et al. Quantification of Qualitative Firm-Level Survey Data , 2002 .
[26] F. Hild. Une lecture enrichie des réponses aux enquêtes de conjoncture , 2002 .
[27] H. Erkel-Rousse,et al. Conjonctures sectorielles et prévision à court terme de l'activité : l'apport de l'enquête de conjoncture dans les services , 2002 .
[28] Mordecai Kurz. Heterogenous Forecasting and Federal Reserve Information , 2001 .
[29] Paolo Giordani,et al. Inflation Forecast Uncertainty , 2001 .
[30] Jeff Dominitz,et al. Estimation of income expectations models using expectations and realization data , 2001 .
[31] G. Evans,et al. Learning and expectations in macroeconomics , 2001 .
[32] Carl S. Bonham,et al. Testing the Rational Expectations Hypothesis using Survey Data , 2001 .
[33] Clive W. J. Granger,et al. A Decision_Theoretic Approach to Forecast Evaluation , 2000 .
[34] S. Gregoir,et al. Measuring the Probability of a Business Cycle Turning Point by Using a Multivariate Qualitative Hidden Markov Model , 2000 .
[35] R. MacDonald. Expectations Formation and Risk in Three Financial Markets: Surveying What the Surveys Say , 2000 .
[36] G. Prat,et al. Price expectations in goods and financial markets , 2000 .
[37] Howell Tong,et al. Statistics and finance: an interface , 2000 .
[38] R. Batchelor,et al. Variance rationality: a direct test , 2000 .
[39] L. B. Thomas. Survey Measures of Expected U.S. Inflation , 1999 .
[40] Gunter Löffler. Refining the Carlson–Parkin method , 1999 .
[41] William A. Bomberger. Disagreement and Uncertainty: A Reply to Richa and Butler , 1999 .
[42] Kajal Lahiri,et al. Analysis of panels and limited dependent variable models: Re-examining the rational expectations hypothesis using panel data on multi-period forecasts , 1999 .
[43] Cheng Hsiao,et al. Analysis of Panels and Limited Dependent Variable Models , 1999 .
[44] M. Pesaran,et al. Decision-Making in the Presence of Heterogeneous Information and Social Interactions , 1998 .
[45] Roy Batchelor,et al. Rationality testing under asymmetric loss , 1998 .
[46] J. S. Butler,et al. Disagreement as a Measure of Uncertainty: A Comment on Bomberger , 1998 .
[47] Jeff Dominitz,et al. Earnings Expectations, Revisions, and Realizations , 1998, Review of Economics and Statistics.
[48] G. Elliott,et al. Heterogeneous Expectations and Tests of Efficiency in the Yen/Dollar Forward Exchange rate Market , 1998 .
[49] Applied Economics and Public Policy , 1998 .
[50] Richard J. Smith,et al. Applied Economics and Public Policy: Measurement errors and data estimation: the quantification of survey data , 1998 .
[51] M. Hurd,et al. The Predictive Validity of Subjective Probabilities of Survival , 1997 .
[52] William A. Brock,et al. A rational route to randomness , 1997 .
[53] F. Diebold,et al. Optimal Prediction Under Asymmetric Loss , 1994, Econometric Theory.
[54] D. Croushore,et al. The Livingston Survey: Still Useful After All These Years , 1997 .
[55] Jukka Lassila,et al. Short-term forecasting of industrial production with business survey data: experience from Finland's great depression 1990–1993☆ , 1996 .
[56] William A. Bomberger. Disagreement as a Measure of Uncertainty , 1996 .
[57] Jeff Dominitz,et al. Perceptions of Economic Insecurity: Evidence from the Survey of Economic Expectations , 1996 .
[58] George Wright,et al. The impact of task characteristics on the performance of structured group forecasting techniques , 1996 .
[59] G. Maddala,et al. Testing the Rationality of Survey Data Using the Weighted Double-Bootstrapped Method of Moments , 1996 .
[60] B. Donkers,et al. How Certain are Dutch Households about Future Income? An Empirical Analysis , 1999 .
[61] A. Timmermann,et al. Predictability of Stock Returns: Robustness and Economic Significance , 1995 .
[62] Reinhold Bergström,et al. The relationship between manufacturing production and different business survey series in Sweden 1968–;1992 , 1995 .
[63] Anthony Davies,et al. A new framework for analyzing survey forecasts using three-dimensional panel data☆ , 1995 .
[64] M. Pesaran,et al. Estimating Long-Run Relationships From Dynamic Heterogeneous Panels , 1995 .
[65] Michael McAleer,et al. Alternative Procedures for Converting Qualitative Response Data to Quantitative Expectations: An Application to Australian Manufacturing , 1995 .
[66] G. Parigi,et al. Quarterly forecasts of the italian business cycle by means of monthly economic indicators , 1995 .
[67] R. Suzman,et al. An Overview of the Health and Retirement Study , 1995 .
[68] Mordecai Kurz. On the structure and diversity of rational beliefs , 1994 .
[69] C. Manski,et al. Using Expectations Data to Study Subjective Income Expectations , 1994 .
[70] Timo Teräsvirta,et al. The combination of forecasts using changing weights , 1994 .
[71] Horst Entorf,et al. Constructing leading indicators from non-balanced sectoral business survey series , 1993 .
[72] Klaus Schöler,et al. Konjunkturindikatoren auf der Grundlage von Survey Daten - Teil I/Leading Indicators on the Basis of Survey Data — Part I , 1993 .
[73] Mark P. Taylor,et al. Private behaviour and government policy in interdependent economies , 1993 .
[74] J. Madsen. The predictive value of production expectations in manufacturing industry , 1993 .
[75] Kajal Lahiri,et al. On the use of dispersion measures from NAPM surveys in business cycle forecasting , 1993 .
[76] Timo Teräsvirta,et al. Business survey data in forecasting the output of swedish and finnish metal and engineering industries: A kalman filter approach , 1993 .
[77] J. S. Butler,et al. Testing for measurement errors in expectations from survey data: An instrumental variables approach , 1993 .
[78] Dean Croushore,et al. Introducing: The Survey of Professional Forecasters , 1993 .
[79] Tullio Jappelli,et al. Earnings Uncertainty and Precautionary Saving , 1992 .
[80] Kajal Lahiri,et al. A Comparative Study of Alternative Methods of Quantifying Qualitative Survey Responses Using NAPM Data , 1992 .
[81] Marc Ivaldi,et al. Survey Evidence on the Rationality of Expectations , 1992 .
[82] K. Wärneryd,et al. Understanding Economic Behaviour , 1992 .
[83] George W. Evans,et al. Expectation Calculation and Macroeconomic Dynamics , 1992 .
[84] Kun Chang Lee,et al. Formation of Price and Cost Inflation Expectations in British Manufacturing Industries , 1994 .
[85] G. Maddala,et al. Measurement Errors and Tests for Rationality , 1991 .
[86] Kenneth A. Froot,et al. Chartists, Fundamentalists and the Demand for Dollars , 1991 .
[87] A. Zellner,et al. Forecasting turning points in international output growth rates using Bayesian exponentially weighted autoregression, time-varying parameter, and pooling techniques , 1991 .
[88] D. Dacy,et al. In Search of a "Strictly Rational" Forecast , 1991 .
[89] Philip A. Klein,et al. Leading economic indicators: Purchasing management survey data: Their value as leading indicators , 1991 .
[90] Kajal Lahiri,et al. Leading economic indicators : new approaches and forecasting records , 1991 .
[91] Ricardo J. Caballero. On the Sign of the Investment-Uncertainty Relationship , 1991 .
[92] M. Ivaldi. Direct Tests of the Rational Expectation Hypothesis , 1991 .
[93] Lars-Erik Öller,et al. Forecasting the business cycle using survey data , 1990 .
[94] Satoru Kanoh,et al. A Method of Exploring the Mechanism of Inflationary Expectations Based on Qualitative Survey Data , 1990 .
[95] Shinji Takagi,et al. Exchange Rate Expectations: A Survey of Survey Studies , 1990, SSRN Electronic Journal.
[96] Mark P. Taylor,et al. Charts, Noise and Fundamentals in the London Foreign Exchange Market , 1990 .
[97] David E. Runkle,et al. Testing the Rationality of Price Forecasts: New Evidence from Panel Data , 1990 .
[98] Ray C. Fair,et al. Comparing Information in Forecasts from Econometric Models , 1990 .
[99] M. Hashem Pesaran,et al. Consistency of short-term and long-term expectations , 1989 .
[100] Panikos O. Demetriades. The relationship between the level and variability of inflation: Theory and evidence , 1989 .
[101] Roy Batchelor,et al. Inflation Expectations Revisited , 1988 .
[102] Takatoshi Ito. Foreign Exchange Rate Expectations: Micro Survey Data , 1988 .
[103] K. Lahiri,et al. Interest Rates and the Subjective Probability Distribution of Inflation Forecasts , 1988 .
[104] Takatoshi Ito,et al. On the Consistency of Short-Run and Long-Run Exchange Rate Expectations , 1988 .
[105] M. Hashem Pesaran,et al. The Limits to Rational Expectations , 1988 .
[106] Kenneth A. Froot,et al. Short-Term and Long-Term Expectations of the Yen/Dollar Exchange Rate: Evidence from Survey Data , 1987 .
[107] Kenneth A. Froot,et al. Interpreting Tests of Forward Discount Bias Using Survey Data on Exchange Rate Expectations , 1986 .
[108] Christian Gourieroux,et al. Direct test of the rational expectation hypothesis , 1986 .
[109] Arnold Zellner,et al. Biased predictors, rationality and the evaluation of forecasts , 1986 .
[110] Kathryn M. E. Dominguez,et al. Are foreign exchange forecasts rational?: New evidence from survey data , 1986 .
[111] M. H. Pesaran,et al. Formation of Inflation Expectations in British Manufacturing Industries , 1985 .
[112] Peter Praet. Endogenizing consumers' expectations in four major EC countries , 1985 .
[113] Arnold Zellner,et al. Applied Time Series Analysis of Economic Data. , 1985 .
[114] S. Wren‐Lewis. The Quantification of Survey Data on Expectations∗ , 1985, National Institute Economic Review.
[115] Kenneth A. Froot,et al. Using Survey Data to Test Some Standard Propositions Regarding Exchange Rate Expectations , 1985 .
[116] J. Caskey. Modeling the Formation of Price Expectations: A Bayesian Approach , 1985 .
[117] Peter Praet,et al. The contribution of E.C. consumer surveys in forecasting consumer expenditures: An econometric analysis for four major countries , 1984 .
[118] C. Granger,et al. Improved methods of combining forecasts , 1984 .
[119] P. Malgrange,et al. Contemporary macroeconomic modelling , 1984 .
[120] Marc Nerlove,et al. Expectations, Plans, and Realizations in Theory and Practice , 1983 .
[121] Stephen Figlewski,et al. Rational Expectations, Informational Efficiency, and Tests Using Survey Data: A Reply [The Formation of Inflationary Expectations] , 1983 .
[122] Robert M. Townsend,et al. Forecasting the Forecasts of Others , 1983, Journal of Political Economy.
[123] Roy Batchelor,et al. Expectations, output and inflation: The European experience , 1982 .
[124] Paul R. Milgrom,et al. Rational Expectations, Information Acquisition, and Competitive Bidding , 1981 .
[125] R. Batchelor. Aggregate expectations under the stable laws , 1981 .
[126] K. Lahiri,et al. On the estimation of inflationary expectations from qualitative responses , 1981 .
[127] Shlomo Maital,et al. What Do Economists Know? An Empirical Study of Experts' Expectations , 1981 .
[128] Stephen Figlewski,et al. The Formation of Inflationary Expectations , 1981 .
[129] Sanford J. Grossman. On the Impossibility of Informationally Efficient Markets , 1980 .
[130] Martin Hellwig,et al. On the aggregation of information in competitive markets , 1980 .
[131] Ulf Olsson,et al. Maximum likelihood estimation of the polychoric correlation coefficient , 1979 .
[132] R. Radner. Rational Expectations Equilibrium: Generic Existence and the Information Revealed by Prices , 1979 .
[133] L. A. Goodman,et al. Measures of association for cross classifications , 1979 .
[134] Michael J. Hartley,et al. Estimating Mixtures of Normal Distributions and Switching Regressions: Comment , 1978 .
[135] J. B. Ramsey,et al. Estimating Mixtures of Normal Distributions and Switching Regressions , 1978 .
[136] Robert M. Townsend,et al. Market Anticipations, Rational Expectations, and Bayesian Analysis , 1978 .
[137] Brenton R. Clarke,et al. Comment on "Estimating mixtures of normal distributions and switching regressions" by Quandt and Ramsey , 1978 .
[138] J. Frenkel. Inflation and the formation of expectations , 1976 .
[139] J. E. Pesando,et al. A Note on the Rationality of the Livingston Price Expectations , 1975, Journal of Political Economy.
[140] Stephen E. Fienberg,et al. Studies in Bayesian econometrics and statistics : in honor of Leonard J. Savage , 1975 .
[141] L. Robert. Some International Evidence on Output-Inflation Tradeoffs. , 1973 .
[142] J. Stiglitz,et al. Economic Forecasts and Expectations. , 1971 .
[143] F. Juster,et al. Anticipations and Purchases , 1965 .
[144] F. Adams. Consumer Attitudes, Buying Plans, and Purchases of Durable Goods: A Principal Components, Time Series Approach , 1964 .
[145] A. Zellner. An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias , 1962 .
[146] D. Meiselman. The term structure of interest rates , 1962 .
[147] J. Muth. Rational Expectations and the Theory of Price Movements , 1961 .
[148] J. Muth. Optimal Properties of Exponentially Weighted Forecasts , 1960 .
[149] Jacob Cohen. All-Bank Statistics United States 1896-1955. , 1960 .
[150] James Tobin,et al. On the Predictive Value of Consumer Intentions and Attitudes , 1959 .
[151] Marc Nerlove,et al. Adaptive Expectations and Cobweb Phenomena , 1958 .
[152] G. Katona. Federal Reserve Board Committee Reports on Consumer Expectations and Savings Statistics , 1957 .
[153] Richard T. Selden,et al. Studies in the Quantity Theory of Money. , 1956 .
[154] H. Guitton,et al. Distributed Lags and Investment Analysis , 1955 .
[155] Henri Theil,et al. On the Time Shape of Economic Microvariables and the Munich Business Test , 1952 .
[156] Oskar Anderson join. The Business Test of the IFO-Institute for Economic Research, Munich, and Its Theoretical Model , 1952 .
[157] Richard Stone,et al. The Precision of National Income Estimates , 1942 .
[158] J. Keynes,et al. The General Theory of Employment, Interest and Money. , 1936 .
[159] F. Knight. The economic nature of the firm: From Risk, Uncertainty, and Profit , 2009 .