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Theories, consistent expectations and exchange rate dynamics

Goldberg, Michael D.; Frydman, Roman - 1991 - Rev

Persistent link: https://www.econbiz.de/10000828926

Individual forecasting and aggregate outcomes : "rational expectations" examined

Frydman, Roman (ed.); Phelps, Edmund S. (ed.) - Conference Expectations Formation and Economic … - 1986 - First paperback edition

Persistent link: https://www.econbiz.de/10000778652

Empirical exchange rate models and shifts in the co-integrating vector

Goldberg, Michael D.; Frydman, Roman - 1993

Persistent link: https://www.econbiz.de/10000873562

Individual forecasting and aggregate outcomes : 'rational expectations' examined

Frydman, Roman (ed.); Phelps, Edmund S. (contributor) - 1983 - 1. publ.

Persistent link: https://www.econbiz.de/10000056227

Change and expectations in macroeconomic models : recognizing the limits to knowability

Frydman, Roman; Goldberg, Michael D. - In: The journal of economic methodology 20 (2013) 2, pp. 118-138

Persistent link: https://www.econbiz.de/10009783244

Imperfect knowledge and asset price dynamics

Frydman, Roman (contributor); … - 2003

Persistent link: https://www.econbiz.de/10001764045

Imperfect knowledge and asset price dynamics : modeling the forecast of rational agents, dynamic prospects theory and uncertainty premia on foreign exchange

Frydman, Roman; Goldberg, Michael D. - 2003

Persistent link: https://www.econbiz.de/10001802050

Empirical exchange rate models and shifts in the co-integrating vector

Goldberg, Michael D. - In: Structural change and economic dynamics : SC+ED 7 (1996) 1, pp. 55-78

Persistent link: https://www.econbiz.de/10001196684

Theories, consistent expectations and exchange rate dynamics

Goldberg, Michael D. - In: Open-economy macroeconomics : proceedings of a …, (pp. 377-399). 1993

Persistent link: https://www.econbiz.de/10001313908

The Qualitative Expectations Hypothesis : Model Ambiguity, Consistent Representations of Market Forecasts, and Sentiment

Frydman, Roman - 2017

We introduce the Qualitative Expectations Hypothesis (QEH) as a new approach to modeling macroeconomic and Financial outcomes. Building on John Muth's seminal insight underpinning the Rational Expectations Hypothesis (REH), QEH represents the market's forecasts to be consistent with the...

Persistent link: https://www.econbiz.de/10012953086