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Survey expectations

Pesaran, Mohammad Hashem; Weale, Martin R. - 2005

This paper focuses on survey expectations and discusses their uses for testing and modeling of expectations. Alternative models of expectations formation are reviewed and the importance of allowing for heterogeneity of expectations is emphasized. A weak form of the rational expectations...

Persistent link: https://www.econbiz.de/10010276172

Estimating limited-dependent rational expectations models : with an application to exchange rate determination in a target zone

Pesaran, M. Hashem; Samiei, Hossein - 1991 - Rev

Persistent link: https://www.econbiz.de/10000819865

Cointegration and direct tests of the rational expectations hypothesis

McAleer, Michael; McKenzie, Colin; Pesaran, M. Hashem - 1993

Persistent link: https://www.econbiz.de/10000872012

Decision-making in the presence of heterogeneous information and social interactions

Binder, Michael; Pesaran, M. Hashem - 1995

Persistent link: https://www.econbiz.de/10000561676

Solution of multivariate linear rational expectations models and large sparse linear systems

Binder, Michael; Pesaran, M. Hashem - 1997

Persistent link: https://www.econbiz.de/10000628999

The role of economic theory in modelling the long run

Pesaran, M. Hashem - 1996 - Rev.

Persistent link: https://www.econbiz.de/10000590534

Multivariate linear rational expectations models : characterisation of the nature of the solutions and their fully recursive computation

Binder, Michael; Pesaran, M. Hashem - 1996

Persistent link: https://www.econbiz.de/10000607816

Costly adjustment under rational expectations : a generalization

Pesaran, M. Hashem - 1989 - rev

Persistent link: https://www.econbiz.de/10000127649

Estimation of a simple class of multivariate rational expectations models : a test of the new classical model at a sectoral level

Pesaran, M. Hashem - 1989 - rev. version

Persistent link: https://www.econbiz.de/10000127652

Rational expectations in disaggregated models : an empirical analysis of OPEC's behaviour

Pesaran, M. Hashem - 1990

Persistent link: https://www.econbiz.de/10000130922

A service of the