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Expectation formation in the foreign exchange market : a time-varying heterogeneity approach using survey data
Prat, Georges; Uctum, Remzi - In: Applied economics 47 (2015) 34/36, pp. 3673-3695
Persistent link: https://www.econbiz.de/10011293469
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What do private agents believe about the time series properties of GNP?
Rudin, Jeremy R. - 1990
Persistent link: https://www.econbiz.de/10000804109
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Permanent-transitory confusion, ARCH models and the rationality of inflation forecasts
Rich, Robert W. - 1988
Persistent link: https://www.econbiz.de/10000775033
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Predictive behavior : an experimental study
Brennscheidt, Gunnar - 1993
Persistent link: https://www.econbiz.de/10000877906
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What do private agents believe about the time series properties of GNP?
Rudin, Jeremy R. - 1990
Persistent link: https://www.econbiz.de/10000129472
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Empirical research on exchange rate expectations : macro and micro perspectives
Rebitzky, Rafael R. (contributor) - 2007
Persistent link: https://www.econbiz.de/10003580431
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Expectation formation and regime switches
Becker, Otwin; Leitner, Johannes; Leopold-Wildburger, Ulrike - In: Experimental economics : a journal of the Economic … 12 (2009) 3, pp. 350-364
Persistent link: https://www.econbiz.de/10003877530
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Level shifts in stock returns driven by large shocks
Dendramis, Yiannis; Kapetanios, George; Tzavalis, Elias - In: Journal of empirical finance 29 (2014), pp. 41-51
Persistent link: https://www.econbiz.de/10011300506
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The impact of uncertainty on professional exchange rate forecasts
Beckmann, Joscha; Czudaj, Robert - 2016
This paper analyzes the role of uncertainty on both exchange rate expectations and forecast errors of professionals for four major currencies based on survey data provided by FX4casts. We consider economic policy, macroeconomic, and financial uncertainty as well as disagreement among CPI...
Persistent link: https://www.econbiz.de/10011532311