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Detection of anticipated structural changes in a rational expectations environment
Uzeda, Luis; Jones, Callum - In: Applied economics letters 20 (2013) 13/15, pp. 1322-1327
Persistent link: https://www.econbiz.de/10010202917
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Are Hodrick-Prescott "forecasts" rational?
Ash, J. C. K (contributor) - 1999
Persistent link: https://www.econbiz.de/10001418162
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Inflationary expectations and rationality
Paquet, Alain - In: Economics letters 40 (1992) 3, pp. 303-308
Persistent link: https://www.econbiz.de/10001140209
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The expectational effects of news in business cycles : evidence from forecast data
Miyamoto, Wataru; Nguyen, Thuy Lan - In: Journal of monetary economics 116 (2020), pp. 184-200
Persistent link: https://www.econbiz.de/10012495170
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Forecast evaluation of Livingston data on inflation rates and inflation uncertainty
Cargill, Thomas F.; Meyer, Robert A. - In: Decision sciences : DS 16 (1985) 2, pp. 161-176
Persistent link: https://www.econbiz.de/10001981071
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Learning from Lucas
Sargent, Thomas J. - In: Journal of economic methodology 29 (2022) 1, pp. 17-29
Persistent link: https://www.econbiz.de/10013170084
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Combined forecasts to improve Survey of Profession Forecasters predictions for quarterly inflation in the U.S.A.
Bratu, Mihaela; Gavurova, Beata; Smrčka, Luboš - In: Economic research 30 (2017) 1,1, pp. 789-805
Persistent link: https://www.econbiz.de/10012224097
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Conditional term structure of inflation forecast uncertainty : the copula approach
Charemza, Wojciech; Díaz, Carlos; Makarova, Svetlana D. - In: Romanian journal of economic forecasting 22 (2019) 1, pp. 5-18
Persistent link: https://www.econbiz.de/10012021948
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Extreme inflation and time-varying expected consumption growth
Dergunov, Ilya; Meinerding, Christoph; Schlag, Christian - 2022 - This version: January 3, 2022
. Adding inflation as a second variable, we uncover two states in which expected consumption growth is low, one with high and … one with negative expected inflation. Embedded in a general equilibrium asset pricing model with learning, these dynamics …
Persistent link: https://www.econbiz.de/10012797771
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Long-memory inflation uncertainty : evidence from the term structure of interest rates
Backus, David; Zin, Stanley E. - 1993
Persistent link: https://www.econbiz.de/10000857487