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Liu, Chunping; Minford, Patrick - In: Economic modelling 43 (2014), pp. 407-415

Persistent link: https://www.econbiz.de/10010503040

Heteroeneous forecasters and nonlinear expectation formation in US stock market

Pierdzioch, Christian; Reitz, Stefan; Ruelke, Jan-Christoph - 2015

We use a Panel Smooth Transition Regression (STR) model to study nonlinearities in the expectationformation process in the US stock market. To this end, we use data from the Livingston survey to investigate how the importance of regressive and extrapolative expectations fluctuates over time as...

Persistent link: https://www.econbiz.de/10010479018

What calls to arms? : international evidence on interest rates and the choice of adjustable rate mortages

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What calls to arms? : international evidence on interest rates and the choice of adjustable-rate mortgages

Bădărinză, Cristian; Campbell, John Y.; Ramadorai, Tarun - 2014

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Did the US consumer overreact? : a test of rational expecations

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The New Keynesian Phillips curve and the role of expectations : evidence from the CESifo World Economic Survey

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Nonlinear expectation formation in the U.S. stock market : empirical evidence from the Livingston survey

Pierdzioch, Christian; Reitz, Stefan; Ruelke, Jan-Christoph - 2015

We use a Panel Smooth Transition Regression (STR) model to study nonlinearities in the expectation-formation process in the U.S. stock market. To this end, we use data from the Livingston survey to investigate how the importance of regressive and extrapolative expectations fluctuates over time...

Persistent link: https://www.econbiz.de/10011452463

Rational expectations and M2 demand

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Rational speculative bubbles and duration dependence in exchange rates : an analysis of five currencies

Jirasakuldech, Benjamas; Emekter, Riza; Went, Peter - In: Applied financial economics 16 (2006) 3, pp. 233-243

Persistent link: https://www.econbiz.de/10003291884