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Volumn 15, Issue 1, 1999, Pages 57-66

Testing the efficiency and rationality of City forecasts

Author keywords

Macroeconomic forecasting; Rationality; Surveys

Indexed keywords


EID: 0007028305     PISSN: 01692070     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0169-2070(98)00068-5     Document Type: Article
Times cited : (4)

References (12)
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    • Bureau of Economic and Business Research, College of Commerce and Business Administration, University of Illinois at Urbana-Champaign
    • Becker, K. G., Finnerty, J. E., & Kopecky, K. J. (1992). The intraday response of US and UK interest rates to international economic news. Faculty Working Paper 92-0153, Bureau of Economic and Business Research, College of Commerce and Business Administration, University of Illinois at Urbana-Champaign.
    • (1992) Faculty Working Paper 92-0153
    • Becker, K.G.1    Finnerty, J.E.2    Kopecky, K.J.3
  • 2
    • 84981583971 scopus 로고
    • Tests for the rationality of the Carlson-Parkin inflation expectations data
    • Evans G., Gulamani R. Tests for the rationality of the Carlson-Parkin inflation expectations data. Oxford Bulletin of Economics and Statistics. 44(1):1984;1-19.
    • (1984) Oxford Bulletin of Economics and Statistics , vol.44 , Issue.1 , pp. 1-19
    • Evans, G.1    Gulamani, R.2
  • 3
    • 0000872082 scopus 로고
    • The 'rationality' of money supply expectations and the short-run response of interest rates to money surprises
    • Grossman J. The 'rationality' of money supply expectations and the short-run response of interest rates to money surprises. Journal of Money, Credit and Banking. 13:1981;393-404.
    • (1981) Journal of Money, Credit and Banking , vol.13 , pp. 393-404
    • Grossman, J.1
  • 4
    • 0000714094 scopus 로고
    • Forward exchange rates as optimal predictors of future spot rates: An econometric analysis
    • Hansen L. P., Hodrick R. J. Forward exchange rates as optimal predictors of future spot rates: an econometric analysis. Journal of Political Economy. 88(5):1980;829-853.
    • (1980) Journal of Political Economy , vol.88 , Issue.5 , pp. 829-853
    • Hansen, L.P.1    Hodrick, R.J.2
  • 7
  • 8
    • 0347229457 scopus 로고
    • £m3 surprises and asset prices
    • MacDonald R., Torrance T. S. £M3 surprises and asset prices. Economica. 54:1987;505-515.
    • (1987) Economica , vol.54 , pp. 505-515
    • MacDonald, R.1    Torrance, T.S.2
  • 9
    • 84947407492 scopus 로고
    • Optimal properties of exponentially weighted forecasts
    • Muth J. Optimal properties of exponentially weighted forecasts. Journal of the American Statistical Association. 55:1960;290-360.
    • (1960) Journal of the American Statistical Association , vol.55 , pp. 290-360
    • Muth, J.1
  • 10
    • 84936418760 scopus 로고
    • Formation of expectations in British manufacturing industries
    • Pesaran M. H. Formation of expectations in British manufacturing industries. Economic Journal. 95:1985;948-975.
    • (1985) Economic Journal , vol.95 , pp. 948-975
    • Pesaran, M.H.1
  • 11
    • 0042876459 scopus 로고
    • What do investment managers know? An empirical study of practitioners predictions
    • Taylor M. P. What do investment managers know? An empirical study of practitioners predictions. Economica. 55:1988;185-202.
    • (1988) Economica , vol.55 , pp. 185-202
    • Taylor, M.P.1
  • 12
    • 0000095552 scopus 로고
    • A heteroskedasticity-consistent covariance matrix estimator and a direct test for heteroskedasticity
    • White H. A heteroskedasticity-consistent covariance matrix estimator and a direct test for heteroskedasticity. Econometrica. 48:1980;817-838.
    • (1980) Econometrica , vol.48 , pp. 817-838
    • White, H.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.