메뉴 건너뛰기




Volumn 62, Issue 3, 1999, Pages 331-338

Inflationary expectations and rationality revisited

Author keywords

C53; Cointegration; E37; Inflation expectations; Survey rationality

Indexed keywords


EID: 0033469725     PISSN: 01651765     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0165-1765(98)00244-4     Document Type: Article
Times cited : (33)

References (13)
  • 1
    • 0000508188 scopus 로고
    • Models of inflation expectations formation: A comparison of household and economist forecasts
    • Bryan M., Gavin W. Models of inflation expectations formation: a comparison of household and economist forecasts. Journal of Money, Credit, and Banking. 18:1986;539-544.
    • (1986) Journal of Money, Credit, and Banking , vol.18 , pp. 539-544
    • Bryan, M.1    Gavin, W.2
  • 3
    • 0041875570 scopus 로고
    • What do tests of market efficiency show in the presence of the permanent-transitory confusion
    • Pittsburgh, PA: Tel-Aviv and Carnegie-Mellon University
    • Cukierman A., Meltzer A.H. What do tests of market efficiency show in the presence of the permanent-transitory confusion. Mimeo. 1982;Tel-Aviv and Carnegie-Mellon University, Pittsburgh, PA.
    • (1982) Mimeo
    • Cukierman, A.1    Meltzer, A.H.2
  • 4
    • 0000013567 scopus 로고
    • Cointegration and error-correction: Representation, estimation, and testing
    • Engle R., Granger C. Cointegration and error-correction: representation, estimation, and testing. Econometrica. 55:1987;251-276.
    • (1987) Econometrica , vol.55 , pp. 251-276
    • Engle, R.1    Granger, C.2
  • 8
    • 84981579311 scopus 로고
    • Maximum likelihood estimation and inference on cointegration with application to the demand for money
    • Johansen S., Juselius K. Maximum likelihood estimation and inference on cointegration with application to the demand for money. Oxford Bulletin of Economics and Statistics. 52:1990;169-209.
    • (1990) Oxford Bulletin of Economics and Statistics , vol.52 , pp. 169-209
    • Johansen, S.1    Juselius, K.2
  • 9
    • 0003094521 scopus 로고
    • On testing for rationality: Another look at the Livingston price expectations data
    • Mullineaux D. On testing for rationality: another look at the Livingston price expectations data. Journal of Political Economy. 86:1978;329-336.
    • (1978) Journal of Political Economy , vol.86 , pp. 329-336
    • Mullineaux, D.1
  • 10
    • 0001281286 scopus 로고
    • Rational expectations and the theory of price movements
    • Muth J. Rational expectations and the theory of price movements. Econometrica. 29:1961;315-335.
    • (1961) Econometrica , vol.29 , pp. 315-335
    • Muth, J.1
  • 11
    • 0012861796 scopus 로고
    • Inflationary expectations and rationality
    • Paquet A. Inflationary expectations and rationality. Economics Letters. 40:1992;303-308.
    • (1992) Economics Letters , vol.40 , pp. 303-308
    • Paquet, A.1
  • 12
    • 0001427187 scopus 로고
    • Testing rationality of inflation forecasts from survey data: Another look at the src expected price change data
    • Rich R. Testing rationality of inflation forecasts from survey data: another look at the src expected price change data. The Review of Economics and Statistics. 71:1989;682-686.
    • (1989) The Review of Economics and Statistics , vol.71 , pp. 682-686
    • Rich, R.1
  • 13
    • 0000997472 scopus 로고
    • Macroeconomics and reality
    • Sims C. Macroeconomics and reality. Econometrica. 48:1980;1-44.
    • (1980) Econometrica , vol.48 , pp. 1-44
    • Sims, C.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.