Search Results - subject:"Inferential expectations"

Switching cost models as hypothesis tests

Cohen, Samuel N.; Henckel, Timo; Menzies, Gordon Douglas; … - 2018

Persistent link: https://www.econbiz.de/10012202573

Three dimensions of central bank credibility and inferential expectations : the Euro zone

Henckel, Timo; Menzies, Gordon Douglas; Moffatt, Peter G.; … - In: Journal of macroeconomics 60 (2019), pp. 294-308

Persistent link: https://www.econbiz.de/10012243180

Switching cost models as hypothesis tests

Cohen, Samuel N.; Henckel, Timo; Menzies, Gordon Douglas; … - In: Economics letters 175 (2019), pp. 32-35

Persistent link: https://www.econbiz.de/10012121122

The great recession and the two dimensions of European Central Bank credibility

Henckel, Timo; Menzies, Gordon Douglas; Zizzo, Daniel J. - 2013

Persistent link: https://www.econbiz.de/10009788804

The Great Recession and the Two Dimensions of European Central Bank Credibility

Henckel, Timo; Menzies, Gordon; Zizzo, Daniel J. - Economics Discipline Group, Business School - 2013

A puzzle from the Great Recession is an apparent mismatch between a fall in the persistence of European inflation rates, and the increased variability of expert forecasts of inflation. We explain this puzzle and show how country specific beliefs about inflation are still quite close to the...

Persistent link: https://www.econbiz.de/10010883514

The Great Recession and the Two Dimensions of European Central Bank Credibility

Henckel, Timo; Menzies, Gordon D.; Zizzo, Daniel J. - Crawford School of Public Policy, Australian National … - 2013

Persistent link: https://www.econbiz.de/10010904282

Monetary policy and inferential expectations of exchange rates

Menzies, Gordon Douglas; Zizzo, Daniel John - In: Journal of international financial markets, … 22 (2012) 2, pp. 359-380

Persistent link: https://www.econbiz.de/10009581696

Monetary policy and inferential expectations of exchange rates

Menzies, Gordon D.; Zizzo, Daniel John - In: Journal of International Financial Markets, … 22 (2012) 2, pp. 359-380

are tracked well. In a stochastic treatment, we model expectations using a Neyman–Pearson hypothesis test (inferential … expectations) and find evidence of belief conservatism and uncovered interest rate parity failure. The market environment magnifies …

Persistent link: https://www.econbiz.de/10010576389

Inferential Expectations and the Missing Middle of Price Changes

Menzies, Gordon; Zizzo, Daniel John; Henckel, Timo - School of Economics, University of East Anglia - 2010

Microeconomic evidence suggests price changes are either very small, or large. The theory of inferential expectations …

Persistent link: https://www.econbiz.de/10008500584

Barro-Gordon Revisited: Reputational Equilibria with Inferential Expectations

Menzies, Gordon; Zizzo, Daniel John; Henckel, Timo; … - School of Economics, University of East Anglia - 2010

We incorporate inferential expectations into the Barro-Gordon model (1983a) of time inconsistency and consider …

Persistent link: https://www.econbiz.de/10008673509