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Diversity of information, least squares learning rules, and market behavior

Frydman, Roman - 1988

Persistent link: https://www.econbiz.de/10000754775

A distinction between the unconditional expectational equilibrium and the rational expectations equilibrium

Frydman, Roman - In: Individual forecasting and aggregate outcomes : …, (pp. 139-146). 1983

Persistent link: https://www.econbiz.de/10002174025

Individual rationality, decentralization, and the rational expectations hypothesis

Frydman, Roman - In: Individual forecasting and aggregate outcomes : …, (pp. 97-122). 1983

Persistent link: https://www.econbiz.de/10002174044

Are the cross-equation restrictions imposed in the rational expectations models valid?

Frydman, Roman - 1986

Persistent link: https://www.econbiz.de/10000709852

Individual forecasting and aggregate outcomes : "rational expectations" examined

Frydman, Roman (ed.); Phelps, Edmund S. (ed.) - Conference Expectations Formation and Economic … - 1986 - First paperback edition

Persistent link: https://www.econbiz.de/10000778652

Individual forecasting and aggregate outcomes : 'rational expectations' examined

Frydman, Roman (ed.); Phelps, Edmund S. (contributor) - 1983 - 1. publ.

Persistent link: https://www.econbiz.de/10000056227

Imperfect knowledge expectations, uncertainty-adjusted uncovered interest rate parity, and exchange rate dynamics

Frydman, Roman; Goldberg, Michael D. - In: Knowledge, information, and expectations in modern …, (pp. 145-182). 2003

Persistent link: https://www.econbiz.de/10001747070

The Qualitative Expectations Hypothesis : Model Ambiguity, Consistent Representations of Market Forecasts, and Sentiment

Frydman, Roman - 2017

We introduce the Qualitative Expectations Hypothesis (QEH) as a new approach to modeling macroeconomic and Financial outcomes. Building on John Muth's seminal insight underpinning the Rational Expectations Hypothesis (REH), QEH represents the market's forecasts to be consistent with the...

Persistent link: https://www.econbiz.de/10012953086

The Qualitative Expectations Hypothesis : Model Ambiguity, Consistent Representations of Market Forecasts, and Sentiment

Frydman, Roman - 2017

Persistent link: https://www.econbiz.de/10012953166

The Qualitative Expectations Hypothesis : Model Ambiguity, Consistent Representations of Market Forecasts, and Sentiment

Frydman, Roman - 2017

We introduce the Qualitative Expectations Hypothesis (QEH) as a new approach to modeling macroeconomic and financial outcomes. Building on John Muth's seminal insight underpinning the Rational Expectations Hypothesis (REH), QEH represents the market's forecasts to be consistent with the...

Persistent link: https://www.econbiz.de/10012953692