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Survey expectations
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1
Chapter 14 Survey Expectations
Pesaran, M. Hashem
;
Weale, Martin
-
2006
. Alternative models of expectations formation are reviewed and the importance of allowing for
heterogeneity
of expectations is …
Persistent link: https://www.econbiz.de/10014023692
Saved in:
2
Survey Expectations
Pesaran, M. Hashem
;
Weale, Martin
-
Institute of Economic Policy Research (IEPR), …
-
2005
. Alternative models of expectations formation are reviewed and the importance of allowing for
heterogeneity
of expectations is …
Persistent link: https://www.econbiz.de/10005537354
Saved in:
3
Survey Expectations
Pesaran, M.H.
;
Weale, M.
-
Faculty of Economics, University of Cambridge
-
2005
. Alternative models of expectations formation are reviewed and the importance of allowing for
heterogeneity
of expectations is …
Persistent link: https://www.econbiz.de/10005650505
Saved in:
4
Survey Expectations
Pesaran, M. Hashem
;
Weale, Martin R.
-
2021
. Alternative models of expectations formation are reviewed and the importance of allowing for
heterogeneity
of expectations is …
Persistent link: https://www.econbiz.de/10013318329
Saved in:
5
Survey Expectations
Pesaran, M. Hashem
;
Weale, Martin
-
CESifo
-
2005
. Alternative models of expectations formation are reviewed and the importance of allowing for
heterogeneity
of expectations is …
Persistent link: https://www.econbiz.de/10005765808
Saved in:
6
Forecasting Binary Outcomes
Lahiri, Kajal
-
2012
Binary events are involved in many economic decision problems. In recent years, considerable progress has been made in diverse disciplines in developing models for forecasting binary outcomes. We distinguish between two types of forecasts for binary events that are generally obtained as the...
Persistent link: https://www.econbiz.de/10013097218
Saved in:
7
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
Saved in:
8
Quantifying qualitative survey data : new insights on the (ir)rationality of firms' forecasts
Botsis, Alexandros
;
Görtz, Christoph
;
Sakellarēs, …
-
2020
Using a novel dataset that contains qualitative firm survey data on sales forecasts as well as balance-sheet data on realized sales, we document that only major forecast errors are predictable and display autocorrelation. This result is a particular violation of the Full Information Rational...
Persistent link: https://www.econbiz.de/10012174792
Saved in:
9
Heterogeneous forecasters and nonlinear expectation formation in the US stock market
Pierdzioch, Christian
;
Reitz, Stefan
;
Ruelke, Jan-Christoph
-
2014
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/10010407532
Saved in:
10
Heterogeneous forecasters and nonlinear expectation formation in the US stock market
Pierdzioch, Christian
;
Reitz, Stefan
;
Ruelke, Jan-Christoph
-
2014
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/10010384168
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