Lancaster EPrints

Some Empirical Results on 'the Rationality' of Expectations Derived from Survey Data

Peel, David and Walters, K. (1984) Some Empirical Results on 'the Rationality' of Expectations Derived from Survey Data. Empirical Economics, 9 (3). pp. 151-163.

Full text not available from this repository.

Abstract

The purpose in this paper is to examine the properties of time series of expectations data derived from survey data, when explicit allowance is made for the time horizon of the forecasts and the information set which agents possess. Our empirical results suggest that three of the five series examined exhibit ex-post bias.

Item Type: Article
Journal or Publication Title: Empirical Economics
Subjects: H Social Sciences > HB Economic Theory
Departments: Lancaster University Management School > Economics
ID Code: 56413
Deposited By: ep_importer_pure
Deposited On: 31 Jul 2012 11:07
Refereed?: Yes
Published?: Published
Last Modified: 09 Apr 2014 23:53
Identification Number:
URI: http://eprints.lancs.ac.uk/id/eprint/56413

Actions (login required)

View Item