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Unit Roots and Survey Data

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  • Fischer, Andreas M

Abstract

Several necessary conditions regarding the order of integration are stated for survey data, which optimally forecast variables with unit roots. The necessary conditions can be easily tested within the cointegration framework, and have applications for modeling the expectations structure. If the survey data is rational, adaptive influences must enter the expectations structure through the error correction mechanism. Copyright 1989 by Blackwell Publishing Ltd

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Bibliographic Info

Article provided by Department of Economics, University of Oxford in its journal Oxford Bulletin of Economics & Statistics.

Volume (Year): 51 (1989)
Issue (Month): 4 (November)
Pages: 451-63

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Handle: RePEc:bla:obuest:v:51:y:1989:i:4:p:451-63

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