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Do Bankers Make Rational Economic Forecasts?

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Author Info
Muzafar Shah Habibullah

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Abstract

In the last decade, there has been an increasing interest in the hypothesis of how expectations are formed by economic agents. Recently, many applied studies have tested the implications of the hypothesis of rational expectations on survey data. This paper provides empirical evidence on the rationality of economic forecasts made by bankers in a developing economy. The ‘unbiasedness’ and efficiency tests’ results cannot reject the rationality of economic forecasts made by bankers in Malaysia with respect to gross revenue and employment, but not capital expenditure.

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Publisher Info
Article provided by Icfai Press in its journal The Icfai University Journal of Bank Management.

Volume (Year): IV (2005)
Issue (Month): 4 (November)
Pages: 7-15
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Handle: RePEc:icf:icfjbm:v:04:y:2005:i:4:p:7-15

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For technical questions regarding this item, or to correct its listing, contact: (Prof. Venkata Seshaih).

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This page was last updated on 2009-12-2.


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