Comparing Survey and Rational Measures of Expected Inflation: Forecast Performance and Interest Rate Effects
AbstractNo abstract is available for this item.
Download InfoIf you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.
Bibliographic InfoArticle provided by Blackwell Publishing in its journal Journal of Money, Credit and Banking.
Volume (Year): 11 (1979)
Issue (Month): 4 (November)
Contact details of provider:
Web page: http://www.blackwellpublishing.com/journal.asp?ref=0022-2879
You can help add them by filling out this form.
CitEc Project, subscribe to its RSS feed for this item.
- Baghestani, Hamid, 2006. "An evaluation of the professional forecasts of U.S. long-term interest rates," Review of Financial Economics, Elsevier, vol. 15(2), pages 177-191.
- Rao, B. Bhaskara & Paradiso, Antonio, 2011. "Estimates of the US Phillips curve with the general to specific method," MPRA Paper 28411, University Library of Munich, Germany.
- Christoph Zenger, 1985. "Zinssätze und Inflation in der Schweiz: Ein alternativer Test des Fisher-Effektes," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 121(IV), pages 353-374, December.
- Berlemann, Michael, 2001. "Forecasting inflation via electronic markets: Results from a prototype market," Dresden Discussion Paper Series in Economics 06/01, Dresden University of Technology, Faculty of Business and Economics, Department of Economics.
- Victor Zarnowitz, 1982. "Expectations and Forecasts from Business Outlook Surveys," NBER Working Papers 0845, National Bureau of Economic Research, Inc.
- Michael P. Keane & David E. Runkle, 1989. "Are economic forecasts rational?," Quarterly Review, Federal Reserve Bank of Minneapolis, issue Spr, pages 26-33.
- Kenneth J. McLaughlin, 1999. "Are nominal wage changes skewed away from wage cuts?," Review, Federal Reserve Bank of St. Louis, issue May, pages 117-132.
- Paradiso, Antonio & Rao, B. Bhaskara, 2011. "How Rational are the Expected Inflation Rate in Australia?," MPRA Paper 28696, University Library of Munich, Germany.
- Rao, B. Bhaskara & Paradiso, Antonio, 2011. "Time series estimates of the US new Keynesian Phillips curve with structural breaks," MPRA Paper 28413, University Library of Munich, Germany.
- Victor Zarnowitz, 1986. "Rational Expectations and Macroeconomic Forecasts," NBER Working Papers 1070, National Bureau of Economic Research, Inc.
- Frederic S. Mishkin, 1984.
"The Real Interest Rate: A Multi-Country Empirical Study,"
Canadian Journal of Economics,
Canadian Economics Association, vol. 17(2), pages 283-311, May.
- Frederic S. Mishkin, 1985. "The Real Interest Rate: A Multi-Country Empirical Study," NBER Working Papers 1047, National Bureau of Economic Research, Inc.
- Hamid Baghestani, 2005. "On the rationality of professional forecasts of corporate bond yield spreads," Applied Economics Letters, Taylor and Francis Journals, vol. 12(4), pages 213-216.
- Piotr Białowolski & Tomasz Kuszewski & Bartosz Witkowski, 2010. "Business Survey Data in Forecasting Macroeconomic Indicators with Combined Forecasts," Contemporary Economics, University of Finance and Management in Warsaw, vol. 4(4), December.
- R. W. Hafer, 1985. "A look at the ASA-NBER inflation forecasts: tests of rationality and formation," Working Papers 1985-003, Federal Reserve Bank of St. Louis.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Wiley-Blackwell Digital Licensing) or (Christopher F. Baum).
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If references are entirely missing, you can add them using this form.
If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.