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Are Expectations Formed by the Anchoring-and-adjustment Heuristic? – An Experimental Investigation

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Michael W.M. Roos ()
Wolfgang J. Luhan

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Abstract

Previous experimental investigations have shown that expectations are not perfectly rational due to bias. Traditional adaptive models, however, in many cases do not perfectly describe the formation of expectations either. This paper makes two contributions to the experimental literature on the formation of expectations: First, we investigate whether subjects who have more information about the economic model than in previous studies also form biased expectations. Second, we argue that in some cases macroeconomic expectations might be formed by the anchoring-and-adjustment heuristic, which is well known in psychology. We find that subjects’ expectations are biased although the design might be more favorable to rational expectations.The anchoring- and-adjustment model of expectations gets some support by our data, but the best model encompasses both the anchoring-and-adjustment model and the traditional adaptive model.

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Publisher Info
Paper provided by Rheinisch-Westfälisches Institut für Wirtschaftsforschung, Ruhr-Universität Bochum, Universität Dortmund, Universität Duisburg-Essen in its series Ruhr Economic Papers with number 0054.

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Length: 33 pages
Date of creation: Jul 2008
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Handle: RePEc:rwi:repape:0054

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Related research
Keywords: Expectations; heuristics; beliefs; mental models; macroeconomic experiment;

Find related papers by JEL classification:
D84 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Expectations; Speculations
D83 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Search, Learning, and Information
C99 - Mathematical and Quantitative Methods - - Design of Experiments - - - Other

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  1. Bernasconi, Michele & Kirchkamp, Oliver, 2000. "Why do monetary policies matter? An experimental study of saving and inflation in an overlapping generations model," Journal of Monetary Economics, Elsevier, vol. 46(2), pages 315-343, October. [Downloadable!] (restricted)
  2. Hommes, Cars & Sonnemans, Joep & Tuinstra, Jan & van de Velden, Henk, 2005. "A strategy experiment in dynamic asset pricing," Journal of Economic Dynamics and Control, Elsevier, vol. 29(4), pages 823-843, April. [Downloadable!] (restricted)
  3. Heemeijer, P. & Hommes, C.H. & Sonnemans, J. & Tuinstra, J., 2006. "Price Stability and Volatility in Markets with Positive and Negative Expectations Feedback: An Experimental Investigation," CeNDEF Working Papers 06-05, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance. [Downloadable!]
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  4. J¸rgen Jerger & Jochen Michaelis, 2003. "Wage Hikes as Supply and Demand Shock," Metroeconomica, Blackwell Publishing, vol. 54(4), pages 434-457, November. [Downloadable!] (restricted)
  5. Klaus Adam, 2007. "Experimental Evidence on the Persistence of Output and Inflation," Economic Journal, Royal Economic Society, vol. 117(520), pages 603-636, 04. [Downloadable!] (restricted)
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  6. Joep Sonnemans & Peter Heemeijer & Cars Hommes, 2005. "Price expectations in the laboratory in positive and negative feedback systems," Computing in Economics and Finance 2005 165, Society for Computational Economics. [Downloadable!]
  7. Bernasconi, Michele & Kirchkamp, Oliver & Paruolo, Paolo, 2004. "Do fiscal variables affect fiscal expectations? Experiments with real world and lab data," Sonderforschungsbereich 504 Publications 04-27, Sonderforschungsbereich 504, Universität Mannheim & Sonderforschungsbereich 504, University of Mannheim. [Downloadable!]
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