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Are Market Forecasts Rational?

  • Mishkin, Frederic S

This paper conducts tests of the rationality of both inflation and short-term interest rate forecasts in the bond market. These tests are developed with the theory of efficient markets and make use of security price data to infer information on market expectations.

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Article provided by American Economic Association in its journal American Economic Review.

Volume (Year): 71 (1981)
Issue (Month): 3 (June)
Pages: 295-306

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Handle: RePEc:aea:aecrev:v:71:y:1981:i:3:p:295-306
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  1. Fama, Eugene F, 1970. "Efficient Capital Markets: A Review of Theory and Empirical Work," Journal of Finance, American Finance Association, vol. 25(2), pages 383-417, May.
  2. Robert J. Barro, 1976. "Unanticipated Money Growth and Unemployment in the United States," Working Papers 234, Queen's University, Department of Economics.
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