Expectativas:Una Aproximación A Través De Modelos De Escogencia Discreta
No abstract is available for this item.
|Date of creation:||30 Nov 1999|
|Contact details of provider:|| |
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Kandel, Shmuel & Ofer, Aharon R. & Sarig, Oded, 1991. "Expected inflation, unexpected inflation, and relative price dispersion : An empirical analysis," Economics Letters, Elsevier, vol. 37(4), pages 383-390, December.
- Dasgupta, Susmita & Lahiri, Kajal, 1992. "A Comparative Study of Alternative Methods of Quantifying Qualitative Survey Responses Using NAPM Data," Journal of Business & Economic Statistics, American Statistical Association, vol. 10(4), pages 391-400, October.
- Christopher Ragan, "undated".
"Deriving Agents' Inflation Forecasts from the Term Structure of Interest Rates,"
Staff Working Papers
95-1, Bank of Canada.
- Christopher Ragan, 1995. "Deriving Agents' Inflation Forecasts from the Term Structure of Interest Rates," Macroeconomics 9502003, EconWPA.
- Caskey, John P, 1985. "Modeling the Formation of Price Expectations: A Bayesian Approach," American Economic Review, American Economic Association, vol. 75(4), pages 768-776, September.
- Fishe, Raymond P. H. & Lahiri, Kajal, 1981. "On the estimation of inflationary expectations from qualitative responses," Journal of Econometrics, Elsevier, vol. 16(1), pages 89-102, May.
- Nerlove, Marc, 1983.
"Expectations, Plans, and Realizations in Theory and Practice,"
Econometric Society, vol. 51(5), pages 1251-1279, September.
- Marc Nerlove, 1981. "Expectations, Plans and Realizations: In Theory and Practice," Discussion Papers 511, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
- Kanoh, Satoru & Li, Zhi Dong, 1990. "A Method of Exploring the Mechanism of Inflationary Expectations Based on Qualitative Survey Data," Journal of Business & Economic Statistics, American Statistical Association, vol. 8(4), pages 395-403, October.
- Keane, Michael P & Runkle, David E, 1990. "Testing the Rationality of Price Forecasts: New Evidence from Panel Data," American Economic Review, American Economic Association, vol. 80(4), pages 714-735, September.
- St-Amant, P., 1996.
"Decomposing U.S. Nominal Interest Rates into Expected Inflation and Ex Ante Real Interest rates Using Structural VAR Methodology,"
Staff Working Papers
96-2, Bank of Canada.
- Pierre St-Amant, 1996. "Decomposing U.S. Nominal Interest Rates into Expected Inflation and Ex Ante Real Interest Rates Using Structural VAR Methodology," Macroeconomics 9602004, EconWPA.
- W A Razzak, 1997. "Testing the rationality of the National Bank of New Zealand's survey data," Reserve Bank of New Zealand Discussion Paper Series G97/5, Reserve Bank of New Zealand.
- Pearce, Douglas K, 1987. "Short-term Inflation Expectations: Evidence from a Monthly Survey: A Note," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 19(3), pages 388-395, August.
- Hasan Bakhshi & Anthony Yates, 1998. "Are UK inflation expectations rational?," Bank of England working papers 81, Bank of England.
- Laurence Broze & Ariane Szafarz, 1985.
"On econometric models with rational expectations,"
ULB Institutional Repository
2013/661, ULB -- Universite Libre de Bruxelles.
When requesting a correction, please mention this item's handle: RePEc:col:000094:002697. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Clorith Angélica Bahos Olivera)
If references are entirely missing, you can add them using this form.