Expected Versus Realized Income Changes : A Test of the Rational Expectation Hypothesis
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- Das, J.W.M. & van Soest, A.H.O., 2000. "Expected Versus Realized Income Changes : A Test of the Rational Expectation Hypothesis," Other publications TiSEM 5824ad03-4ec3-4825-829c-9, Tilburg University, School of Economics and Management.
References listed on IDEAS
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- Das, Marcel & van Soest, Arthur, 1997.
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- Das, J.W.M. & van Soest, A.H.O., 1995. "Expected and Realized Income Changes : Evidence From the Dutch Socio-Economic Panel," Discussion Paper 1995-52, Tilburg University, Center for Economic Research.
- Nerlove, Marc & Schuermann, Til, 1997. "Businessmen's Expectations Are Neither Rational nor Adaptive," ZEW Discussion Papers 97-01, ZEW - Leibniz Centre for European Economic Research.
- Das, Marcel & van Soest, Arthur, 1999.
"A panel data model for subjective information on household income growth,"
Journal of Economic Behavior & Organization, Elsevier, vol. 40(4), pages 409-426, December.
- Das, J.W.M. & van Soest, A.H.O., 1996. "A Panel Data Model for Subjective Information on Household Income Growth," Discussion Paper 1996-75, Tilburg University, Center for Economic Research.
- Das, J.W.M. & van Soest, A.H.O., 1996. "A Panel Data Model for Subjective Information on Household Income Growth," Other publications TiSEM 9111e0db-3678-40a7-ab7f-1, Tilburg University, School of Economics and Management.
- Das, J.W.M. & Dominitz, J. & van Soest, A.H.O., 1997.
"Comparing Predictions and Outcomes : Theory and Application to Income Changes,"
Other publications TiSEM
6eef11dd-0ae4-4673-b8c0-2, Tilburg University, School of Economics and Management.
- Das, J.W.M. & Dominitz, J. & van Soest, A.H.O., 1999. "Comparing predictions and outcomes : Theory and application to income changes," Other publications TiSEM d15d6d31-e2a9-40cb-98c6-e, Tilburg University, School of Economics and Management.
- Das, J.W.M. & Dominitz, J. & van Soest, A.H.O., 1997. "Comparing Predictions and Outcomes : Theory and Application to Income Changes," Discussion Paper 1997-45, Tilburg University, Center for Economic Research.
- Ivaldi, Marc, 1992. "Survey Evidence on the Rationality of Expectations," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 7(3), pages 225-241, July-Sept.
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- Alessie, Rob & Lusardi, Annamaria, 1997. "Saving and income smoothing: Evidence from panel data," European Economic Review, Elsevier, vol. 41(7), pages 1251-1279, July.
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- Todd Stinebrickner & Ralph Stinebrickner, 2013. "Academic Performance and College Dropout: Using Longitudinal Expectations Data to Estimate a Learning Model," NBER Working Papers 18945, National Bureau of Economic Research, Inc.
- Ralph Stinebrickner & Todd Stinebrickner, 2013. "Academic Performance and College Dropout: Using Longitudinal Expectations Data to Estimate a Learning Model," University of Western Ontario, Centre for Human Capital and Productivity (CHCP) Working Papers 20135, University of Western Ontario, Centre for Human Capital and Productivity (CHCP).
- Hugo Benítez-Silva & Debra Dwyer & Wayne-Roy Gayle & Thomas Muench, 2008.
"Expectations in micro data: rationality revisited,"
Empirical Economics, Springer, vol. 34(2), pages 381-416, March.
- Hugo Benítez-Silva & Debra S. Dwyer & Wayne-Roy Gayle & Thomas J. Muench, 2003. "Expectations in Micro Data: Rationality Revisited," Working Papers wp059, University of Michigan, Michigan Retirement Research Center.
- Hugo Benitez-Silva & Debra S. Dwyer & Wayne-Roy Gayle & Tom Muench, 2005. "Expectations in Micro Data: Rationality Revisited," Department of Economics Working Papers 05-04, Stony Brook University, Department of Economics.
- R Alessie & A Kapteyn, 2001. "New data for understanding saving," Oxford Review of Economic Policy, Oxford University Press and Oxford Review of Economic Policy Limited, vol. 17(1), pages 55-69, Spring.
- Benitez-Silva, Hugo & Dwyer, Debra S., 2006.
"Expectation formation of older married couples and the rational expectations hypothesis,"
Labour Economics, Elsevier, vol. 13(2), pages 191-218, April.
- Hugo Benítez-Silva & Debra S. Dwyer, 2003. "Expectation Formation of Older Married Couples and the Rational Expectations Hypothesis," Working Papers wp062, University of Michigan, Michigan Retirement Research Center.
- Todd Stinebrickner & Ralph Stinebrickner, 2012.
"Learning about Academic Ability and the College Dropout Decision,"
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- Todd Stinebrickner & Ralph Stinebrickner, 2008. "Learning About Academic Ability and the College Drop-Out Decision," University of Western Ontario, Centre for Human Capital and Productivity (CHCP) Working Papers 20086, University of Western Ontario, Centre for Human Capital and Productivity (CHCP).
- Todd R. Stinebrickner & Ralph Stinebrickner, 2009. "Learning about Academic Ability and the College Drop-out Decision," NBER Working Papers 14810, National Bureau of Economic Research, Inc.
- Dawson, Christopher & de Meza, David Emmanuel & Henley, Andrew & Arabsheibani, Reza, 2012. "Entrepreneurship: Cause or Consequence of Financial Optimism?," IZA Discussion Papers 6844, Institute of Labor Economics (IZA).
- Mauro Mastrogiacomo, 2006. "Testing consumers' asymmetric reaction to wealth changes," CPB Discussion Paper 53.rdf, CPB Netherlands Bureau for Economic Policy Analysis.
- Mauro Mastrogiacomo, 2010. "Testing Consumers' Asymmetric Perception Of Changes In Household Financial Situation," Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 56(2), pages 327-350, June.
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Keywords
household incomes; rational expectations; panel data; maximum likelihood; JEL classifications;All these keywords.
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