Money Illusion and Rational Expectations: New Evidence from Well Known Survey Data
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References listed on IDEAS
- Béreau, Sophie & Villavicencio, Antonia López & Mignon, Valérie, 2010.
"Nonlinear adjustment of the real exchange rate towards its equilibrium value: A panel smooth transition error correction modelling,"
Elsevier, vol. 27(1), pages 404-416, January.
- Sophie Béreau & Antonia Lopez Villavicencio & Valérie Mignon, 2008. "Nonlinear Adjustment of the Real Exchange Rate Towards its Equilibrium Value: a Panel Smooth Transition Error Correction Modelling," Working Papers 2008-23, CEPII research center.
- Balcilar, Mehmet & Gupta, Rangan & Shah, Zahra B., 2011.
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- Novella Maugeri, 2014. "Some Pitfalls in Smooth Transition Models Estimation: A Monte Carlo Study," Computational Economics, Springer;Society for Computational Economics, vol. 44(3), pages 339-378, October.
More about this item
KeywordsNonlinear error correction; inflation expectations; sticky expectations;
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- D84 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Expectations; Speculations
- E31 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Price Level; Inflation; Deflation
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2011-01-23 (All new papers)
- NEP-CBA-2011-01-23 (Central Banking)
- NEP-MAC-2011-01-23 (Macroeconomics)
- NEP-MON-2011-01-23 (Monetary Economics)
- NEP-UPT-2011-01-23 (Utility Models & Prospect Theory)
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