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Les anticipations rationnelles dans l'analyse macro-économique

Author

Listed:
  • Antoine d'Autume

    (EUREQUA - Equipe Universitaire de Recherche en Economie Quantitative - UP1 - Université Paris 1 Panthéon-Sorbonne - CNRS - Centre National de la Recherche Scientifique)

Abstract

Avancé par Muth en 1961, le concept d'anticipation rationnelle constituait assurément une innovation théorique importante. Elle réside dans l'affirmation que l'anticipation formée à la date t concernant le niveau à la date T > t d'une variable X n'est autre que l'espérance conditionnelle de cette variable, calculée sur la base de l'information I disponible à cette date : ,E (XT/It).

Suggested Citation

  • Antoine d'Autume, 1986. "Les anticipations rationnelles dans l'analyse macro-économique," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00430085, HAL.
    • Handle: RePEc:hal:cesptp:halshs-00430085
    DOI: 10.2307/3501598
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    References listed on IDEAS

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