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Some Empirical Results on 'the Rationality' of Expectations Derived from Survey Data

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Some Empirical Results on 'the Rationality' of Expectations Derived from Survey Data. / Peel, David; Walters, K.
In: Empirical Economics, Vol. 9, No. 3, 09.1984, p. 151-163.

Research output: Contribution to Journal/Magazine › Journal article › peer-review

Harvard

Peel, D & Walters, K 1984, 'Some Empirical Results on 'the Rationality' of Expectations Derived from Survey Data', Empirical Economics, vol. 9, no. 3, pp. 151-163. https://doi.org/10.1007/BF01973320

APA

Peel, D., & Walters, K. (1984). Some Empirical Results on 'the Rationality' of Expectations Derived from Survey Data. Empirical Economics, 9(3), 151-163. https://doi.org/10.1007/BF01973320

Vancouver

Peel D, Walters K. Some Empirical Results on 'the Rationality' of Expectations Derived from Survey Data. Empirical Economics. 1984 Sept;9(3):151-163. doi: 10.1007/BF01973320

Author

Peel, David ; Walters, K. / Some Empirical Results on 'the Rationality' of Expectations Derived from Survey Data. In: Empirical Economics. 1984 ; Vol. 9, No. 3. pp. 151-163.

Bibtex

@article{28e826be708a41309afdddcb065c375a,
title = "Some Empirical Results on 'the Rationality' of Expectations Derived from Survey Data",
abstract = "The purpose in this paper is to examine the properties of time series of expectations data derived from survey data, when explicit allowance is made for the time horizon of the forecasts and the information set which agents possess. Our empirical results suggest that three of the five series examined exhibit ex-post bias.",
author = "David Peel and K. Walters",
year = "1984",
month = sep,
doi = "10.1007/BF01973320",
language = "English",
volume = "9",
pages = "151--163",
journal = "Empirical Economics",
issn = "1435-8921",
publisher = "Springer-Verlag",
number = "3",

}

RIS

TY - JOUR

T1 - Some Empirical Results on 'the Rationality' of Expectations Derived from Survey Data

AU - Peel, David

AU - Walters, K.

PY - 1984/9

Y1 - 1984/9

N2 - The purpose in this paper is to examine the properties of time series of expectations data derived from survey data, when explicit allowance is made for the time horizon of the forecasts and the information set which agents possess. Our empirical results suggest that three of the five series examined exhibit ex-post bias.

AB - The purpose in this paper is to examine the properties of time series of expectations data derived from survey data, when explicit allowance is made for the time horizon of the forecasts and the information set which agents possess. Our empirical results suggest that three of the five series examined exhibit ex-post bias.

U2 - 10.1007/BF01973320

DO - 10.1007/BF01973320

M3 - Journal article

VL - 9

SP - 151

EP - 163

JO - Empirical Economics

JF - Empirical Economics

SN - 1435-8921

IS - 3

ER -