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Author : Boum-Jong Choe
Publisher : World Bank Publications
ISBN 13 :
Total Pages : 27 pages
Book Rating : 4./5 ( download)
Download or read book Rational Expectations and Commodity Price Forecasts written by Boum-Jong Choe and published by World Bank Publications. This book was released on with total page 27 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Boum Jong Choe
Publisher :
ISBN 13 :
Total Pages : 32 pages
Book Rating : 4.:/5 (318 download)
Download or read book Rational Expectations and Commodity Price Forecasts written by Boum Jong Choe and published by . This book was released on 1990 with total page 32 pages. Available in PDF, EPUB and Kindle. Book excerpt: Forecasts for the primary commodity market by the Bank's International Commodity Markets Division - with significant but not excessive adaptation to spot- price movements - probably are reasonable, optimal short- term forecasts, superior to "naive" forecasts or futures prices.
Author : Boum Jong Choe
Publisher :
ISBN 13 :
Total Pages : 22 pages
Book Rating : 4.:/5 (777 download)
Download or read book Rational expectations and commodity price forecast written by Boum Jong Choe and published by . This book was released on 1990 with total page 22 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : C. L. Gilbert
Publisher :
ISBN 13 :
Total Pages : 68 pages
Book Rating : 4.:/5 (318 download)
Download or read book The Rational Expectations Hypothesis in Models of Primary Commodity Prices written by C. L. Gilbert and published by . This book was released on 1990 with total page 68 pages. Available in PDF, EPUB and Kindle. Book excerpt: The standard linear model fails to account for primary commodity price movements in any significant area, so it is important to do more empirical work to learn to which commodities this nonlinear model applies.
Author : Roman Frydman
Publisher : Cambridge University Press
ISBN 13 : 9780521310956
Total Pages : 254 pages
Book Rating : 4.3/5 (19 download)
Download or read book Individual Forecasting and Aggregate Outcomes written by Roman Frydman and published by Cambridge University Press. This book was released on 1986-10-02 with total page 254 pages. Available in PDF, EPUB and Kindle. Book excerpt: The papers in this volume provide a complex view of market processes.
Author : Barry Goss
Publisher : Routledge
ISBN 13 : 113497521X
Total Pages : 252 pages
Book Rating : 4.1/5 (349 download)
Download or read book Rational Expectations and Efficiency in Futures Markets written by Barry Goss and published by Routledge. This book was released on 2005-10-09 with total page 252 pages. Available in PDF, EPUB and Kindle. Book excerpt: Do traders in futures markets make use of all relevant information and is this reflected in prices? This collection of original essays by a team of international economists considers these and other questions central to futures markets.
Author : Boum-Jong Choe
Publisher : World Bank Publications
ISBN 13 :
Total Pages : 28 pages
Book Rating : 4./5 ( download)
Download or read book Commodity Price Forecasts and Futures Prices written by Boum-Jong Choe and published by World Bank Publications. This book was released on 1990 with total page 28 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : François Gardes
Publisher : Edward Elgar Publishing
ISBN 13 :
Total Pages : 322 pages
Book Rating : 4.F/5 ( download)
Download or read book Price Expectations in Goods and Financial Markets written by François Gardes and published by Edward Elgar Publishing. This book was released on 2000 with total page 322 pages. Available in PDF, EPUB and Kindle. Book excerpt: Economists and scholars in related fields discuss the concept of rationality of expectations from both a theoretical and an empirical point of view, and at both individual and collective levels. Concerning the first aspect, the book focuses on how agents collect and process information and how market opinion is formed. Concerning the second aspect, it presents studies based on individual price expectations and on the consensus revealed by survey data. Contributors analyze price expectations in a variety of markets, periods, and countries, paying special attention to financial markets which have represented the main field of study over the last ten years. Annotation copyrighted by Book News Inc., Portland, OR
Author : Frederic S. Mishkin
Publisher : University of Chicago Press
ISBN 13 : 0226531929
Total Pages : 184 pages
Book Rating : 4.2/5 (265 download)
Download or read book A Rational Expectations Approach to Macroeconometrics written by Frederic S. Mishkin and published by University of Chicago Press. This book was released on 2007-11-01 with total page 184 pages. Available in PDF, EPUB and Kindle. Book excerpt: A Rational Expectations Approach to Macroeconometrics pursues a rational expectations approach to the estimation of a class of models widely discussed in the macroeconomics and finance literature: those which emphasize the effects from unanticipated, rather than anticipated, movements in variables. In this volume, Fredrick S. Mishkin first theoretically develops and discusses a unified econometric treatment of these models and then shows how to estimate them with an annotated computer program.
Author : Hikaru Hanawa Peterson
Publisher :
ISBN 13 :
Total Pages : 48 pages
Book Rating : 4.:/5 (31 download)
Download or read book How Much of Commodity Price Behavior Can a Rational Expectations Storage Model Explain? written by Hikaru Hanawa Peterson and published by . This book was released on 2003 with total page 48 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Peter von zur Muehlen
Publisher :
ISBN 13 :
Total Pages : 48 pages
Book Rating : 4.3/5 ( download)
Download or read book Predicting Inflation with Commodity Prices written by Peter von zur Muehlen and published by . This book was released on 1990 with total page 48 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author :
Publisher :
ISBN 13 :
Total Pages : 360 pages
Book Rating : 4.E/5 ( download)
Download or read book Applied Commodity Price Analysis, Forecasting, and Market Risk Management written by and published by . This book was released on 1986 with total page 360 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Matthew Phillip Schaefer
Publisher :
ISBN 13 :
Total Pages : 214 pages
Book Rating : 4.3/5 (129 download)
Download or read book Forecasting Accuracy, Rational Expectations, and Market Efficiency in the US Beef Cattle Industry written by Matthew Phillip Schaefer and published by . This book was released on 1999 with total page 214 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Graham Keith Shaw
Publisher :
ISBN 13 :
Total Pages : 150 pages
Book Rating : 4.3/5 (91 download)
Download or read book Rational Expectations written by Graham Keith Shaw and published by . This book was released on 1984 with total page 150 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Peter Hartley
Publisher :
ISBN 13 :
Total Pages : 32 pages
Book Rating : 4.:/5 (256 download)
Download or read book Rational Expectations and the Foreign Exchange Market written by Peter Hartley and published by . This book was released on 1982 with total page 32 pages. Available in PDF, EPUB and Kindle. Book excerpt: Many models of exchange rate determination imply that movements in money supplies and demands should result in movements in exchange rates. Hence, if rational agents are attempting to forecast exchange rate movements, they should in the first instance forecast movements in the supplies of and demands for money balances. Furthermore, if these underlying variables follow some stable autoregressive processes agents should use those processes to make their forecasts. If we identify the forward rate with the market's expectation for the future spot rate, rationality of expectations will imply testable cross-equation restrictions in a joint model of the autoregressions and exchange rate forecasting equation. This strategy is implemented in the paper using data on the L UK/$US and DM/$US exchange rates from the recent floating rate period.
Author : Deborah A. Redman
Publisher : Edward Elgar Publishing
ISBN 13 :
Total Pages : 214 pages
Book Rating : 4.F/5 ( download)
Download or read book A Reader's Guide to Rational Expectations written by Deborah A. Redman and published by Edward Elgar Publishing. This book was released on 1992 with total page 214 pages. Available in PDF, EPUB and Kindle. Book excerpt: The major purpose of this work is to make staying up to date with rational expectations (RE) easier for economists in government, academia and industry, as well as for students.
Author : Mr.Olivier Coibion
Publisher : International Monetary Fund
ISBN 13 : 1475533861
Total Pages : 55 pages
Book Rating : 4.4/5 (755 download)
Download or read book Information Rigidity and the Expectations Formation Process written by Mr.Olivier Coibion and published by International Monetary Fund. This book was released on 2012-12-20 with total page 55 pages. Available in PDF, EPUB and Kindle. Book excerpt: We propose a new approach to test the full-information rational expectations hypothesis which can identify whether rejections of the arise from information rigidities. This approach quantifies the economic significance of departures from the and the underlying degree of information rigidity. Applying this approach to U.S. and international data of professional forecasters and other agents yields pervasive evidence consistent with the presence of information rigidities. These results therefore provide a set of stylized facts which can be used to calibrate imperfect information models. Finally, we document evidence of state-dependence in the expectations formation process.
