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Autoregressive and Nonautoregressive Elements in Cross-Section Forecasts of Inflation

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  • Kane, Edward J
  • Malkiel, Burton G

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  • Kane, Edward J & Malkiel, Burton G, 1976. "Autoregressive and Nonautoregressive Elements in Cross-Section Forecasts of Inflation," Econometrica, Econometric Society, vol. 44(1), pages 1-16, January.
    • Handle: RePEc:ecm:emetrp:v:44:y:1976:i:1:p:1-16
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    Cited by:

    1. Benjamin M. Friedman, 1980. "Survey Evidence on The Rationality of Interest Rate Expectations," NBER Working Papers 0261, National Bureau of Economic Research, Inc.
    2. Sotiris Tsolacos & Tony McGough, 1999. "Rational Expectations, Uncertainty and Cyclical Activity in the British Office Market," Urban Studies, Urban Studies Journal Limited, vol. 36(7), pages 1137-1149, June.
    3. James Chan-Lee, 1980. "A review of recent work in the area of inflationary expectations," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 116(1), pages 45-86, March.
    4. William Dewald & Maurice Marchon, 1979. "A common specification of price, output, and unemployment rate responses to demand pressure and import prices in six industrial countries," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 115(1), pages 1-19, March.
    5. James S. Ang & Jess H. Chua & Anand S. Desai, 1979. "Evidence That The Common Stock Market Adjusts Fully For Expected Inflation," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 2(2), pages 97-109, September.
    6. Victor Zarnowitz, 1982. "Expectations and Forecasts from Business Outlook Surveys," NBER Working Papers 0845, National Bureau of Economic Research, Inc.

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