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A Bayesian Approach to Adaptive Expectations

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  • Rodney L. Jacobs

    (UCLA)

  • Robert A. Jones

    (UCLA)

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Suggested Citation

  • Rodney L. Jacobs & Robert A. Jones, 1977. "A Bayesian Approach to Adaptive Expectations," UCLA Economics Working Papers 093, UCLA Department of Economics.
    • Handle: RePEc:cla:uclawp:093
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    File URL: http://www.econ.ucla.edu/workingpapers/wp093.pdf
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    References listed on IDEAS

    as
    1. Darby, Michael R, 1976. "Rational Expectations under Conditions of Costly Information," Journal of Finance, American Finance Association, vol. 31(3), pages 889-895, June.
    2. H. Theil & S. Wage, 1964. "Some Observations on Adaptive Forecasting," Management Science, INFORMS, vol. 10(2), pages 198-206, January.
    3. M. Nerlove & S. Wage, 1964. "On the Optimality of Adaptive Forecasting," Management Science, INFORMS, vol. 10(2), pages 207-224, January.
    4. Feige, Edgar L & Pearce, Douglas K, 1976. "Economically Rational Expectations: Are Innovations in the Rate of Inflation Independent of Innovations in Measures of Monetary and Fiscal Policy?," Journal of Political Economy, University of Chicago Press, vol. 84(3), pages 499-522, June.
    5. repec:bla:econom:v:42:y:1975:i:166:p:123-38 is not listed on IDEAS
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    Cited by:

    1. Rodney L. Jacobs & Robert A. Jones, 1978. "Price Expectations in the United States: 1947-1973," UCLA Economics Working Papers 107, UCLA Department of Economics.
    2. Volkan Hacioglu, 2015. "Bayesian Expectations and Strategic Complementarity: Implications for Macroeconomic Stability," Post-Print hal-01404402, HAL.
    3. Rodney L. Jacobs, 1978. "An Examination of the Economic and Muthian Rationality of Price Level Forecasts," UCLA Economics Working Papers 135A, UCLA Department of Economics.

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