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The Use of Realized Values as a Proxy for Prior Rational Expectations

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  • Rodney L. Jacobs

    (UCLA)

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  • Rodney L. Jacobs, 1978. "The Use of Realized Values as a Proxy for Prior Rational Expectations," UCLA Economics Working Papers 138, UCLA Department of Economics.
    • Handle: RePEc:cla:uclawp:138
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    File URL: http://www.econ.ucla.edu/workingpapers/wp138.pdf
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    References listed on IDEAS

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    1. Sargent, Thomas J, 1972. "Rational Expectations and the Term Structure of Interest Rates," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 4(1), pages 74-97, Part I Fe.
    2. Reuben A. Kessel, 1965. "The Cyclical Behavior of the Term Structure of Interest Rates," NBER Books, National Bureau of Economic Research, Inc, number kess65-1.
    3. McCulloch, J Huston, 1975. "An Estimate of the Liquidity Premium," Journal of Political Economy, University of Chicago Press, vol. 83(1), pages 95-119, February.
    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.
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