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A Note on the Rationality of the Livingston Price Expectations

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  1. Pearce, Douglas K & Roley, V Vance, 1985. "Stock Prices and Economic News," The Journal of Business, University of Chicago Press, vol. 58(1), pages 49-67, January.
  2. William D. Nordhaus & Steven N. Durlauf, 1984. "Empirical Tests of the Rationality of Economic Forecasters: A Fixed Horizons Approach," Cowles Foundation Discussion Papers 717R, Cowles Foundation for Research in Economics, Yale University, revised May 1985.
  3. T. J. Valentine, 1977. "Price Expectations in Australia: An Alternative Analysis," The Economic Record, The Economic Society of Australia, vol. 53(3), pages 390-404, September.
  4. Peter Saunders, 1983. "Rational Expectations and the Deft is‐Williams Inflationary Expectations Series: A Comment," The Economic Record, The Economic Society of Australia, vol. 59(3), pages 290-292, September.
  5. Burton, Diana M. & Love, H. Alan, 1996. "A Review of Alternative Expectations Regimes in Commodity Markets: Specification, Estimation, and Hypothesis Testing Using Structural Models," Agricultural and Resource Economics Review, Cambridge University Press, vol. 25(2), pages 213-231, October.
  6. Timmermann, Allan & Elliott, Graham & Komunjer, Ivana, 2003. "Estimating Loss Function Parameters," CEPR Discussion Papers 3821, C.E.P.R. Discussion Papers.
  7. Silva Lopes, Artur, 1994. "A "hipótese das expectativas racionais": teoria e realidade (uma visita guiada à literatura até 1992) [The "rational expectations hypothesis": theory and reality (a guided tour ," MPRA Paper 9699, University Library of Munich, Germany, revised 23 Jul 2008.
  8. Born, Benjamin & Enders, Zeno & Müller, Gernot J., 2023. "On FIRE, news, and expectations," Working Papers 42, German Research Foundation's Priority Programme 1859 "Experience and Expectation. Historical Foundations of Economic Behaviour", Humboldt University Berlin.
  9. Victor Zarnowitz, 1984. "Business Cycles Analysis and Expectational Survey Data," NBER Working Papers 1378, National Bureau of Economic Research, Inc.
  10. 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.
  11. Lawrence H. Summers, 1981. "Inflation and the Valuation of Corporate Equities," NBER Working Papers 0824, National Bureau of Economic Research, Inc.
  12. Keith K.W. Chan & Toan M. Pham, 1990. "Models of Inflation Forecasts: Some Australian Evidence," Australian Journal of Management, Australian School of Business, vol. 15(1), pages 89-105, June.
  13. Bharat R. Kolluri, 1982. "Anticipated Price Changes, Inflation Uncertainty, And Capital Stock Returns," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 5(2), pages 135-149, June.
  14. Lawrence H. Summers, 1983. "Observations on the Indexation of Old Age Pensions," NBER Chapters, in: Financial Aspects of the United States Pension System, pages 231-258, National Bureau of Economic Research, Inc.
  15. John G. Cragg & Burton G. Malkiel, 1982. "References, Index," NBER Chapters, in: Expectations and the Structure of Share Prices, pages 167-176, National Bureau of Economic Research, Inc.
  16. Abel, Andrew B. & Mishkin, Frederic S., 1983. "An integrated view of tests of rationality, market efficiency and the short-run neutrality of monetary policy," Journal of Monetary Economics, Elsevier, vol. 11(1), pages 3-24.
  17. V. Vance Roley, 1982. "The Response of Short-Term Interest Rates to Weekly Money Announcements," NBER Working Papers 1001, National Bureau of Economic Research, Inc.
  18. Benjamin M. Friedman, 1980. "Survey Evidence on The Rationality of Interest Rate Expectations," NBER Working Papers 0261, National Bureau of Economic Research, Inc.
  19. Jocelyn Horne, 1981. "Rational Expectations and the Defris‐Williams Inflationary Expectations Series," The Economic Record, The Economic Society of Australia, vol. 57(3), pages 261-268, September.
  20. Dean Croushore, 1997. "The Livingston Survey: still useful after all these years," Business Review, Federal Reserve Bank of Philadelphia, issue Mar, pages 15-27.
  21. Sterman, John., 1986. "Expectation formation in behavioral simulation models," Working papers 1826-86., Massachusetts Institute of Technology (MIT), Sloan School of Management.
  22. David S. Jones & V. Vance Roley, 1982. "Rational Expectations, the Expectations Hypothesis, and Treasury Bill Yields: An Econometric Analysis," NBER Working Papers 0869, National Bureau of Economic Research, Inc.
  23. Timmermann, Allan & Patton, Andrew, 2003. "Properties of Optimal Forecasts," CEPR Discussion Papers 4037, C.E.P.R. Discussion Papers.
  24. 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.
  25. Michela Nardo, 2003. "The Quantification of Qualitative Survey Data: A Critical Assessment," Journal of Economic Surveys, Wiley Blackwell, vol. 17(5), pages 645-668, December.
  26. Jan Marc Berk, 2002. "Consumers' Inflation Expectations And Monetary Policy In Europe," Contemporary Economic Policy, Western Economic Association International, vol. 20(2), pages 122-132, April.
  27. 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.
  28. El-Shagi, Makram, 2011. "Inflation expectations: Does the market beat econometric forecasts?," The North American Journal of Economics and Finance, Elsevier, vol. 22(3), pages 298-319.
  29. Bharat Trehan, 2015. "Survey Measures of Expected Inflation and the Inflation Process," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 47(1), pages 207-222, February.
  30. Yusuf Soner Baskaya & Hakan Kara & Defne Mutluer, 2008. "Expectations, Communication and Monetary Policy in Turkey," Working Papers 0801, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
  31. Peter Saunders, 1981. "The Formation of Producers' Price Expectations in Australia," The Economic Record, The Economic Society of Australia, vol. 57(4), pages 368-378, December.
  32. 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.
  33. Bilgili, Faik, 2001. "The unbiasedness and efficiency tests of the rational expectations hypothesis," MPRA Paper 24114, University Library of Munich, Germany, revised 11 Mar 2010.
  34. Jordi Pons, 2001. "The rationality of price forecasts: a directional analysis," Applied Financial Economics, Taylor & Francis Journals, vol. 11(3), pages 287-290.
  35. Kamae, Hiroshi, 1989. "Wald Tests of the Pure Expectations Hypothesis of the Term Structure of Interest Rates," Hitotsubashi Journal of commerce and management, Hitotsubashi University, vol. 24(1), pages 53-63, December.
  36. Michael P. Keane & David E. Runkle, 1989. "Are economic forecasts rational?," Quarterly Review, Federal Reserve Bank of Minneapolis, vol. 13(Spr), pages 26-33.
  37. Catherine Doz, 1993. "Note sur les tests de rationalité des prévisions," Économie et Prévision, Programme National Persée, vol. 108(2), pages 129-133.
  38. Thomas Urich & Paul Wachtel, 1983. "The Structure of Expectations of the Weekly Money Supply Announcement," NBER Working Papers 1090, National Bureau of Economic Research, Inc.
  39. Victor Zarnowitz, 1979. "Information, Measurement, And Prediction In Economics," NBER Working Papers 0318, National Bureau of Economic Research, Inc.
  40. El-Shagi, Makram, 2009. "Inflation Expectations: Does the Market Beat Professional Forecasts?," IWH Discussion Papers 16/2009, Halle Institute for Economic Research (IWH).
  41. Jordi Pons-Novell, 2003. "Strategic bias, herding behaviour and economic forecasts," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 22(1), pages 67-77.
  42. Hess, Dieter & Orbe, Sebastian, 2011. "Irrationality or efficiency of macroeconomic survey forecasts? Implications from the anchoring bias test," CFR Working Papers 11-13, University of Cologne, Centre for Financial Research (CFR).
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