Direct test of the rational expectation hypothesis

dc.contributor.author	Gouriéroux, Christian
dc.contributor.author	Pradel, Jacqueline
dc.date.accessioned	2014-08-28T12:38:00Z
dc.date.available	2014-08-28T12:38:00Z
dc.date.issued	1986
dc.identifier.uri	https://basepub.dauphine.fr/handle/123456789/13864
dc.language.iso	en	en
dc.subject	test procedures	en
dc.subject	rational expectation	en
dc.subject.ddc	519	en
dc.title	Direct test of the rational expectation hypothesis	en
dc.type	Article accepté pour publication ou publié
dc.description.abstracten	In this paper we examine the possibility of testing the rational expectation hypothesis from simultaneous observations of some variables y and of their expectation y∗. The test procedures are related to the sort of data available, generally obtained from tendency surveys. We distinguish between qualitative and quantitative data, we define in each case the notion of rational expectation. Then it is possible to characterize the rational expectation hypothesis and to develop adapted test procedures.	en
dc.relation.isversionofjnlname	European Economic Review
dc.relation.isversionofjnlvol	30	en
dc.relation.isversionofjnlissue	2	en
dc.relation.isversionofjnldate	1986
dc.relation.isversionofjnlpages	265-284	en
dc.relation.isversionofdoi	http://dx.doi.org/10.1016/0014-2921(86)90044-9	en
dc.relation.isversionofjnlpublisher	Elsevier	en
dc.subject.ddclabel	Probabilités et mathématiques appliquées	en
dc.relation.forthcoming	non	en
dc.relation.forthcomingprint	non	en

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