69 pages matching expectations of inflation in this book
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Review of Previous Work on Expectations
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adaptive expectations analysis announcements assets assume assumption autoregressive expectations bond Chapter coefficients consistent expectations distributed lag Durbin-Watson statistic economic economists effects empirical Estimates of Equation exogenous disturbances exogenous processes exogenous variables expectations of inflation expectations theory expected inflation expected rate expected values extrapolative F-statistic forecast formation forecasts of inflation formed rationally future paths hypothesis of rational Ibid implies interest rates Irving Fisher lag operator lag polynomials marginal yield curve models of forecast monetary money growth rates money illusion money supply month Treasury Bill Muth Muth's nominal rate one-period rate Parameter Estimates past rates polynomials predictions presented price level probability distributions rate of inflation rate of interest rate of return rates of change rational expectations rational forecasting real rate regression reject the hypothesis serial correlation sources of information stochastic processes structure of interest term structure three month Treasury Treasury Bill rate twisting the yield types of information zero