Rounding and the Impact of News: A Simple Test of Market RationalityDivisions of Research & Statistics and Monetary Affairs, Federal Reserve Board, 2007 - Economic indicators - 14 pages |
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Adam Copeland Andreas Lehnert Wayne Andrew Cohen Andrew Figura Asset Markets Asset Prices Athanasios Orphanides August Bartelsman Brian Sack Bruce Fallick Charles Byron F Capacity Utilization Competition core CPI core PPI surprises CPI core Credit Daniel Sichel data release December Diana Hancock Economics Discussion Series Effects Egon Zakrajsek Equity Premium Puzzle Eric Estimates eurodollar February Gene Amromin GSES Hao Zhou headline number Industry April 2005 Interest Rates Investor January Jonathan H Joseph Beaulieu June Kevin Moore Kiser Lehnert Wayne Passmore Macroeconomic March Monetary Policy Monetary Policy Actions Mortgage Multimarket Bank nonfarm payrolls Norman Morin John November percentage point price index rational expectations Refet regression Response of Asset Risk Robert Ron Borzekowski rounded number rounding error sample Sean September 2005 Sherlund simulated standard deviation Stevens Surprises and Rounding survey expectations Takeshi Kimura Term Structure Model Test of Market Timothy H unemployment rate unexpected component unrounded Volatility Wayne Passmore Shane