Long-run expectations in a learning-to-forecast experiment

Autor:	Annarita Colasante, Mauro Gallegati, Simone Alfarano, Eva Camacho-Cuena
Rok vydání:	2017
Předmět:	Economics and Econometrics Rational expectations 050208 finance Actuarial science Financial economics ComputingMethodologies_SYMBOLICANDALGEBRAICMANIPULATION 0502 economics and business 05 social sciences Economics Asset (economics) 050207 economics
Zdroj:	Applied Economics Letters. 25:681-687
ISSN:	1466-4291 1350-4851
DOI:	10.1080/13504851.2017.1355537
Popis:	We conduct a Learning to Forecast Experiment using a novel setting in which we elicit subjects’ short- and long-run expectations on the future price of an asset. We find that: (i) the rational expe...
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::16773a91b6f0992ce9b49799bffca3a5 https://doi.org/10.1080/13504851.2017.1355537 Zobrazit plný text záznamu