Do we reject rational expectations models too often?

Author:

Banerjee Anindya,Dolado Juan

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference10 articles.

1. Tests of the life cycle-permanent income hypothesis in the presence of random walks: Some evidence using Nagar expansions;Banerjee,1987

2. Testing for unit roots: 1;Evans;Econometrica,1981

3. Testing for unit roots: 2;Evans;Econometrica,1984

4. The adjustment of consumption to change in expectations about future incomes;Flavin;Journal of Political Economy,1981

5. Trends, random walks, and tests of the permanent income hypothesis;Mankiw;Journal of Monetary Economics,1985

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1. How forecastable is consumption growth? New evidence on the Hall random walk hypothesis;Applied Economics;1997-11

2. Exact Nonparametric Tests of Orthogonality and Random Walk in the Presence of a Drift Parameter;International Economic Review;1997-02

3. Exact Nonparametric Orthogonality and Random Walk Tests;The Review of Economics and Statistics;1995-02

4. Preface;Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data;1993-05-27

5. Notational Conventions, Symbols, and Abbreviations;Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data;1993-05-27

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