Journal Article

The irrelevance of tests for bias in series of macroeconomic forecasts


Abstract: The idea of rational expectations has revolutionized macroeconomics. Several authors believe that the idea can be easily tested by a simple econometric procedure. This paper, however, presents several reasons for questioning the relevance of such tests.

Keywords: Forecasting;

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Bibliographic Information

Provider: Federal Reserve Bank of Richmond

Part of Series: Economic Review

Publication Date: 1987

Volume: 73

Issue: Nov

Pages: 3-9