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Working Paper
Test of the rationality and accuracy of manufacturers' sales expectations
Irvine, F. Owen (1980)
Working Paper Series / Economic Activity Section , Paper 8

Discussion Paper
Model uncertainty, expectation formation and shock persistence
Fuhrer, Jeffrey C. (1986)
Special Studies Papers , Paper 194

Working Paper
An application of operational-subjective statistical methods to rational expectations: comment
Diebold, Francis X. (1988)
Finance and Economics Discussion Series , Paper 6

Working Paper
Federal Reserve interest rate targeting, rational expectations, and the term structure
Rudebusch, Glenn D. (1995)
The amount of information in the yield curve for forecasting future changes in short rates varies with the maturity of the rates involved. Indeed, spreads between certain long and short rates appear unrelated to future changes in the short rate--contrary to the rational expectations hypothesis of the term structure. This paper estimates a daily model of Federal Reserve interest rate targeting behavior, which, accompanied by the maintained hypothesis of rational expectations, explains the varying predictive ability of the yield curve and elucidates the link between Fed policy and the term ...
Working Papers in Applied Economic Theory , Paper 95-02

Working Paper
Forecast bias in two dimensions
Croushore, Dean (2012)
Economists have tried to uncover stylized facts about people?s expectations, testing whether such expectations are rational. Tests in the early 1980s suggested that expectations were biased, and some economists took irrational expectations as a stylized fact. But, over time, the results of tests that led to such a conclusion were reversed. In this paper, we examine how tests for bias in expectations, measured using the Survey of Professional Forecasters, have changed over time. In addition, key macroeconomic variables that are the subject of forecasts are revised over time, causing problems ...
Working Papers , Paper 12-9

Speech
Expectations
Poole, William (2000)
Presentation at the 22nd Henry Thornton Lecture, City University Business School, London, England - Nov. 28, 2000
Speech , Paper 65

Journal Article
Dennis H. Robertson and the monetary approach to exchange rates
Humphrey, Thomas M. (1980-05)
Economic Review , Volume 66 , Issue May , Pages 19-26

Discussion Paper
The rational expectations approach to economic modelling
Barth, James R.; Swamy, P. A. V. B.; Tinsley, Peter A. (1980)
Special Studies Papers , Paper 143

Monograph
Rational expectations - fresh ideas that challenge some established views of policy making
anonymous (1979)
originally appeared in the Federal Reserve Bank of Minneapolis Annual Report, 1977
Monograph

Working Paper
Vector rational error correction
Tinsley, Peter A.; Kozicki, Sharon (1998)
Systems of forward-looking linear decision rules can be formulated as vector "rational" error correction models. The closed-form solution of the restricted error corrections is derived, and a full-information estimator is suggested. The error correction format indicates that the assumptions of convex adjustment costs and rational expectations impose different types of a priori restrictions on the dynamic structure of the error corrections. An empirical model of the producer decision rule for capital investment illustrates that the data rejects dynamic restrictions imposed by a standard ...
Research Working Paper , Paper 98-03

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