Endogenous inferential expectations

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dc.contributor.author Sankhe, Suyog
dc.date.accessioned 2012-02-14T04:47:55Z
dc.date.accessioned 2012-12-15T03:53:52Z
dc.date.available 2012-02-14T04:47:55Z
dc.date.available 2012-12-15T03:53:52Z
dc.date.issued 2011
dc.identifier.uri http://hdl.handle.net/2100/1292
dc.identifier.uri http://hdl.handle.net/10453/20448
dc.description.abstract Previous research on inferential expectations (IE) (Menzies and Zizzo, 2009) has only considered a test statistic that is exogenous, based on time. This thesis examines the theory of IE for a test statistic that is endogenously determined, and incorporates IE into the standard cobweb model. Three applications are developed; an IE cobweb model nested in adaptive expectations, IE employed to estimate the value of a new parameter, and an IE model which generalises econometric learning. Under the latter, it is shown that belief conservatism results in greater forecast errors, even in a model where equilibrium outcomes are dependent on expectations. en
dc.language.iso en en
dc.title Endogenous inferential expectations en
dc.type Thesis Bbus(Hons) en


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