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On the Rationality of Forecasts

Bong-Soo Lee

The Review of Economics and Statistics 1991

This paper discusses a method of deriving the univariate ARIMA process followed by a time series of rational forecasts y(superscript "e") of a series y, given the ARIMA process followed by y. The method suggests examination of the empirical ARIMA process followed by y(superscript "e") as a test of the hypothesis that y(superscript "e") is a rational forecast of y in a strong sense. The method is applied to a measure of expected inflation: the survey data conducted by Money Market Service, Inc., of money market participants. Copyright 1991 by MIT Press.

DOI
10.2307/2109530
Volume
73 (2)
Pages
365
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