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Macroeconomic Survey Expectations

  • Michael P.¬†Clements

Part of the Palgrave Texts in Econometrics book series (PTEC)

Table of contents

  1. Front Matter
    Pages i-xvi
  2. Michael P. Clements
    Pages 1-6
  3. Michael P. Clements
    Pages 7-23
  4. Michael P. Clements
    Pages 25-35
  5. Michael P. Clements
    Pages 37-63
  6. Michael P. Clements
    Pages 123-143
  7. Michael P. Clements
    Pages 145-172
  8. Michael P. Clements
    Pages 173-186
  9. Michael P. Clements
    Pages 187-189
  10. Back Matter
    Pages 191-196

About this book

Introduction

Why should we be interested in macroeconomic survey expectations? This important book offers an in-depth treatment of this question from a point of view not covered in existing works on time-series econometrics and forecasting. Clements presents the nature of survey data, addresses some of the difficulties posed by the way in which survey expectations are elicited and considers the evaluation of point predictions and probability distributions. He outlines how, from a behavioural perspective, surveys offer insight into how economic agents form their expectations.

Michael Clements is Professor of Econometrics at the ICMA Centre, Henley Business School, University of Reading, UK. He is Series Editor of Palgrave Texts in Econometrics and Palgrave Advanced Texts in Econometrics, and has published extensively on time series econometrics, modelling and forecasting. 


Keywords

Time series econometrics Economic forecasting Macroeconomic survey expectations Macroeconometrics Expectations shocks Macroeconomic uncertainty Point Forecasts Probability Distributions Density evaluation Forecast data Behavioural Models of Expectations Formation

Authors and affiliations

  • Michael P.¬†Clements
    • 1
  1. 1.ICMA Centre, Henley Business SchoolUniversity of ReadingUK

Bibliographic information

  • DOI https://doi.org/10.1007/978-3-319-97223-7
  • Copyright Information The Editor(s) and The Author(s) 2019
  • Publisher Name Palgrave Macmillan, Cham
  • eBook Packages Economics and Finance
  • Print ISBN 978-3-319-97222-0
  • Online ISBN 978-3-319-97223-7
  • Buy this book on publisher's site
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