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Original Articles

Inflation expectations: are they rational? An empirical examination

Pages 103-106 | Published online: 06 Oct 2010

References

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  • Liu , P. C. and Maddala , G. S. 1992 . Rationality of survey data and tests of market efficiency in the foreign exchange markets . Journal of International Money and Finance , 11 : 366 – 381 .
  • Phillips , P. C. B. and Hansen , B. E. 1990 . Statistical inference in instrumental variables regression with I(1) processes . The Review of Economic Studies , 57 : 99 – 125 .
  • Phillips , P. C. B. and Ouliaris , S. 1990 . Asymptotic properties of residual based tests of cointegration . Econometrica , 58 : 165 – 193 .

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