Formation of production expectations under risk

A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity

1980 • 25,774 citations

Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation

1982 • 19,770 citations

Rational Expectations and the Theory of Price Movements

1961 • 5,518 citations

Forecasting methods and applications

1993 • 2,530 citations

The effect of exchange rate uncertainty on the prices and volume of international trade

1978 • 669 citations

The Theory of Commodity Price Stabilization: A Study in the Economics of Risk.

1983 • 665 citations

Exchange Rate Variability and the Slowdown in Growth of International Trade

1988 • 636 citations

The limits to rational expectations

1989 • 505 citations

Measuring and Analyzing the Effects of Short-Term Volatility in Real Exchange Rates

1986 • 458 citations

Inflation Expectations

1975 • 438 citations

The effects of real exchange rate risk on international trade

1983 • 421 citations

The Limits to Rational Expectations.

1988 • 417 citations

Using Survey Data to Test Standard Propositions Regarding Exchange Rate Expectations

1986 • 389 citations

Relative Shocks, Relative Price Variability, and Inflation

1981 • 358 citations

What do Economists Know? An Empirical Study of Experts' Expectations

1981 • 313 citations

Real Exchange Rate Volatility and U.S. Bilateral Trade: A Var Approach

1989 • 283 citations

Recent Work on Business Cycles in Historical Perspective: A Review of Theories and Evidence

1985 • 259 citations

A Study of Price Forecasts

1977 • 211 citations

Survey evidence on the ‘rationality’ of interest rate expectations

1980 • 194 citations

Expectations, Plans, and Realizations in Theory and Practice

1983 • 188 citations

A Note on the Rationality of the Livingston Price Expectations

1975 • 183 citations

On Testing for Rationality: Another Look at the Livingston Price Expectations Data

1978 • 162 citations

Exchange-rate variability and trade performance: Evidence for the big seven industrial countries

1986 • 151 citations

On the Time Shape of Economic Microvariables and the Munich Business Test

1952 • 118 citations

On the Time Shape of Economic Microvariables and the Munich Business Test

1992 • 115 citations

A Test of the "Expectations Hypothesis" Using Directly Observed Wage and Price Expectations

1972 • 108 citations

Exchange rate volatility and U.S. multilateral trade flows

1990 • 82 citations

Expectations, output and inflation

1982 • 74 citations

Fixed versus flexible exchange rates and the measurement of exchange rate instability

1984 • 69 citations

ON RISK, RATIONALITY AND EXCESSIVE SPECULATION IN THE DEUTSCHMARK‐US DOLLAR EXCHANGE MARKET: SOME EVIDENCE USING SURVEY DATA^†

1988 • 63 citations

Constrained Joint Estimation of Factor Demand and Production Functions

1970 • 62 citations

The Handbook of Forecasting: A Manager's Guide.

1983 • 62 citations

Inflation expectations: the use of qualitative survey data

1977 • 51 citations

Investment, Adjustment Costs, and Uncertainty

1975 • 36 citations

A Time-Series Study of the Formation and Predictive Performance of EEC Production Survey Expectations

1987 • 35 citations

THE MEASUREMENT AND EXPLANATION OF INFLATIONARY EXPECTATIONS IN AUSTRALIA*

1975 • 33 citations

Quantitative versus qualitative measures of price expectations: The evidence from Australian consumer surveys

1979 • 28 citations

A Time-Series Study of the Formation and Predictive Performance of EEC Production Survey Expectations

1987 • 14 citations

The Handbook of Forecasting: A Manager's Guide

1983 • 13 citations

Interrelated Demand for Factors of Production in the U. K. Engineering Industry, 1968-81

1985 • 5 citations