Comparing behavioural and rational expectations for the US post-war economy

C-Tier
Journal: Economic Modeling
Year: 2014
Volume: 43
Issue: C
Pages: 407-415

Authors (2)

Liu, Chunping (not in RePEc) Minford, Patrick (not in RePEc)

Score contribution per author:

0.503 = (α=2.01 / 2 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

The banking crisis has caused a resurgence of interest in behavioural models of expectations in macroeconomics. Here we evaluate behavioural and rational expectations econometrically in a New Keynesian framework, using US post-war data and the method of indirect inference. We find that after full reestimation the model with behavioural expectations is strongly rejected by the data, whereas the standard rational expectation version passes the tests by a substantial margin.

Technical Details

RePEc Handle
repec:eee:ecmode:v:43:y:2014:i:c:p:407-415
Journal Field
General
Author Count
2
Added to Database
2026-01-26