Nonlinear expectations in speculative markets - Evidence from the ECB survey of professional forecasters
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- Reitz, Stefan & Rülke, Jan-Christoph & Stadtmann, Georg, 2012. "Nonlinear expectations in speculative markets – Evidence from the ECB survey of professional forecasters," Journal of Economic Dynamics and Control, Elsevier, vol. 36(9), pages 1349-1363.
- Reitz, Stefan & Rülke, Jan-Christoph & Stadtmann, Georg, 2012. "Nonlinear expectations in speculative markets: Evidence from the ECB survey of professional forecasters," Discussion Papers 311, European University Viadrina Frankfurt (Oder), Department of Business Administration and Economics.
- Reitz, Stefan & Rülke, Jan-Christoph & Stadtmann, Georg, 2011. "Nonlinear expectations in speculative markets: Evidence from the ECB survey of professional forecasters," Kiel Working Papers 1706, Kiel Institute for the World Economy (IfW Kiel).
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- Robert Czudaj, 2019. "Crude oil futures trading and uncertainty," Chemnitz Economic Papers 027, Department of Economics, Chemnitz University of Technology, revised Jan 2019.
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- Robert L. Czudaj, 2021. "Heterogeneity of Beliefs and Information Rigidity in the Crude Oil Market: Evidence from Survey Data," Chemnitz Economic Papers 050, Department of Economics, Chemnitz University of Technology, revised Sep 2021.
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- Dick, Christian D. & Menkhoff, Lukas, 2012. "Exchange rate expectations of chartists and fundamentalists," ZEW Discussion Papers 12-026, ZEW - Leibniz Centre for European Economic Research.
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More about this item
Keywords
Agent based models; nonlinear expectations; survey data;All these keywords.
JEL classification:
- C33 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Models with Panel Data; Spatio-temporal Models
- D84 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Expectations; Speculations
- F31 - International Economics - - International Finance - - - Foreign Exchange
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CBA-2012-02-08 (Central Banking)
- NEP-FOR-2012-02-08 (Forecasting)
- NEP-ORE-2012-02-08 (Operations Research)
Statistics
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