Irrationality or Efficiency of Macroeconomic Survey Forecasts? Implications from the Anchoring Bias Test*

DOI10.1093/ROF/RFS037zbMath1405.62142OpenAlexW3122114636MaRDI QIDQ4554093

Sebastian Orbe, Dieter Hess

Publication date: 7 November 2018

Published in: Review of Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/rof/rfs037

zbMATH Keywords

efficiencybias testequity riskmacroeconomic survey forecasts

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70)

Related Items (1)

Are groups `less behavioral'? The case of anchoring

This page was built for publication: Irrationality or Efficiency of Macroeconomic Survey Forecasts? Implications from the Anchoring Bias Test*