Palgrave Texts in Econometrics

Macroeconomic Survey Expectations

Authors: Clements, Michael P.

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  • Provides a long overdue treatment of survey expectations, which are not covered in works on time-series econometrics and forecasting
  • Considers the particular challenges to, and potential rewards from, studying survey expectations
  • Outlines the nature of survey data
  • Explains why we should be interested in survey expectations
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eBook $84.99
price for USA in USD (gross)
  • ISBN 978-3-319-97223-7
  • Digitally watermarked, DRM-free
  • Included format: EPUB, PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $109.99
price for USA in USD
  • ISBN 978-3-319-97222-0
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
About this book

Why should we be interested in macroeconomic survey expectations? This important book offers an in-depth treatment of this question from a point of view not covered in existing works on time-series econometrics and forecasting. Clements presents the nature of survey data, addresses some of the difficulties posed by the way in which survey expectations are elicited and considers the evaluation of point predictions and probability distributions. He outlines how, from a behavioural perspective, surveys offer insight into how economic agents form their expectations.

About the authors

Michael Clements is Professor of Econometrics at the ICMA Centre, Henley Business School, University of Reading, UK. He is Series Editor of Palgrave Texts in Econometrics and Palgrave Advanced Texts in Econometrics, and has published extensively on time series econometrics, modelling and forecasting. 

Table of contents (10 chapters)

  • Introduction

    Clements, Michael P.

    Pages 1-6

  • The Nature of Survey Expectations

    Clements, Michael P.

    Pages 7-23

  • Working with the Forecast Data

    Clements, Michael P.

    Pages 25-35

  • Assessing the Point Predictions

    Clements, Michael P.

    Pages 37-63

  • Assessing the Accuracy of the Probability Distributions

    Clements, Michael P.

    Pages 65-96

Buy this book

eBook $84.99
price for USA in USD (gross)
  • ISBN 978-3-319-97223-7
  • Digitally watermarked, DRM-free
  • Included format: EPUB, PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $109.99
price for USA in USD
  • ISBN 978-3-319-97222-0
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
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Bibliographic Information

Bibliographic Information
Book Title
Macroeconomic Survey Expectations
Authors
Series Title
Palgrave Texts in Econometrics
Copyright
2019
Publisher
Palgrave Macmillan
Copyright Holder
The Editor(s) and The Author(s)
eBook ISBN
978-3-319-97223-7
DOI
10.1007/978-3-319-97223-7
Hardcover ISBN
978-3-319-97222-0
Edition Number
1
Number of Pages
XVI, 196
Number of Illustrations
3 b/w illustrations, 2 illustrations in colour
Topics