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The Rationality of ‚Rational Expectations‘

Year:    1983

Author:    Machlup, Fritz

Credit and Capital Markets – Kredit und Kapital, Vol. 16 (1983), Iss. 2 : pp. 172–183

Abstract

The Rationality of ‘Rational Expectations’

Whereas the construct “equilibrium of expectations” and the notions of “induced revisions of expectations” and “convergence of expectations” are useful in the analysis of adjustment processes, the strong form of “rational expectations” is found to be an untenable hypothesis. That anticipated changes in policy may have no effects on production is not questioned, but the explanation by hypothesizing identical interpretations of all available information on the basis of identical theories entertained by all agents and analysts is unacceptable. The auxiliary hypothesis that economic agents, public and private, can derive rational expectations from consulting statistical time series and relying on statistical averages is equally irrational.

Journal Article Details

Publisher Name:    Global Science Press

Language:    Multiple languages

DOI:    https://doi.org/10.3790/ccm.16.2.172

Credit and Capital Markets – Kredit und Kapital, Vol. 16 (1983), Iss. 2 : pp. 172–183

Published online:    1983-02

AMS Subject Headings:    Duncker & Humblot

Copyright:    COPYRIGHT: © Global Science Press

Pages:    12

Author Details

Machlup, Fritz

  1. The Early History of Rational and Implicit Expectations

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