The Carlson-Parkin method applied to NZ price expectations using QSBO survey data

被引：21
|
作者：
Balcombe, K
机构：
[1] Department of Agricultural Economics, Wye College, University of London, Wye
来源：
ECONOMICS LETTERS | 1996年 / 51卷 / 01期
关键词：
expectations; inflation; survey;
D O I：
10.1016/0165-1765(95)00799-7
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
The standard Carlson-Parkin (Economica, 1975, 42, 123-138) method is used to estimate the parameters of producers' prices expectations. Non-nested tests suggest that the Carlson-Parkin method is superior to the use of the simple balance statistic. A non-linear extension of the Carlson-Parkin technique is estimated, and no evidence is found to support the hypothesis that producers' price expectations are drawn from skewed or kurtotic distributions.
引用
收藏
页码：51 / 57
页数：7
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