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Price structure information, ex-ante rational expectations, and policy neutrality: An optimization approach

✍ Scribed by Hiroaki Hayakawa

Book ID
113247875
Publisher
Elsevier Science
Year
1988
Tongue
English
Weight
911 KB
Volume
10
Category
Article
ISSN
0164-0704

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## Abstract A statistically optimal inference about agents' __ex ante__ price expectations within the US broiler market is derived using futures prices of related commodities along with a quasi‐rational forecasting regression equation. The modelling approach, which builds on a Hamilton‐type framewo