Czasopismo
Tytuł artykułu
Autorzy
Warianty tytułu
Języki publikacji
Abstrakty
Authors propose to extend the standard analysis of rationality of expectations expressed in business tendency surveys by taking consequences of item non-response into consideration.
Rocznik
Strony
42--59
Opis fizyczny
Twórcy
autor
- Warsaw School of Economics, Poland
autor
- University of Economics in Katowice, Poland
Bibliografia
- Bound J., Brown C., Mathiowetz N. (2001): Measurement Error in Survey Data. [in:] Handbook of Econometrics. J.J. Heckman, E.E. Leamer (eds). Vol. 5. North Holland, Amsterdam.
- Donzè L. (2000): Imputation to Correct the Item Nonresponse for the KOF/ETHZ-Innovation Survey 1999. 25th CIRET Conference Proceedings, Paris.
- Gourieroux C., Pradel J. (1986): Direct Test of the Rational Expectations Hypothesis. "European Economic Review", Vol. 30, pp. 265-284.
- Kordos J. (1988): Jakość danych statystycznych. PWE, Warszawa.
- Little R., Rubin D. (2002): Statistical Analysis with Missing Data. Wiley Series in Probability and Mathematical Statistics, New Jersey.
- Longford, N. (2005): Missing Data and Small-Area Estimation. Springer Science-Business Media, New York.
- Łyziak T. (2003): Consumer Inflation Expectations in Poland. "Working Paper", No. 287, ECB, Frankfurt.
- Marsh L. (2000): Correcting for Missing Discrete Responses in Business Surveys. Statistics and Data Analysis, Paper No. 269-25, http://www2.sas.com/pro-ceedings/sugi25/25/st/25p269.pdf.
- Muth J. (1961): Rational Expectations and the Theory of Price Movement. "Econometrica", Vol. 29, pp. 315-335.
- Osińska M. (2000): Ekonometryczne modelowanie oczekiwań gospodarczych. Wydawnictwo Uniwersytetu Mikołaja Kopernika, Toruń.
- Pesaran M. (1989): The Limits to Rational Expectations. Basil Blackwell, Oxford.
- RIED (2008). Business Survey. May, Research Institute for Economic Development, Warsaw School of Economics, Warsaw.
- Rubin D. (2004): Multiple Imputation for Nonresponse in Surveys. Wiley, New York.
- Särndal C., Swensson В., Wretman J. (1992): Model Assisted Survey Sampling. Springer Verlag, New York.
- Shiller R. (1978): Rational Expectations and the Dynamics Structure of Macroeconomic Models: A Critical Review. "Journal of Monetary Economics", Vol. 4, pp. 1-44.
- Tomczyk E. (2004): Racjonalność oczekiwań. Metody i analiza danych jakościowych. "Monografie i Opracowania", nr 529, SGH, Warszawa.
- Utsunomiya K., Sonoda K. (2002): Methodology for Handling Missing Values in TANKAN. 26th CIRET Conference, Taipei.
- Wang, H. (2004): Non-response in the Norwegian Business Tendency Survey. "Department of Economic Statistic Document", No. 3, Statistics Norway, http://www.ssb.no/english/subjects/08/05/10/doc_200403_en/doc_200403_en.pdf.
Typ dokumentu
Bibliografia
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Identyfikator YADDA
bwmeta1.element.ekon-element-000171202061