首页   按字顺浏览 期刊浏览 卷期浏览 Are Price Expectations Normally Distributed?
Are Price Expectations Normally Distributed?

 

作者: JohnA. Carlson,  

 

期刊: Journal of the American Statistical Association  (Taylor Available online 1975)
卷期: Volume 70, issue 352  

页码: 749-754

 

ISSN:0162-1459

 

年代: 1975

 

DOI:10.1080/01621459.1975.10480299

 

出版商: Taylor & Francis Group

 

数据来源: Taylor

 

摘要:

Livingston survey data from 1958 to 1971 are used to test the hypothesis that price expectations are normally distributed across the respondents to each survey. If the forecasts of the CPI and WPI are grouped around integers, chi-square tests indicate that normality is not a bad hypothesis. On balance, however, the sample distributions are skewed to the right and more peaked than the normal. Other distributions were therefore tried and even better fits obtained with a scaled logt-distribution.

 

点击下载:  PDF (637KB)



返 回