Simas Kučinskas
Datos Biográficos
| ID | 5737255 |
|---|---|
| NOMBRE | Simas Kučinskas |
| NOMBRES | Simas |
| APELLIDO | Kučinskas |
| FIRMA | KUČINSKAS S |
| AFILIACIONES | Humboldt University of Berlin , Germany |
| ORCID | 0000-0003-4772-9424 |
| VERIFICADO | Sí |
| TOTAL DE OBRAS | 2 |
| TOTAL DE CITAS | 0 |
| TOTAL COMO AUTOR | 2 |
| TOTAL COMO EDITOR | 0 |
| PRIMER AÑO DE PUBLICACIÓN | 2024 |
| AÑO MÁS RECIENTE DE PUBLICACIÓN | 2024 |
| ÍNDICE H | 0 |
Measuring Under- and Overreaction in Expectation Formation
We develop a framework for measuring under- and overreaction in expectation formation. The basic insight is that under- and overreaction to new information is identified (up to sign) by the impulse response function of forecast errors. Our measurement procedure yields estimates of under- and overreaction to different shocks at various horizons. In an application to inflation expectations, we find that forecasters underreact to aggregate shocks bu…
Expectation Formation with Correlated Variables
We experimentally study how people form expectations about correlated variables. Subjects forecast a time-series variable A. In treatment Baseline, subjects only observe past values of A. In treatment Correlated, they additionally observe a correlated variable B; A is equally predictable and has the same univariate properties in both treatments. Subjects are significantly less accurate and underreact more in Correlated, inconsistent with Bayesian…
Sin obras prominentes en esta página.
Measuring Under- and Overreaction in Expectation Formation
We develop a framework for measuring under- and overreaction in expectation formation. The basic insight is that under- and overreaction to new information is identified (up to sign) by the impulse response function of forecast errors. Our measurement procedure yields estimates of under- and overreaction to different shocks at various horizons. In an application to inflation expectations, we find that forecasters underreact to aggregate shocks bu…
Expectation Formation with Correlated Variables
We experimentally study how people form expectations about correlated variables. Subjects forecast a time-series variable A. In treatment Baseline, subjects only observe past values of A. In treatment Correlated, they additionally observe a correlated variable B; A is equally predictable and has the same univariate properties in both treatments. Subjects are significantly less accurate and underreact more in Correlated, inconsistent with Bayesian…
Econometrics (2 obras) · Mathematics (2 obras) · Aggregate (composite) (1 obras) · Correlation (1 obras) · Decision-Making and Behavioral Economics (1 obras) · Economics (1 obras) · Experimental Behavioral Economics Studies (1 obras) · Financial Markets and Investment Strategies (1 obras) · Forecasting Techniques and Applications (1 obras) · Impulse response (1 obras)