Archived posting to the Leica Users Group, 2005/02/25

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Subject: [Leica] Re: Rational Expectations (WAS: News From a Leica Insider)
From: nathan.wajsman at planet.nl (Nathan Wajsman)
Date: Fri Feb 25 23:15:09 2005
References: <5e73075e37b8.5e37b85e7307@shaw.ca>

Well, I am an economist, so here is a lecture. RE does not say that all 
rumours become self-fulfilling prophecies. It does say that in a 
competitive market like the stock market, all relevant information is 
already incorporated into the prices, and so the only way to beat the 
market in the long run is to have information not available to the 
market (in the short run, you can of course get lucky or unlucky, but 
that is merely statistical variation). In macroeconomics, the extreme 
version of the theory implies that fiscal and monetary policies have no 
effect because people will foresee the consequences and adjust their 
behaviour to negate the effects of the policies. Like most extreme 
theories, it does not hold in the real world but does contain an element 
of truth. The most prominent exponent of rational expectations is/was (I 
am not sure if he is still alive) Robert Barro at the University of Chicago.

Nathan

GREG LORENZO wrote:

>>Do you have Economics training?  They used to call that the 
>>Ratioal Expectations Theory.
>>
> 
> In the real world it is known as rumour mongering.
> 
> Regards,
> 
> Greg
> 
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> 
> 

-- 
Nathan Wajsman
Almere, The Netherlands

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In reply to: Message from gregj.lorenzo at shaw.ca (GREG LORENZO) ([Leica] News From a Leica Insider)