理性预期的缺陷

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理性预期的缺陷有哪些？现实生活中，不同的人会有不同的预期，有时是截然相反的。比如当下人们对下半年的通货膨胀预期莫衷一是。又如技术分析人员对某一价格预测继续上涨，而基本面分析者认为已偏离均衡均衡，价格会下降。两者在媒体上发布不同的报告，也会造成大众的思维混乱。宏观太杂，费时间，学业不精，请各位前辈指点！

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关键词：理性预期 通货膨胀预期 基本面分析 技术分析 价格预测 理性 缺陷

楼主有此疑惑，关键还是没理解“什么叫理性预期理论”。

理想预期理论好像是在讲菲利普斯曲线的时候提到的，说是要是理想预期的话 降低通货膨胀的成本为零 2# 猫爪

2# 猫爪

前辈多指教！我的想法错在哪里~自己确实没理解

不管怎么说理性预期肯定存在缺陷

Firstly, you should understand that the concept of  rational expectaion is just a important assumption in economics, since it is just an assumption, it is obvious that it may contradicte with our normal life. You could not say that the models based on this assumption are wrong as they the logic behind the theory is consistent.

As for the datail of rational expectations, we could define the expectations as being identical to the optimal forcast that uses all available information.

There are many famous models applied the concept to set the models, such as the Lucas supply curve, while the concept was firstly denoted by Muth 1961, if you want to know the detail of it, you could read the papers, Lucas 1972 JET and Sargent, Thomas J. and Neil Wallace 1973 Econometrica
5# dieme

没明白 自己顶下

Pierobust has described it quite well. Unfortunately, it is not a concept that can be completely expressed in word. The best way to study it may be to think of some economic models, such as Ramsey.  When you try to understand how could be the saddle point  the steady state, you may be touched.

dieme 发表于 2009-8-6 23:56
2# 猫爪

前辈多指教！我的想法错在哪里~自己确实没理解

理性预期：理性预期的思想最初由美国经济学家J.F.穆思在《合理预期和价格变动理论》一文中针对适应性预期（Adaptive expectations）中的非最优特性而提出的，70年代由芝加哥大学的R.E.卢卡斯和明尼苏达大学的T.J.萨金特和N.华莱士等人作出了进一步发展，并逐渐形成理性预期学派。

理性预期假说（Rational Expectation Hypothesis）：指经济分析中假定经济行为的主体对未来事件的“预期”是合乎理性的。如果人们是理性的，那么他们会最大限度的充分利用所得到的信息来作出行动而不会犯系统性的错误，因此，平均地来说，人们的预期应该是准确的。

所以，理性预期的本质是，市场参与者拥有关于经济体系的一些经济信念，可以把他感兴趣的内生变量与外生变量联系起来。理性预期本质上是一个均衡概念,而不仅仅是指个人行为的理性假设，只有与市场均衡融合在一起时才能正确地理解理性预期以及理性预期均衡。

leefey 发表于 2009-8-12 14:26
Pierobust has described it quite well. Unfortunately, it is not a concept that can be completely expressed in word. The best way to study it may be to think of some economic models, such as Ramsey.  When you try to understand how could be the saddle point  the steady state, you may be touched.

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