Three Essays on the Econometrics of Survey Expectations Data This dissertation consists of three essays that have a common focus on the econometrics of survey expectations data. Such data play a crucial role in economics. First as most decisions depend on expectations these data facilitate a better understanding of economic dynamics. Second survey data provide information that is otherwise unavailable e.g. the economic expectations of professional forecasters or firms hiring investment and production activities. This thesis contributes to the relevant literature by considering novel aspects in the measurement of expectations and by proposing a new approach to exploit survey expectations data in forecasting.