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Year of publication
Subject
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Adaptive Erwartungen 424 Adaptive expectations 424 Theorie 292 Theory 284 Lernprozess 166 Learning process 160 Rationale Erwartung 153 Rational expectations 146 Erwartungsbildung 93 Expectation formation 91 Geldpolitik 72 Monetary policy 70 Inflationserwartung 61 Inflation expectations 59 Begrenzte Rationalität 48 Bounded rationality 48 Neoclassical synthesis 36 Neoklassische Synthese 36 Learning 34 Lernen 34 Prognoseverfahren 33 Forecasting model 31 Dynamisches Gleichgewicht 28 Dynamic equilibrium 26 Schätzung 25 Adaptive Erwartung 24 Börsenkurs 24 Estimation 24 USA 24 United States 24 Anlageverhalten 23 Behavioural finance 23 Share price 23 Adaptive learning 20 Wechselkurs 20 adaptive learning 19 CAPM 18 Exchange rate 17 Inflation 17 Behavioral economics 16
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Online availability
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Free 172 Undetermined 71 CC license 1
Type of publication
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Book / Working Paper 247 Article 199
Type of publication (narrower categories)
All
Article in journal 164 Aufsatz in Zeitschrift 164 Working Paper 144 Graue Literatur 137 Non-commercial literature 137 Arbeitspapier 132 Aufsatz im Buch 29 Book section 29 Hochschulschrift 9 Thesis 7 Case study 4 Fallstudie 4 Collection of articles written by one author 3 Conference paper 3 Konferenzbeitrag 3 Sammlung 3 Article 2 Collection of articles of several authors 2 Mehrbändiges Werk 2 Multi-volume publication 2 Sammelwerk 2 Systematic review 2 Übersichtsarbeit 2 Amtsdruckschrift 1 Aufsatzsammlung 1 Bibliografie enthalten 1 Bibliography included 1 Dissertation u.a. Prüfungsschriften 1 Forschungsbericht 1 Glossar enthalten 1 Glossary included 1 Government document 1 Lehrbuch 1 Textbook 1
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Language
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English 432 German 10 French 1 Polish 1 Russian 1 Spanish 1
Author
All
Honkapohja, Seppo 58 Evans, George W. 54 Mitra, Kaushik 34 Shleifer, Andrei 23 Gennaioli, Nicola 15 Hommes, Cars H. 15 McGough, Bruce 13 Santoro, Sergio 12 Branch, William A. 11 Barberis, Nicholas 8 Greenwood, Robin 8 Smets, Frank 8 Vestin, David 8 Molnár, Krisztina 7 Turunen-Red, Arja H. 7 Vishny, Robert W. 7 Woodland, Alan D. 7 Berardi, Michele 6 Brock, William A. 6 Carlson, John B. 6 Fanelli, Luca 6 Gaspar, Vítor 6 Huang, Kevin X. D. 6 Jin, Lawrence 6 Liu, Zheng 6 Ma, Yueran 6 Milani, Fabio 6 Palestrini, Antonio 6 Galimberti, Jaqueson K. 5 Gallegati, Mauro 5 Gasteiger, Emanuel 5 Gertler, Mark 5 Zha, Tao 5 Chen, Shu-Heng 4 Gundermann, Marco 4 Guse, Eran A. 4 Heinemann, Maik 4 Markiewicz, Agnieszka 4 Morales-Arias, Leonardo 4 Pearlman, Joseph 4
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Institution
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National Bureau of Economic Research 7 Federal Reserve Bank of Cleveland 2 Wirtschaftsuniversität <Wien> 2 Brown University / Department of Economics 1 Ekonomiska forskningsinstitutet <Stockholm> 1 Escola de Pós-Graduação em Economia <Rio de Janeiro> 1 European University Institute / Department of Economics 1 Helmholtz-Zentrum für Umweltforschung 1 Institute of Finance and Accounting <London> 1 Kansantaloustieteen Laitos <Helsinki> 1 Max-Planck-Institut für Ökonomik <Jena> / Abteilung Strategische Interaktion 1 Scuola superiore Sant'Anna di studi universitari e di perfezionamento / Laboratory of Economics and Management 1 Uniwersytet Warszawski / Wydział Nauk Ekonomicznych 1
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Published in...
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Journal of economic dynamics & control 15 Bank of Finland Research Discussion Paper 10 Discussion paper / Centre for Economic Policy Research 10 Macroeconomic dynamics 10 Bank of Finland research discussion papers 8 CDMA working paper series 8 Decision making under deep uncertainty : from theory to practice 8 Journal of economic behavior & organization : JEBO 8 Economics letters 7 Journal of macroeconomics 7 NBER working paper series 7 Working paper / National Bureau of Economic Research, Inc. 7 Discussion paper / Tinbergen Institute 6 NBER Working Paper 6 European economic review : EER 5 DSGE models in macroeconomics : estimation, evaluation, and new developments 4 CESifo Working Paper 3 CESifo working papers 3 ECB Working Paper 3 Expectations in monetary and fiscal policy 3 Journal of financial economics 3 Journal of monetary economics 3 Journal of money, credit and banking : JMCB 3 The economic journal : the journal of the Royal Economic Society 3 The review of financial studies 3 University of Oregon Economics Department working papers 3 Working paper / Social Systems Research Institute, University of Wisconsin-Madison 3 Applied economics letters 2 CAMA working paper series 2 CESifo Working Paper Series 2 CREDIT research paper 2 Department of Economics discussion paper series / University of Oxford 2 Discussion paper / Central Bureau voor de Statistiek 2 Discussion paper / Centre for Economic Forecasting 2 Discussion paper series 2 Discussion papers / CEPR 2 Discussion papers / Department of Economics, University of Helsinki 2 Diskussionsarbeit 2 ECON WPS : working papers in economic theory and policy 2 Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics 2
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Source
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ECONIS (ZBW) 427 EconStor 14 USB Cologne (business full texts) 3 USB Cologne (EcoSocSci) 2
Showing 1 - 50 of 446
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Survey expectations, adaptive learning and inflation dynamics
Rychalovska, Yuliya; Slobodyan, Sergey; Wouters, Rafael - 2024
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014545353
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Adaptive Learning in Nonlinear Models
Higgins, Richard - 2023
Two separate branches of research have shown the empirical benefits of nonlinearities in macroeconomic models and bounded rationality, respectively. This paper bridges these literatures by developing a methodology for estimating DSGE models when expectations are formed by adaptive learning...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014353861
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A short history in defence of adaptive learning
Eusepi, Stefano; Preston, Bruce - 2023
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Expectations and stock market in Nepal
Sedhain, Roshan; Shijin, S. - In: Vision : the journal of business perspective 27 (2023) 5, pp. 671-679
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014433467
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Professional survey forecasts and expectations in DSGE models
Rychalovska, Yuliya; Slobodyan, Sergey; Wouters, Rafael - 2023
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014433498
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DSGE Model Forecasting : Rational Expectations vs. Adaptive Learning
Warne, Anders - 2023
This paper compares within-sample and out-of-sample fit of a DSGE model with rational expectations to a model with adaptive learning. The Galí, Smets and Wouters model is the chosen laboratory using quarterly real-time euro area data vintages, covering 2001Q1–2019Q4. The adaptive learning...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014258211
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Senior bank loan officers' expectations for loan demand : a note
Anastasiou, Dimitris; Khurramovich, Khudoykulov Khurshid; … - In: Cogent business & management 10 (2023) 1, pp. 1-13
We employ senior bank loan officers' responses regarding actual and expected loan demand from enterprises linking successive surveys to determine the dominant expectation formation mechanism that best describes European senior bank loan officers' expectations. Our findings suggest that the...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014466505
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Recidivism and Adaptive Expectation
Ramanambonona, Ambinintsoa - 2023
The article argues that adaptive expectations play a role in deterrence and punishment by suggesting that offenders who have experienced the punishment before may expect a hight level of punishment if caught again. Therefore, punishing repeat offenders more severely than first-time offenders can...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014348027
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Stock return extrapolation, option prices, and variance risk premium
Atmaz, Adem - In: The review of financial studies 35 (2022) 3, pp. 1348-1393
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The return expectations of public pension funds
Andonov, Aleksandar; Rauh, Joshua - In: The review of financial studies 35 (2022) 8, pp. 3777-3822
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Expectations, stagnation, and fiscal policy : a nonlinear analysis
Evans, George W.; Honkapohja, Seppo; Mitra, Kaushik - In: International economic review 63 (2022) 3, pp. 1397-1425
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Limits on Regret as a Tool for Incentive Design
Araújo, Felipe Augusto de; Imas, Alex; Wilson, Alistair J. - National Bureau of Economic Research - 2024
We demonstrate the pitfalls when extrapolating behavioral findings across different contexts and decision environments. We focus on regret theory and the use of "regret lotteries" for motivating behavior change. Here, findings from one-shot settings have been used to promote regret as a tool to...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014635722
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Adaptive Agents May Be Smarter than You Think : Unbiasedness in Adaptive Expectations
Palestrini, Antonio; Gallegati, Mauro; Delli Gatti, Domenico - 2021
Agents forming adaptive expectations generally make systematic mistakes. This characterization has fostered the rejection of adaptive expectations in macroeconomics. Experimental evidence, however, shows that in complex environments human subjects frequently rely on adaptive heuristics –...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013217385
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Initial beliefs uncertainty
Galimberti, Jaqueson K. - 2021
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012632113
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Adaptive agents may be smarter than you think : unbiasedness in adaptive expectations
Palestrini, Antonio; Delli Gatti, Domenico; Gallegati, Mauro - 2021
Agents forming adaptive expectations generally make systematic mistakes. This characterization has fostered the rejection of adaptive expectations in macroeconomics. Experimental evidence, however, shows that in complex environments human subjects frequently rely on adaptive heuristics –...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012599034
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Initial beliefs uncertainty and information weighting in the estimation of models with adaptive learning
Galimberti, Jaqueson K. - 2021
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Precautionary saving and un-anchored expectations
Grimaud, Alex - 2021
This paper investigates monetary policy in a heterogeneous agent new Keynesian (HANK) model where agents face idiosyncratic income risk and use adaptive learning in order to form their expectations. Households experience different histories and observe different idiosyncratic variables. This...
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Adaptive Learning, Persistence, and Optimal Monetary Policy
Gaspar, Vítor; Smets, Frank; Vestin, David - 2021
We show that, when private sector expectations are determined in line with adaptive learning, optimal policy responds persistently to cost-push shocks. The optimal response is stronger and more persistent, the higher is the initial level of perceived inflation persistence by the private sector....
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013317572
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Performance of Monetary Policy with Internal Central Bank Forecasting
Honkapohja, Seppo; Mitra, Kaushik - 2021
Recent models of monetary policy have analyzed the desirability of different optimal and ad hoc interest rules under the restrictive assumption that forecasts of the private sector and the central bank are homogenous. In this paper, we study the implications of heterogeneity in forecasts of the...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013320251
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Bayesian forecasting of US recessions using new Keynesian models with heterogeneous expectations
Elias, Christopher J. - In: Applied economics letters 30 (2023) 9, pp. 1218-1221
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Endogenously (non-)Ricardian beliefs
Branch, William A.; Gasteiger, Emanuel - 2019
This paper develops a theory of endogenously (non-)Ricardian beliefs. That is, whether Ricardian Equivalence holds in an equilibrium depends on endogenous private sector beliefs. The novelty here is a restricted perceptions viewpoint: in complex forecasting environments, agents forecast...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011988962
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An approximation of the distribution of learning estimates in macroeconomic models
Galimberti, Jaqueson K. - 2019
Adaptive learning under constant-gain allows persistent deviations of beliefs from equilibrium so as to more realistically reflect agents' attempt of tracking the continuous evolution of the economy. A characterization of these beliefs is therefore paramount to a proper understanding of the role...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011997475
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Econometric models of inflation in Brazil : structuralists, monetarists and rational expectations approachs, 1995-2017
Carvalho, Andre Cutrim; Carvalho, David Ferreira - In: Applied econometrics and international development 19 (2019) 2, pp. 91-106
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012207276
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Adaptive learning with heterogeneous expectations in an estimated medium-scale New Keynesian model
Elias, Christopher J. - In: Journal of macroeconomics 71 (2022), pp. 1-29
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013328026
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Learning with unobserved regimes
Cone, Thomas E. - In: Journal of macroeconomics 73 (2022), pp. 1-19
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013443877
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A volatility model based on adaptive expectations : an improvement on the rational expectations model
Yao, Yuan; Zhao, Yang; Li, Yan - In: International review of financial analysis 82 (2022), pp. 1-20
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013431245
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Bayesian estimation of a small-scale New Keynesian model with heterogeneous expectations
Elias, Christopher J. - In: Macroeconomic dynamics 26 (2022) 4, pp. 920-944
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013270222
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Asymmetric Attention
Kohlhas, Alexandre - 2018
We document simultaneous over- and under-responses to new information by households, firms, and professional forecasters in survey data. Such behavior is inconsistent with existing theories based on either behavioral bias or rational inattention. We develop a structural model of information...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012921868
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Growth, Expectations and Tariffs
Honkapohja, Seppo - 2018
We study a many-country endogenous growth model in which decisions about innovation and new investment are influenced by growth expectations. Adaptive learning dynamics determine the country-specific short-run transition paths. The countries differ in basic structural parameters and may impose...
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Adaptive Expectations and Commodity Risk Premia
Bianchi, Daniele - 2018
We investigate the determinants of the commodity (ex-ante) risk premia for different maturities through the lens of a model of adaptive learning in which expected future spot prices are revised based on past prediction errors and changes in economic fundamentals. The main results show that risk...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012936088
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Information and expectations in policy-making : Friedman’s changing approaches to macroeconomic dynamics
Rivot, Sylvie - In: Revue d'économie politique 131 (2021) 3, pp. 531-556
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Adaptive learning with term structure information
Vázquez, Jesús; Aguilar, Pablo - In: European economic review : EER 134 (2021), pp. 1-16
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012694439
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Adaptive expectations and commodity risk premiums
Bianchi, Daniele - In: Journal of economic dynamics & control 124 (2021), pp. 1-22
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Adaptive learning and macroeconomic policy in DSGE models
Özden, Tolga - 2021
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012543564
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Asymmetric attention
Kohlhas, Alexandre N.; Walther, Ansgar - In: American economic review 111 (2021) 9, pp. 2879-2925
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012614345
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When a boundedly rational monopolist meets consumers with reference dependent preferences
Tramontana, Fabio - In: Journal of economic behavior & organization : JEBO 184 (2021), pp. 30-45
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012600843
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Testing the properties of financial analysts' predictions of future spot exchange rates (example of CZK/EUR)
Mandel, Martin; Vejmělek, Jan - In: Finance a úvěr 71 (2021) 1, pp. 33-51
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Rethinking the Power of Forward Guidance : Lessons from Japan
Gertler, Mark - 2017
In the spring of 2013 the Bank of Japan introduced a state-of-the-art monetary policy which included among other things inflation targeting and aggressive use of forward guidance. In contrast to the predictions of conventional macroeconomic theory, these policies have had only very limited...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012949413
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Rethinking the power of forward guidance : lessons from Japan
Gertler, Mark - 2017
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011732289
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Rethinking the Power of Forward Guidance : Lessons from Japan
Gertler, Mark - 2017
In the spring of 2013 the Bank of Japan introduced a state-of-the-art monetary policy which included among other things inflation targeting and aggressive use of forward guidance. In contrast to the predictions of conventional macroeconomic theory, these policies have had only very limited...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012454975
Saved in:
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Rethinking the power of forward guidance : lessons from Japan
Gertler, Mark - 2017
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013273248
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Fiscal Policy and Learning
Mitra, Kaushik - 2017
Using the standard real business cycle model with lump-sum taxes, we analyze the impact of fiscal policy when agents form expectations using adaptive learning rather than rational expectations (RE). The output multipliers for government purchases are significantly higher under learning, and fall...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012941780
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Expectations, stagnation and fiscal policy
Evans, George W.; Honkapohja, Seppo; Mitra, Kaushik - 2016
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011524414
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On the initialization of adaptive learning in macroeconomic models
Berardi, Michele; Galimberti, Jaqueson K. - 2016
We review and evaluate methods previously adopted in the applied literature of adaptive learning in order to initialize agents' beliefs. Previous methods are classified into three broad classes: equilibrium-related, training sample-based, and estimation-based. We conduct several simulations...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011573204
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Adaptive learning and labour market dynamics
Di Pace, Federico; Mitra, Kaushik; Zhang, Shoujian - 2016
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011581581
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Expectations and investment
Gennaioli, Nicola; Ma, Yueran; Shleifer, Andrei - 2016
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011533620
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Expectations and Investment
Gennaioli, Nicola - 2016
Using micro data from the Duke University quarterly survey of Chief Financial Officers, we show that corporate investment plans as well as actual investment are well explained by CFOs' expectations of earnings growth. The information in expectations data is not subsumed by traditional variables,...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012989889
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Expectations and the Stability Problem for Optimal Monetary Policies
Honkapohja, Seppo - 2016
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012991311
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Extrapolation and Bubbles
Barberis, Nicholas - 2016
We present an extrapolative model of bubbles. In the model, many investors form their demand for a risky asset by weighing two signals—an average of the asset's past price changes and the asset's degree of overvaluation. The two signals are in conflict, and investors “waver” over time in...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012999974
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Expectations, Stagnation and Fiscal Policy
Evans, George W. - 2016
Stagnation as the new norm and fiscal policy are examined in a New Keynesian model with adaptive learning determining expectations. We impose inflation and consumption lower bounds, which can be relevant when agents are pessimistic. The inflation target is locally stable under learning....
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012985175
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