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Year of publication
Subject
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Bayesian econometrics 1 Econometrics 1 Forecasting the forecasts of others 1 Forecasting-the-forecasts 1 Frequency domain 1 Imperfect common knowledge 1 Kalman filter 1 Macroeconomics 1 Market microstructure finance 1 Speculation 1 Stationary linear equilibrium 1 forecasting the forecasts of others 1 higher order beliefs 1 monetary policy and beliefs 1 persistent real effects of nominal shocks 1 pooling equilibrium 1 rational inattention 1 recursive methods 1
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Online availability
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Undetermined 2 Free 1
Type of publication
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Article 2 Other 1
Language
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Undetermined 3
Author
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Bernhardt, Dan 1 Melosi, Leonardo 1 Pearlman, Joseph G. 1 Sargent, Thomas J. 1 Seiler, P. 1 Taub, B. 1
Published in...
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Economic Theory 1 Review of Economic Dynamics 1
Source
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RePEc 2 BASE 1
Showing 1 - 3 of 3
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Essays on the Macroeconomics of Incomplete Information
Melosi, Leonardo - 2010
' "forecasting the forecasts of others" can produce realistic dynamics of model variables, with associated highly persistent real …
Persistent link: https://www.econbiz.de/10009438812
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Speculative dynamics
Bernhardt, Dan; Seiler, P.; Taub, B. - In: Economic Theory 44 (2010) 1, pp. 1-52
Persistent link: https://www.econbiz.de/10008486597
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Knowing the Forecasts of Others
Pearlman, Joseph G.; Sargent, Thomas J. - In: Review of Economic Dynamics 8 (2005) 2, pp. 480-497
Townsend's models of 'forecasting the forecasts of others'. The equilibrium has the property that decision makers make common …
Persistent link: https://www.econbiz.de/10005069607
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