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Monetary policy, endogenous inattention, and the volatility trade-off

Branch, William A.; Carlson, John B.; Evans, George W.; … - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002550213

Chapter 1. Heterogeneous Expectations and Micro-Foundations in Macroeconomics

Branch, William A.; McGough, Bruce - In: Handbook of computational economics : Volume 4: …, (pp. 3-62). 2018

This chapter provides an overview of recent models of heterogeneous expectations in macroeconomics. We begin with a description of household behavior in an environment with features common to many models in asset pricing, monetary theory, and New Keynesian macroeconomics. We demonstrate issues...

Persistent link: https://www.econbiz.de/10014024354

Dynamic predictor selection in a new Keynesian model with heterogeneous expectations

Branch, William A.; McGough, Bruce - In: Journal of economic dynamics & control 34 (2010) 8, pp. 1492-1508

Persistent link: https://www.econbiz.de/10008664725

Monetary policy, endogeneous inattention and the volatility trade-off

Branch, William A.; Carlson, John B.; Evans, George W.; … - In: The economic journal : the journal of the Royal … 119 (2009), pp. 123-157

Persistent link: https://www.econbiz.de/10003805228

Heterogeneous beliefs and trading inefficiencies

Branch, William A.; McGough, Bruce - In: Journal of economic theory 163 (2016), pp. 786-818

Persistent link: https://www.econbiz.de/10011593570

Heteregeneous expectations and micro-foundations im macroeconomics

Branch, William A.; McGough, Bruce - 2018

Persistent link: https://www.econbiz.de/10011871928

New Keynesian model with heterogeneous expectations

Branch, William A.; McGough, Bruce - In: Journal of economic dynamics & control 33 (2009) 5, pp. 1036-1051

Persistent link: https://www.econbiz.de/10003844165

A simple recursive forecasting model

Branch, William A.; Evans, George W. - In: Economics letters 91 (2006) 2, pp. 158-166

Persistent link: https://www.econbiz.de/10003327814

Intrinsic heterogeneity in expectation formation

Branch, William A.; Evans, George W. - In: Journal of economic theory 127 (2006) 1, pp. 264-295

Persistent link: https://www.econbiz.de/10003300590

Asset return dynamics and learning

Branch, William A. (contributor); … - 2006

Persistent link: https://www.econbiz.de/10003432584