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Learning in macroeconomic models

Milani, Fabio - 2006

Persistent link: https://www.econbiz.de/10003908173

The impact of foreign stock markets on macroeconomic dynamics in open economies : a structural estimation

Milani, Fabio - In: Journal of international money and finance 30 (2011) 1, pp. 111-129

Persistent link: https://www.econbiz.de/10009268861

Learning, monetary policy rules, and macroeconomic stability

Milani, Fabio - In: Journal of economic dynamics & control 32 (2008) 10, pp. 3148-3165

Persistent link: https://www.econbiz.de/10003775528

Expectations, learning and macroeconomic persistence

Milani, Fabio - In: Journal of monetary economics 54 (2007) 7, pp. 2065-2082

Persistent link: https://www.econbiz.de/10003557207

Sentiment and the U.S. business cycle

Milani, Fabio - In: Journal of economic dynamics & control 82 (2017), pp. 289-311

Persistent link: https://www.econbiz.de/10011915573

Learning about the interdependence between the macroeconomy and the stock market

Milani, Fabio - In: International review of economics & finance : IREF 49 (2017), pp. 223-242

Persistent link: https://www.econbiz.de/10011748427

Expectation shocks and learning as drivers of the business cycle

Milani, Fabio - In: The economic journal : the journal of the Royal … 121 (2011) 552, pp. 379-401

Persistent link: https://www.econbiz.de/10009312178

Expectation Formation and Monetary DSGE Models: Beyond the Rational Expectations Paradigm

Milani, Fabio; Rajbhandari, Ashish - Department of Economics, University of California-Irvine - 2012

Empirical work in macroeconomics almost universally relies on the hypothesis of rational expectations. This paper departs from the literature by considering a variety of alternative expectations formation models. We study the econometric properties of a popular New Keynesian monetary DSGE model...

Persistent link: https://www.econbiz.de/10010959982

The Misspecification of Expectations in New Keynesian Models : A DSGE-VAR Approach

Cole, Stephen J. - 2016

This paper tests the ability of popular New Keynesian models, which are traditionally used to study monetary policy and business cycles, to match the data regarding a key channel for monetary transmission: the dynamic interactions between macroeconomic variables and their corresponding...

Persistent link: https://www.econbiz.de/10012979607

The misspecification of expectations in New Keynesian models : a DSGE-VAR approach

Cole, Stephen J.; Milani, Fabio - 2016

Persistent link: https://www.econbiz.de/10011541080