Heuristic Expectation Formation And Business Cycles: A Simple Linear Model
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DOI: 10.1111/j.1467-999X.2007.00290.x
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References listed on IDEAS
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"Testing fundamentalist–momentum trader financial cycles: An empirical analysis via the Kalman filter,"
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- Filippo Gusella & Engelbert Stockhammer, 2020. "Testing fundamentalist-momentum trader financial cycles. An empirical analysis via the Kalman filter," Working Papers PKWP2009, Post Keynesian Economics Society (PKES).
- Sordi, Serena & Vercelli, Alessandro, 2012.
"Heterogeneous expectations and strong uncertainty in a Minskyian model of financial fluctuations,"
Journal of Economic Behavior & Organization, Elsevier, vol. 83(3), pages 544-557.
- Serena Sordi & Alessandro Vercelli, 2010. "Heterogeneous expectations and strong uncertainty in a Minskyian model of financial fluctuations," Department of Economic Policy, Finance and Development (DEPFID) University of Siena 1010, Department of Economic Policy, Finance and Development (DEPFID), University of Siena.
- Franke Reiner, 2012. "Microfounded Animal Spirits in the New Macroeconomic Consensus," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 16(4), pages 1-41, October.
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