Kenneth Kasa
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Blog mentions
As found by EconAcademics.org, the blog aggregator for Economics research:- Kenneth Kasa, 2012.
"A Behavioral Defense of Rational Expectations,"
Discussion Papers
dp12-05, Department of Economics, Simon Fraser University.
Mentioned in:
- Rational expectations as an optimal approximation
by Economic Logician in Economic Logic on 2012-04-25 19:04:00
- Rational expectations as an optimal approximation
Wikipedia or ReplicationWiki mentions
(Only mentions on Wikipedia that link back to a page on a RePEc service)- Kenneth Kasa, 1998.
"Identifying the source of dynamics in disaggregated import data,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 13(3), pages 305-320.
Mentioned in:
Working papers
- Leyla Jianyu Han & Kenneth Kasa, 2019.
"Ambiguity and Information Processing in a Model of Intermediary Asset Pricing,"
Discussion Papers
dp19-04, Department of Economics, Simon Fraser University.
Cited by:
- Yang Hao, 2023. "Financial Market with Learning from Price under Knightian Uncertainty," Working Papers hal-03686748, HAL.
- Kenneth Kasa & Xiaowen Lei, 2017.
"Risk, Uncertainty, and the Dynamics of Inequality,"
Discussion Papers
dp17-06, Department of Economics, Simon Fraser University.
- Kasa, Kenneth & Lei, Xiaowen, 2018. "Risk, uncertainty, and the dynamics of inequality," Journal of Monetary Economics, Elsevier, vol. 94(C), pages 60-78.
Cited by:
- Khieu, Hoang & Wälde, Klaus, 2018.
"Capital Income Risk and the Dynamics of the Wealth Distribution,"
IZA Discussion Papers
11840, Institute of Labor Economics (IZA).
- Hoang Khieu & Klaus Wälde, 2019. "Capital Income Risk and the Dynamics of the Wealth Distribution," CESifo Working Paper Series 7970, CESifo.
- Khieu, Hoang & Wälde, Klaus, 2023. "Capital income risk and the dynamics of the wealth distribution," Economic Modelling, Elsevier, vol. 122(C).
- Hoang Khieu & Klaus Wälde, 2018. "Capital Income Risk and the Dynamics of the Wealth Distribution," Working Papers 1814, Gutenberg School of Management and Economics, Johannes Gutenberg-Universität Mainz.
- Matthias Birkner & Niklas Scheuer & Klaus Wälde, 2023.
"The dynamics of Pareto distributed wealth in a small open economy,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 76(2), pages 607-644, August.
- Birkner, Matthias & Scheuer, Niklas & Wälde, Klaus, 2022. "The Dynamics of Pareto Distributed Wealth in a Small Open Economy," VfS Annual Conference 2022 (Basel): Big Data in Economics 264080, Verein für Socialpolitik / German Economic Association.
- Matthias Birkner & Niklas Scheuer & Klaus Wälde, 2021. "The Dynamics of Pareto Distributed Wealth in a Small Open Economy," CESifo Working Paper Series 9058, CESifo.
- Moll, Benjamin & Fagereng, Andreas & Blomhoff Holm, Martin & Natvik, Gisle James, 2020.
"Saving Behavior Across the Wealth Distribution: The Importance of Capital Gains,"
CEPR Discussion Papers
14355, C.E.P.R. Discussion Papers.
- Andreas Fagereng & Martin Blomhoff Holm & Benjamin Moll & Gisle Natvik, 2019. "Saving Behavior Across the Wealth Distribution: The Importance of Capital Gains," NBER Working Papers 26588, National Bureau of Economic Research, Inc.
- Edouard Djeutem & Shaofeng Xu, 2019. "Model Uncertainty and Wealth Distribution," Staff Working Papers 19-48, Bank of Canada.
- Marcin Kacperczyk & Jaromir B. Nosal & Luminita Stevens, 2014.
"Investor Sophistication and Capital Income Inequality,"
NBER Working Papers
20246, National Bureau of Economic Research, Inc.
- Kacperczyk, Marcin & Nosal, Jaromir & Stevens, Luminita, 2019. "Investor sophistication and capital income inequality," Journal of Monetary Economics, Elsevier, vol. 107(C), pages 18-31.
- Kacperczyk, Marcin & Nosal, Jaromir & Stevens, Luminita, 2018. "Investor Sophistication and Capital Income Inequality," CEPR Discussion Papers 12870, C.E.P.R. Discussion Papers.
- Marcin Kacperczyk & Jaromir Nosal & Luminita Stevens, 2015. "Investor sophistication and capital income inequality," NBP Working Papers 199, Narodowy Bank Polski.
- Toda, Alexis Akira, 2019.
"Wealth distribution with random discount factors,"
Journal of Monetary Economics, Elsevier, vol. 104(C), pages 101-113.
- Toda, Alexis Akira, 2017. "Wealth Distribution with Random Discount Factors," University of California at San Diego, Economics Working Paper Series qt5n29f260, Department of Economics, UC San Diego.
- Goodness C. Aye & Laurence Harris, 2019. "The effect of real exchange rate volatility on income distribution in South Africa," WIDER Working Paper Series wp-2019-29, World Institute for Development Economic Research (UNU-WIDER).
- Émilien Gouin‐Bonenfant & Alexis Akira Toda, 2023. "Pareto extrapolation: An analytical framework for studying tail inequality," Quantitative Economics, Econometric Society, vol. 14(1), pages 201-233, January.
- Luo, Yulei & Nie, Jun & Wang, Haijun, 2022. "Ignorance, pervasive uncertainty, and household finance," Journal of Economic Theory, Elsevier, vol. 199(C).
- Yves Achdou & Jiequn Han & Jean-Michel Lasry & Pierre-Louis Lions & Benjamin Moll, 2017. "Income and Wealth Distribution in Macroeconomics: A Continuous-Time Approach," NBER Working Papers 23732, National Bureau of Economic Research, Inc.
- Aditya Aladangady & Etienne Gagnon & Benjamin K. Johannsen & William B. Peterman, 2021. "Macroeconomic Implications of Inequality and Income Risk," Finance and Economics Discussion Series 2021-073, Board of Governors of the Federal Reserve System (U.S.).
- Brendan K. Beare & Won-Ki Seo & Alexis Akira Toda, 2020.
"Tail behavior of stopped L\'evy processes with Markov modulation,"
Papers
2009.08010, arXiv.org.
- Beare, Brendan K. & Seo, Won-Ki & Toda, Alexis Akira, 2022. "Tail Behavior Of Stopped Lévy Processes With Markov Modulation," Econometric Theory, Cambridge University Press, vol. 38(5), pages 986-1013, October.
- Theophilopoulou, Angeliki, 2018. "The impact of macroeconomic uncertainty on inequality: An empirical study for the UK," MPRA Paper 90448, University Library of Munich, Germany.
- Obiakor, Rowland & Akpa, Emeka & Okwu, Andy, 2022. "Economic Size, Uncertainty, and Income Inequality in Nigeria," MPRA Paper 113637, University Library of Munich, Germany.
- Yulei Luo & Jun Nie & Haijun Wang, 2023. "Ambiguous Consumption and Asset Allocation with Unknown Markovian Income Growth," Annals of Economics and Finance, Society for AEF, vol. 24(2), pages 237-275, November.
- Klaus Prettner & Andreas Schaefer, 2021. "The U‐Shape of Income Inequality over the 20th Century: The Role of Education," Scandinavian Journal of Economics, Wiley Blackwell, vol. 123(2), pages 645-675, April.
- Fischer, Manfred M. & Huber, Florian & Pfarrhofer, Michael, 2019.
"The regional transmission of uncertainty shocks on income inequality in the United States,"
Working Papers in Regional Science
2019/01, WU Vienna University of Economics and Business.
- Fischer, Manfred M. & Huber, Florian & Pfarrhofer, Michael, 2021. "The regional transmission of uncertainty shocks on income inequality in the United States," Journal of Economic Behavior & Organization, Elsevier, vol. 183(C), pages 887-900.
- Lei, Xiaowen, 2019. "Information and Inequality," Journal of Economic Theory, Elsevier, vol. 184(C).
- Fischer, Thomas, 2019. "Determinants of Wealth Inequality and Mobility in General Equilibrium," Working Papers 2019:22, Lund University, Department of Economics.
- Yulei Luo & Jun Nie & Eric R Young, 2020. "Ambiguity, Low Risk-Free Rates and Consumption Inequality," The Economic Journal, Royal Economic Society, vol. 130(632), pages 2649-2679.
- Böhl, Gregor & Fischer, Thomas, 2017. "Can taxation predict US top-wealth share dynamics?," IMFS Working Paper Series 118, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- In-Koo Cho & Kenneth Kasa, 2016.
"Gresham’S Law Of Model Averaging,"
Discussion Papers
dp16-06, Department of Economics, Simon Fraser University.
- In-Koo Cho & Kenneth Kasa, 2017. "Gresham's Law of Model Averaging," American Economic Review, American Economic Association, vol. 107(11), pages 3589-3616, November.
- In-Koo Cho, 2015. "Gresham's Law of Model Averaging," 2015 Meeting Papers 906, Society for Economic Dynamics.
Cited by:
- Tortorice, Daniel L, 2018.
"The business cycle implications of fluctuating long run expectations,"
Journal of Macroeconomics, Elsevier, vol. 58(C), pages 266-291.
- Dan Tortorice, 2016. "The Business Cycles Implications of Fluctuating Long Run Expectations," Working Papers 100, Brandeis University, Department of Economics and International Business School.
- Guo, Bin & Huang, Fuzhe & Li, Kai, 2020.
"Time to build and bond risk premia,"
Journal of Economic Dynamics and Control, Elsevier, vol. 121(C).
- Guo, Bin & Huang, Fuzhe & Li, Kai, 2022. "Time to build and bond risk premia," Journal of Economic Dynamics and Control, Elsevier, vol. 136(C).
- Audzei, Volha & Slobodyan, Sergey, 2022.
"Sparse restricted perceptions equilibrium,"
Journal of Economic Dynamics and Control, Elsevier, vol. 139(C).
- Volha Audzei & Sergey Slobodyan, 2018. "Sparse Restricted Perception Equilibrium," Working Papers 2018/8, Czech National Bank.
- Yuan, Lingran & Zhang, Qizheng & Wang, Shuo & Hu, Weibin & Gong, Binlei, 2022. "Effects of international trade on world agricultural production and productivity: evidence from a panel of 126 countries 1962-2014," International Food and Agribusiness Management Review, International Food and Agribusiness Management Association, vol. 25(2), March.
- Lingran Yuan & Shurui Zhang & Shuo Wang & Zesen Qian & Binlei Gong, 2021. "World agricultural convergence," Journal of Productivity Analysis, Springer, vol. 55(2), pages 135-153, April.
- Gelfer, Sacha, 2020. "The effects of professional forecast dissemination on macroeconomic volatility," Journal of Economic Behavior & Organization, Elsevier, vol. 170(C), pages 131-156.
- In-Koo Cho & Kenneth Kasa, 2013.
"An Escape Time Interpretation of Robust Control,"
Discussion Papers
dp13-07, Department of Economics, Simon Fraser University.
- Cho, In-Koo & Kasa, Kenneth, 2014. "An escape time interpretation of robust control," Journal of Economic Dynamics and Control, Elsevier, vol. 42(C), pages 1-12.
Cited by:
- Yoshioka, Hidekazu & Yaegashi, Yuta, 2019. "A finite difference scheme for variational inequalities arising in stochastic control problems with several singular control variables," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 156(C), pages 40-66.
- Kenneth Kasa, 2012.
"A Behavioral Defense of Rational Expectations,"
Discussion Papers
dp12-05, Department of Economics, Simon Fraser University.
Cited by:
- Mejía Cubillos, Javier, 2012. "Libertad y desempeño económico [Freedom and economic performance]," MPRA Paper 37939, University Library of Munich, Germany.
- Ken Kasa & Todd Walker & Charles Whiteman, 2012.
"Heterogenous Beliefs and Tests of Present Value Models,"
Discussion Papers
dp12-06, Department of Economics, Simon Fraser University.
- Kenneth Kasa & Todd B. Walker & Charles H. Whiteman, 2014. "Heterogeneous Beliefs and Tests of Present Value Models," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 81(3), pages 1137-1163.
Cited by:
- Jianjun Miao & Jieran Wu & Eric Young, 2016.
"Macro-Financial Volatility under Dispersed Information,"
Boston University - Department of Economics - Working Papers Series
WP2019-10, Boston University - Department of Economics, revised May 2019.
- Miao, Jianjun & Wu, Jieran & Young, Eric R., 2021. "Macro-financial volatility under dispersed information," Theoretical Economics, Econometric Society, vol. 16(1), January.
- Jianjun Miao & Jieran Wu & Eric Young, 2016. "Macro-Financial Volatility under Dispersed Information," Boston University - Department of Economics - Working Papers Series WP2019-12, Boston University - Department of Economics, revised May 2019.
- Berardi, Michele, 2020.
"Learning from prices: information aggregation and accumulation in an asset market,"
MPRA Paper
102139, University Library of Munich, Germany.
- Michele Berardi, 2021. "Learning from prices: information aggregation and accumulation in an asset market," Annals of Finance, Springer, vol. 17(1), pages 45-77, March.
- Martin Ellison & Andreas Tischbirek, 2021.
"Beauty Contests and the Term Structure [Risk Premia and Term Premia in General Equilibrium],"
Journal of the European Economic Association, European Economic Association, vol. 19(4), pages 2234-2282.
- Ellison, Martin & Tischbirek, Andreas, 2018. "Beauty Contests and the Term Structure," CEPR Discussion Papers 12762, C.E.P.R. Discussion Papers.
- Ellison, Martin & Tischbirek, Andreas, 2018. "Beauty contests and the term structure," LSE Research Online Documents on Economics 87384, London School of Economics and Political Science, LSE Library.
- Martin Ellison & Andreas Tischbirek, 2018. "Beauty Contests and the Term Structure," Discussion Papers 1807, Centre for Macroeconomics (CFM).
- Martin Ellison & Andreas Tischbirek, 2018. "Beauty Contests and the Term Structure," Economics Series Working Papers 846, University of Oxford, Department of Economics.
- Taub, B., 2023. "Signal-jamming in the frequency domain," Games and Economic Behavior, Elsevier, vol. 142(C), pages 896-930.
- Edouard Djeutem & Ken Kasa, 2012.
"Robustness and Exchange Rate Volatility,"
Discussion Papers
dp12-01, Department of Economics, Simon Fraser University.
- Djeutem, Edouard & Kasa, Kenneth, 2013. "Robustness and exchange rate volatility," Journal of International Economics, Elsevier, vol. 91(1), pages 27-39.
- Giovanni Angelini & Marco M. Sorge, 2021.
"Under the same (Chole)sky: DNK models, timing restrictions and recursive identification of monetary policy shocks,"
Working Papers
wp1160, Dipartimento Scienze Economiche, Universita' di Bologna.
- Angelini, Giovanni & Sorge, Marco M., 2021. "Under the same (Chole)sky: DNK models, timing restrictions and recursive identification of monetary policy shocks," Journal of Economic Dynamics and Control, Elsevier, vol. 133(C).
- Lof, Matthijs, 2011.
"Noncausality and Asset Pricing,"
MPRA Paper
30519, University Library of Munich, Germany.
- Lof Matthijs, 2013. "Noncausality and asset pricing," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 17(2), pages 211-220, April.
- He, Xue-Zhong & Zheng, Huanhuan, 2016.
"Trading heterogeneity under information uncertainty,"
Journal of Economic Behavior & Organization, Elsevier, vol. 130(C), pages 64-80.
- Xue-Zhong He & Huanhuan Zheng, 2016. "Trading Heterogeneity Under Information Uncertainty," Research Paper Series 373, Quantitative Finance Research Centre, University of Technology, Sydney.
- Rondina, Giacomo & Walker, Todd B., 2021.
"Confounding dynamics,"
Journal of Economic Theory, Elsevier, vol. 196(C).
- Todd Walker, 2017. "Confounding Dynamics," 2017 Meeting Papers 141, Society for Economic Dynamics.
- Todd Walker & Giacomo Rondina, 2017. "Confounding Dynamics," 2017 Meeting Papers 525, Society for Economic Dynamics.
- Ethan Struby, 2018. "Macroeconomic Disagreement in Treasury Yields," Working Papers 2018-04, Carleton College, Department of Economics.
- Huo, Zhen & Pedroni, Marcelo, 2023. "Dynamic information aggregation: Learning from the past," Journal of Monetary Economics, Elsevier, vol. 136(C), pages 107-124.
- Athreya, Kartik B., 2014. "Big Ideas in Macroeconomics: A Nontechnical View," MIT Press Books, The MIT Press, edition 1, volume 1, number 0262019736, April.
- Lof, Matthijs & Nyberg, Henri, 2017. "Noncausality and the commodity currency hypothesis," Energy Economics, Elsevier, vol. 65(C), pages 424-433.
- Alessi, Lucia & Kerssenfischer, Mark, 2016.
"The response of asset prices to monetary policy shocks: stronger than thought,"
Working Paper Series
1967, European Central Bank.
- Lucia Alessi & Mark Kerssenfischer, 2019. "The response of asset prices to monetary policy shocks: Stronger than thought," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 34(5), pages 661-672, August.
- Yongok Choi & Giacomo Rondina & Todd B. Walker, 2023. "Information Aggregation Bias and Samuelson's Dictum," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 55(5), pages 1119-1145, August.
- George-Marios Angeletos & Zhen Huo, 2018.
"Myopia and Anchoring,"
NBER Working Papers
24545, National Bureau of Economic Research, Inc.
- George-Marios Angeletos & Zhen Huo, 2021. "Myopia and Anchoring," American Economic Review, American Economic Association, vol. 111(4), pages 1166-1200, April.
- Michele Berardi, 2020. "Learning from Prices: Information Aggregation and Accumulation in an Asset Price Model," Economics Discussion Paper Series 2009, Economics, The University of Manchester.
- Tan, Fei & Walker, Todd B., 2015. "Solving generalized multivariate linear rational expectations models," Journal of Economic Dynamics and Control, Elsevier, vol. 60(C), pages 95-111.
- Hamidi Sahneh, Mehdi, 2017. "News, Noise, and Tests of Present Value Models," MPRA Paper 82715, University Library of Munich, Germany.
- Han, Zhao & Tan, Fei & Wu, Jieran, 2022. "Analytic policy function iteration," Journal of Economic Theory, Elsevier, vol. 200(C).
- Markku Lanne & Henri Nyberg, 2015. "Nonlinear dynamic interrelationships between real activity and stock returns," CREATES Research Papers 2015-36, Department of Economics and Business Economics, Aarhus University.
- Jurado, Kyle, 2023. "Rational inattention in the frequency domain," Journal of Economic Theory, Elsevier, vol. 208(C).
- Nyholm, Juho, 2017. "Residual-based diagnostic tests for noninvertible ARMA models," MPRA Paper 81033, University Library of Munich, Germany.
- In-Koo Cho & Ken Kasa, 2012.
"Model Validation and Learning,"
Discussion Papers
dp12-07, Department of Economics, Simon Fraser University.
Cited by:
- Josef Hollmayr & Christian Matthes, 2013.
"Learning about fiscal policy and the effects of policy uncertainty,"
Working Paper
13-15, Federal Reserve Bank of Richmond.
- Hollmayr, Josef & Matthes, Christian, 2013. "Learning about fiscal policy and the effects of policy uncertainty," Discussion Papers 51/2013, Deutsche Bundesbank.
- Hollmayr, Josef & Matthes, Christian, 2015. "Learning about fiscal policy and the effects of policy uncertainty," Journal of Economic Dynamics and Control, Elsevier, vol. 59(C), pages 142-162.
- Norman, Thomas W.L., 2015. "Learning, hypothesis testing, and rational-expectations equilibrium," Games and Economic Behavior, Elsevier, vol. 90(C), pages 93-105.
- Fabio Milani, 2007.
"Learning and Time-Varying Macroeconomic Volatility,"
Working Papers
070802, University of California-Irvine, Department of Economics.
- Milani, Fabio, 2014. "Learning and time-varying macroeconomic volatility," Journal of Economic Dynamics and Control, Elsevier, vol. 47(C), pages 94-114.
- Hu, Yang & House, Lisa A. & Gao, Zhifeng, 2022. "How do consumers respond to labels for crispr (gene-editing)?," Food Policy, Elsevier, vol. 112(C).
- Dmitri Kolyuzhnov & Anna Bogomolova & Sergey Slobodyan, 2006.
"Escape Dynamics: A Continuous—Time Approximation,"
CERGE-EI Working Papers
wp285, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
- Kolyuzhnov, Dmitri & Bogomolova, Anna & Slobodyan, Sergey, 2014. "Escape dynamics: A continuous-time approximation," Journal of Economic Dynamics and Control, Elsevier, vol. 38(C), pages 161-183.
- Josef Hollmayr & Christian Matthes, 2013.
"Learning about fiscal policy and the effects of policy uncertainty,"
Working Paper
13-15, Federal Reserve Bank of Richmond.
- Edouard Djeutem & Ken Kasa, 2012.
"Robustness and Exchange Rate Volatility,"
Discussion Papers
dp12-01, Department of Economics, Simon Fraser University.
- Djeutem, Edouard & Kasa, Kenneth, 2013. "Robustness and exchange rate volatility," Journal of International Economics, Elsevier, vol. 91(1), pages 27-39.
Cited by:
- Soon, Siew-Voon & Baharumshah, Ahmad Zubaidi, 2021. "Exchange rates and fundamentals: Further evidence based on asymmetric causality test," International Economics, Elsevier, vol. 165(C), pages 67-84.
- Luo, Yulei & Young, Eric, 2014.
"Induced Uncertainty, Market Price of Risk, and the Dynamics of Consumption and Wealth,"
MPRA Paper
57111, University Library of Munich, Germany.
- Luo, Yulei & Young, Eric R., 2016. "Induced uncertainty, market price of risk, and the dynamics of consumption and wealth," Journal of Economic Theory, Elsevier, vol. 163(C), pages 1-41.
- Ying Tung Chan & Chi Man Yip, 2023. "On the ambiguity of job search," Economic Inquiry, Western Economic Association International, vol. 61(4), pages 1006-1033, October.
- Djeutem Edouard & Nguimkeu Pierre, 2020. "Robust learning in the foreign exchange market," The B.E. Journal of Macroeconomics, De Gruyter, vol. 20(1), pages 1-14, January.
- Phornchanok Cumperayot & Casper G. de Vries, 2006. "Large Swings in Currencies driven by Fundamentals," Tinbergen Institute Discussion Papers 06-086/2, Tinbergen Institute.
- Chou, Yu-Hsi, 2018. "Understanding the sources of the exchange rate disconnect puzzle: A variance decomposition approach," International Review of Economics & Finance, Elsevier, vol. 56(C), pages 267-287.
- Djeutem, Edouard, 2014. "Model uncertainty and the Forward Premium Puzzle," Journal of International Money and Finance, Elsevier, vol. 46(C), pages 16-40.
- Yulei Luo & Jun Nie & Xiaowen Wang & Eric Young, 2021. "Production and Inventory Dynamics under Ambiguity Aversion," Research Working Paper RWP 21-05, Federal Reserve Bank of Kansas City.
- In-Koo Cho & Kenneth Kasa, 2006.
"Learning and Model Validation,"
2006 Meeting Papers
178, Society for Economic Dynamics.
- In-Koo Cho & Kenneth Kasa, 2015. "Learning and Model Validation," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 82(1), pages 45-82.
- Kenneth Kasa & In-Koo Cho, 2011. "Learning and Model Validation," 2011 Meeting Papers 1086, Society for Economic Dynamics.
- Kenneth Kasa, 2007. "Learning and Model Validation," 2007 Meeting Papers 548, Society for Economic Dynamics.
Cited by:
- Shea, Paul, 2015. "Red herrings and revelations: does learning about a new variable worsen forecasts?," Economic Modelling, Elsevier, vol. 49(C), pages 395-406.
- George W. Evans & William A. Branch, 2005.
"Model Uncertainty and Endogenous Volatility,"
Computing in Economics and Finance 2005
33, Society for Computational Economics.
- William Branch & George W. Evans, 2007. "Model Uncertainty and Endogenous Volatility," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 10(2), pages 207-237, April.
- Wiliam Branch & George W. Evans, 2005. "Model Uncertainty and Endogenous Volatility," University of Oregon Economics Department Working Papers 2005-21, University of Oregon Economics Department, revised 26 Oct 2006.
- Kevin He & Jonathan Libgober, 2021.
"Evolutionarily Stable (Mis)specifications:Theory and Applications,"
PIER Working Paper Archive
21-020, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Kevin He & Jonathan Libgober, 2020. "Evolutionarily Stable (Mis)specifications: Theory and Applications," Papers 2012.15007, arXiv.org, revised Feb 2023.
- Williams, Noah, 2022. "Learning and equilibrium transitions: Stochastic stability in discounted stochastic fictitious play," Journal of Economic Dynamics and Control, Elsevier, vol. 145(C).
- Hansen, Lars Peter & Sargent, Thomas J., 2007.
"Recursive robust estimation and control without commitment,"
Journal of Economic Theory, Elsevier, vol. 136(1), pages 1-27, September.
- Hansen, Lars Peter & Sargent, Thomas J., 2005. "Recursive robust estimation and control without commitment," Discussion Paper Series 1: Economic Studies 2005,28, Deutsche Bundesbank.
- In-Koo Cho & Kenneth Kasa, 2017.
"Gresham's Law of Model Averaging,"
American Economic Review, American Economic Association, vol. 107(11), pages 3589-3616, November.
- In-Koo Cho, 2015. "Gresham's Law of Model Averaging," 2015 Meeting Papers 906, Society for Economic Dynamics.
- In-Koo Cho & Kenneth Kasa, 2016. "Gresham’S Law Of Model Averaging," Discussion Papers dp16-06, Department of Economics, Simon Fraser University.
- Carlos Carvalho & Stefano Eusepi & Emanuel Moench & Bruce Preston, 2023.
"Anchored Inflation Expectations,"
American Economic Journal: Macroeconomics, American Economic Association, vol. 15(1), pages 1-47, January.
- Carlos Carvalho & Stefano Eusepi & Emanuel Moench & Bruce Preston, 2020. "Anchored inflation expectations," CAMA Working Papers 2020-25, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Carvalho, Carlos & Eusepi, Stefano & , & Preston, Bruce, 2019. "Anchored Inflation Expectations," CEPR Discussion Papers 13900, C.E.P.R. Discussion Papers.
- Giovanni Angelini & Luca Fanelli, 2016.
"Misspecification and Expectations Correction in New Keynesian DSGE Models,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 78(5), pages 623-649, October.
- Giovanni Angelini & Luca Fanelli Fanelli, 2015. "Misspecification and Expectations Correction in New Keynesian DSGE Models," Quaderni di Dipartimento 1, Department of Statistics, University of Bologna.
- Audzei, Volha & Slobodyan, Sergey, 2022.
"Sparse restricted perceptions equilibrium,"
Journal of Economic Dynamics and Control, Elsevier, vol. 139(C).
- Volha Audzei & Sergey Slobodyan, 2018. "Sparse Restricted Perception Equilibrium," Working Papers 2018/8, Czech National Bank.
- Dizioli, Allan & Wang, Hou, 2024. "How do adaptive learning expectations rationalize stronger monetary policy response in Brazil?," Latin American Journal of Central Banking (previously Monetaria), Elsevier, vol. 5(1).
- Georges, Christophre & Pereira, Javier, 2021. "Market stability with machine learning agents," Journal of Economic Dynamics and Control, Elsevier, vol. 122(C).
- Gáti, Laura, 2022.
"Monetary policy & anchored expectations: an endogenous gain learning model,"
Working Paper Series
2685, European Central Bank.
- Gáti, Laura, 2023. "Monetary policy & anchored expectations—An endogenous gain learning model," Journal of Monetary Economics, Elsevier, vol. 140(S), pages 37-47.
- Georges, Christophre, 2008. "Staggered updating in an artificial financial market," Journal of Economic Dynamics and Control, Elsevier, vol. 32(9), pages 2809-2825, September.
- Berardi, Michele, 2015.
"On the fragility of sunspot equilibria under learning and evolutionary dynamics,"
Journal of Economic Behavior & Organization, Elsevier, vol. 112(C), pages 251-265.
- Michele Berardi, 2013. "On the fragility of sunspot equilibria under learning and evolutionary dynamics," Centre for Growth and Business Cycle Research Discussion Paper Series 186, Economics, The University of Manchester.
- Drew Fudenberg & David K Levine, 2016. "Whither Game Theory?," Levine's Working Paper Archive 786969000000001307, David K. Levine.
- Yang Lu & Michael Siemer, 2013. "Learning, Rare Disasters, and Asset Prices," Finance and Economics Discussion Series 2013-85, Board of Governors of the Federal Reserve System (U.S.).
- Häfner, Samuel, 2018.
"Stable biased sampling,"
Games and Economic Behavior, Elsevier, vol. 107(C), pages 109-122.
- Häfner, Samuel, 2015. "Stable Biased Sampling," Working papers 2015/03, Faculty of Business and Economics - University of Basel.
- Spiegler, Ran, 2022.
"On the behavioral consequences of reverse causality,"
European Economic Review, Elsevier, vol. 149(C).
- Ran Spiegler, 2021. "On the Behavioral Consequences of Reverse Causality," Papers 2110.12218, arXiv.org.
- Chatterji, Shurojit & Lobato, Ignacio N., 2015. "On divergent dynamics with ordinary least squares learning," Journal of Economic Behavior & Organization, Elsevier, vol. 109(C), pages 1-9.
- Olena Kostyshyna & Tolga Özden & Yang Zhang, 2024. "Endogenous Credibility and Wage-Price Spirals," Staff Working Papers 24-14, Bank of Canada.
- In-Koo Cho & Jonathan Libgober, 2022. "Learning Underspecified Models," Papers 2207.10140, arXiv.org.
- Bodenstein, Martin & Hebden, James & Winkler, Fabian, 2022. "Learning and misperception of makeup strategies," Journal of Economic Dynamics and Control, Elsevier, vol. 139(C).
- Philippe Jehiel & Erik Mohlin, 2023. "Categorization in Games: A Bias-Variance Perspective," Working Papers halshs-04154272, HAL.
- Weidong Tian & Junya Jiang & Weidong Tian, 2017. "Model Uncertainty Effect on Asset Prices," International Review of Finance, International Review of Finance Ltd., vol. 17(2), pages 205-233, June.
- Cuimin Ba, 2021. "Robust Misspecified Models and Paradigm Shifts," Papers 2106.12727, arXiv.org, revised Aug 2023.
- Agnieszka Markiewicz, 2012. "Model Uncertainty And Exchange Rate Volatility," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 53(3), pages 815-844, August.
- Frick, Mira & , & Ishii, Yuhta, 2021.
"Welfare Comparisons for Biased Learning,"
CEPR Discussion Papers
16833, C.E.P.R. Discussion Papers.
- Mira Frick & Ryota Iijima & Yuhta Ishii, 2021. "Welfare Comparisons for Biased Learning," Cowles Foundation Discussion Papers 2274R, Cowles Foundation for Research in Economics, Yale University, revised Mar 2021.
- Mira Frick & Ryota Iijima & Yuhta Ishii, 2021. "Welfare Comparisons for Biased Learning," Cowles Foundation Discussion Papers 2274, Cowles Foundation for Research in Economics, Yale University.
- Mauersberger, Felix, 2021. "Monetary policy rules in a non-rational world: A macroeconomic experiment," Journal of Economic Theory, Elsevier, vol. 197(C).
- Hommes, C.H. & Zhu, M., 2016. "Behavioral Learning Equilibria, Persistence Amplification & Monetary Policy," CeNDEF Working Papers 16-03, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Branch, William A. & Gasteiger, Emanuel, 2019. "Endogenously (non-)Ricardian beliefs," ECON WPS - Working Papers in Economic Theory and Policy 03/2019, TU Wien, Institute of Statistics and Mathematical Methods in Economics, Economics Research Unit.
- Georges, Christophre, 2008. "Bounded memory, overparameterized forecast rules, and instability," Economics Letters, Elsevier, vol. 98(2), pages 129-135, February.
- Kenneth Kasa & Todd B. Walker & Charles H. Whiteman, 2006.
"Asset Prices in a Time Series Model with Perpetually Disparately Informed, Competitive Traders,"
CAEPR Working Papers
2006-010, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
Cited by:
- Walker, Todd B., 2007.
"How equilibrium prices reveal information in a time series model with disparately informed, competitive traders,"
Journal of Economic Theory, Elsevier, vol. 137(1), pages 512-537, November.
- Todd B. Walker, 2006. "How Equilibrium Prices Reveal Information in Time Series Models with Disparately Informed, Competitive Traders," CAEPR Working Papers 2006-011, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
- Todd B. Walker, 2005. "How Equilibrium Prices Reveal Information in Time Series Models with Disparately Informed, Competitive Traders," Finance 0509021, University Library of Munich, Germany.
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"Higher Order Expectations in Asset Pricing,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 40(5), pages 837-866, August.
- Philippe Bacchetta & Eric Van Wincoop, 2008. "Higher Order Expectations in Asset Pricing," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 40(5), pages 837-866, August.
- Philippe BACCHETTA & Eric VAN WINCOOP, 2004. "Higher Order Expectations in Asset Pricing," FAME Research Paper Series rp110, International Center for Financial Asset Management and Engineering.
- Bacchetta, Philippe & van Wincoop, Eric, 2008. "Higher Order Expectations in Asset Pricing," CEPR Discussion Papers 6648, C.E.P.R. Discussion Papers.
- Philippe Bacchetta & Eric van Wincoop, 2004. "Higher Order Expectations in Asset Pricing," Working Papers 04.03, Swiss National Bank, Study Center Gerzensee.
- University of California & Giacomo Rondina, 2008. "Incomplete Information and Informative Pricing: Theory and Application," 2008 Meeting Papers 981, Society for Economic Dynamics.
- Lanne Markku & Saikkonen Pentti, 2011.
"Noncausal Autoregressions for Economic Time Series,"
Journal of Time Series Econometrics, De Gruyter, vol. 3(3), pages 1-32, October.
- Lanne, Markku & Saikkonen, Pentti, 2010. "Noncausal autoregressions for economic time series," MPRA Paper 32943, University Library of Munich, Germany.
- Lucia Alessi & Matteo Barigozzi & Marco Capasso, 2007.
"A Review of Nonfundamentalness and Identification in Structural VAR Models,"
LEM Papers Series
2007/22, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Alessi, Lucia & Barigozzi, Matteo & Capasso, Marco, 2008. "A review of nonfundamentalness and identification in structural VAR models," Working Paper Series 922, European Central Bank.
- Walker, Todd B., 2007.
"How equilibrium prices reveal information in a time series model with disparately informed, competitive traders,"
Journal of Economic Theory, Elsevier, vol. 137(1), pages 512-537, November.
- In-Koo Cho & Kenneth Kasa, 2003.
"Learning Dynamics and Endogenous Currency Crises,"
Computing in Economics and Finance 2003
132, Society for Computational Economics.
- Cho, In-Koo & Kasa, Kenneth, 2008. "Learning Dynamics And Endogenous Currency Crises," Macroeconomic Dynamics, Cambridge University Press, vol. 12(2), pages 257-285, April.
Cited by:
- George W. Evans & William A. Branch, 2005.
"Model Uncertainty and Endogenous Volatility,"
Computing in Economics and Finance 2005
33, Society for Computational Economics.
- William Branch & George W. Evans, 2007. "Model Uncertainty and Endogenous Volatility," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 10(2), pages 207-237, April.
- Wiliam Branch & George W. Evans, 2005. "Model Uncertainty and Endogenous Volatility," University of Oregon Economics Department Working Papers 2005-21, University of Oregon Economics Department, revised 26 Oct 2006.
- Dmitri Kolyuzhnov & Anna Bogomolova, 2004. "Escape Dynamics: A Continuous Time Approximation," Econometric Society 2004 Latin American Meetings 27, Econometric Society.
- Alina Barnett & Martin Ellison, 2013.
"Learning by Disinflating,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(4), pages 731-746, June.
- Martin Ellison & Martin Ellison & Alina Barnett, 2011. "Learning by Disinflating," Economics Series Working Papers 579, University of Oxford, Department of Economics.
- Alina Barnett & Martin Ellison, 2013. "Learning by Disinflating," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(4), pages 731-746, June.
- Barnett, Alina & Ellison, Martin, 2012. "Learning by disinflating," Bank of Finland Research Discussion Papers 10/2012, Bank of Finland.
- George W. Evans & Seppo Honkapohja, 2003.
"Policy interaction, expectations, and the liquidity trap,"
FRB Atlanta Working Paper
2003-16, Federal Reserve Bank of Atlanta.
- George W. Evans & Seppo Honkapohja, 2003. "Policy Interaction, Expectations and the Liquidity Trap," University of Oregon Economics Department Working Papers 2003-33, University of Oregon Economics Department, revised 06 Jul 2004.
- Evans, George W. & Honkapohja, Seppo, 2003. "Policy interaction, expectation and the liquidity trap," Bank of Finland Research Discussion Papers 22/2003, Bank of Finland.
- George W. Evans & Seppo Honkapohja, 2005. "Policy Interaction, Expectations and the Liquidity Trap," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 8(2), pages 303-323, April.
- Honkapohja, Seppo & Evans, George W., 2003. "Policy Interaction, Expectation and Liquidity Trap," CEPR Discussion Papers 3925, C.E.P.R. Discussion Papers.
- George W. Evans & Seppo Honkapohja, 2004. "Policy interaction, expectations and the liquidity trap," Macroeconomics 0404033, University Library of Munich, Germany.
- Dmitri Kolyuzhnov & Anna Bogomolova, 2004. "Escape Dynamics: A Continuous Time Approximation," Econometric Society 2004 Far Eastern Meetings 557, Econometric Society.
- Davies, Ronald B. & Shea, Paul, 2010.
"Adaptive learning with a unit root: An application to the current account,"
Journal of Economic Dynamics and Control, Elsevier, vol. 34(2), pages 179-190, February.
- Ronald B. Davies & Paul Shea, 2003. "Adaptive Learning with a Unit Root: An Application to the Current Account," University of Oregon Economics Department Working Papers 2006-15, University of Oregon Economics Department, revised 10 Jun 2003.
- William A. Branch & George W. Evans, 2017. "Unstable Inflation Targets," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 49(4), pages 767-806, June.
- Thomas J. Sargent & Noah Williams & Tao Zha, 2006.
"The conquest of South American inflation,"
FRB Atlanta Working Paper
2006-20, Federal Reserve Bank of Atlanta.
- Thomas Sargent & Noah Williams & Tao Zha, 2006. "The Conquest of South American Inflation," NBER Working Papers 12606, National Bureau of Economic Research, Inc.
- Thomas Sargent & Noah Williams & Tao Zha, 2009. "The Conquest of South American Inflation," Journal of Political Economy, University of Chicago Press, vol. 117(2), pages 211-256, April.
- Carlos Arteta & Galina Hale, 2007.
"Currency crises and foreign credit in emerging markets: credit crunch or demand effect?,"
Working Paper Series
2007-02, Federal Reserve Bank of San Francisco.
- Hale, Galina & Arteta, Carlos, 2009. "Currency crises and foreign credit in emerging markets: Credit crunch or demand effect?," European Economic Review, Elsevier, vol. 53(7), pages 758-774, October.
- Bergman, U. Michael & Jellingsø, Mads, 2010. "Monetary policy during speculative attacks: Are there adverse medium term effects?," The North American Journal of Economics and Finance, Elsevier, vol. 21(1), pages 5-18, March.
- Branch, William A. & Evans, George W., 2010.
"Learning about Risk and Return: A Simple Model of Bubbles and Crashes,"
SIRE Discussion Papers
2010-33, Scottish Institute for Research in Economics (SIRE).
- William A. Branch & George W. Evans, 2011. "Learning about Risk and Return: A Simple Model of Bubbles and Crashes," American Economic Journal: Macroeconomics, American Economic Association, vol. 3(3), pages 159-191, July.
- Wiliam Branch & George W. Evans, "undated". "Learning about Risk and Return: A Simple Model of Bubbles and Crashes," University of Oregon Economics Department Working Papers 2008-1, University of Oregon Economics Department.
- Martin Ellison & Liam Graham & Jouko Vilmunen, 2005.
"Strong contagion with weak spillovers,"
Computing in Economics and Finance 2005
30, Society for Computational Economics.
- Ellison, Martin & Graham, Liam & Vilmunen, Jouko, 2004. "Strong Contagion with Weak Spillovers," CEPR Discussion Papers 4762, C.E.P.R. Discussion Papers.
- Martin Ellison & Liam Graham & Jouko Vilmunen, 2006. "Strong Contagion with Weak Spillovers," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 9(2), pages 263-283, April.
- Martin Ellison & Liam Graham & Jouka Vilmunen, 2005. "Strong Contagion with Weak Spillovers," Money Macro and Finance (MMF) Research Group Conference 2005 91, Money Macro and Finance Research Group.
- Wiliam Branch & George W. Evans, 2005.
"A Simple Recursive Forecasting Model,"
University of Oregon Economics Department Working Papers
2005-3, University of Oregon Economics Department, revised 01 Feb 2005.
- Branch, William A. & Evans, George W., 2006. "A simple recursive forecasting model," Economics Letters, Elsevier, vol. 91(2), pages 158-166, May.
- Bigio, Saki, 2009.
"Learning under Fear of Floating,"
Working Papers
2009-004, Banco Central de Reserva del Perú.
- Bigio, Saki, 2010. "Learning under fear of floating," Journal of Economic Dynamics and Control, Elsevier, vol. 34(10), pages 1923-1950, October.
- Orlando Gomes, .
"Volatility, Heterogeneous Agents and Chaos,"
The Electronic Journal of Evolutionary Modeling and Economic Dynamics, IFReDE - Université Montesquieu Bordeaux IV.
- Orlando Gomes, 2004. "Volatility, Heterogeneous Agents and Chaos," GE, Growth, Math methods 0409010, University Library of Munich, Germany.
- Branch, William A., 2016. "Imperfect knowledge, liquidity and bubbles," Journal of Economic Dynamics and Control, Elsevier, vol. 62(C), pages 17-42.
- Dmitri Kolyuzhnov & Anna Bogomolova & Sergey Slobodyan, 2006.
"Escape Dynamics: A Continuous—Time Approximation,"
CERGE-EI Working Papers
wp285, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
- Kolyuzhnov, Dmitri & Bogomolova, Anna & Slobodyan, Sergey, 2014. "Escape dynamics: A continuous-time approximation," Journal of Economic Dynamics and Control, Elsevier, vol. 38(C), pages 161-183.
- Marcelin, Isaac & Mathur, Ike, 2016. "Financial sector development and dollarization in emerging economies," International Review of Financial Analysis, Elsevier, vol. 46(C), pages 20-32.
- Dmitri Kolyuzhnov & Anna Bogomolova, 2004. "Escape Dynamics: A Continuous Time Approximation," Computing in Economics and Finance 2004 190, Society for Computational Economics.
- Kenneth Kasa, 2000.
"A robust Hansen-Sargent prediction formula,"
Working Paper Series
2000-11, Federal Reserve Bank of San Francisco.
- Kasa, Kenneth, 2001. "A robust Hansen-Sargent prediction formula," Economics Letters, Elsevier, vol. 71(1), pages 43-48, April.
Cited by:
- Martin Ellison & Thomas J. Sargent, 2012.
"A Defense Of The Fomc,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 53(4), pages 1047-1065, November.
- Sargent, Thomas & Ellison, Martin, 2009. "A defence of the FOMC," CEPR Discussion Papers 7510, C.E.P.R. Discussion Papers.
- Martin Ellison & Thomas J. Sargent, 2009. "A defence of the FOMC," Economics Series Working Papers 457, University of Oxford, Department of Economics.
- Edouard Djeutem & Ken Kasa, 2012.
"Robustness and Exchange Rate Volatility,"
Discussion Papers
dp12-01, Department of Economics, Simon Fraser University.
- Djeutem, Edouard & Kasa, Kenneth, 2013. "Robustness and exchange rate volatility," Journal of International Economics, Elsevier, vol. 91(1), pages 27-39.
- Giordani, Paolo & Söderlind, Paul, 2002.
"Solution of Macromodels with Hansen-Sargent Robust Policies: Some Extensions,"
SSE/EFI Working Paper Series in Economics and Finance
499, Stockholm School of Economics, revised 15 May 2003.
- Giordani, Paolo & Soderlind, Paul, 2004. "Solution of macromodels with Hansen-Sargent robust policies: some extensions," Journal of Economic Dynamics and Control, Elsevier, vol. 28(12), pages 2367-2397, December.
- Kilponen, Juha, 2004.
"Robust expectations and uncertain models: a robust contol approach with application to the new Keynesian economy,"
Bank of Finland Research Discussion Papers
5/2004, Bank of Finland.
- Juha Kilponen, 2004. "Robust expectations and uncertain models – A robust control approach with application to the New Keynesian economy," GE, Growth, Math methods 0404004, University Library of Munich, Germany.
- Michael Paetz, 2007. "Robust Control and Persistence in the New Keynesian Economy," Quantitative Macroeconomics Working Papers 20711, Hamburg University, Department of Economics.
- Hansen, Lars Peter & Mayer, Ricardo & Sargent, Thomas, 2010. "Robust hidden Markov LQG problems," Journal of Economic Dynamics and Control, Elsevier, vol. 34(10), pages 1951-1966, October.
- Tan, Fei & Walker, Todd B., 2015. "Solving generalized multivariate linear rational expectations models," Journal of Economic Dynamics and Control, Elsevier, vol. 60(C), pages 95-111.
- Kenneth Kasa, 2000.
"Learning, large deviations, and recurrent currency crises,"
Working Paper Series
2000-10, Federal Reserve Bank of San Francisco.
- Kenneth Kasa, 2004. "Learning, Large Deviations, And Recurrent Currency Crises," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 45(1), pages 141-173, February.
Cited by:
- George W. Evans & William A. Branch, 2005.
"Model Uncertainty and Endogenous Volatility,"
Computing in Economics and Finance 2005
33, Society for Computational Economics.
- William Branch & George W. Evans, 2007. "Model Uncertainty and Endogenous Volatility," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 10(2), pages 207-237, April.
- Wiliam Branch & George W. Evans, 2005. "Model Uncertainty and Endogenous Volatility," University of Oregon Economics Department Working Papers 2005-21, University of Oregon Economics Department, revised 26 Oct 2006.
- Dmitri Kolyuzhnov & Anna Bogomolova, 2004. "Escape Dynamics: A Continuous Time Approximation," Econometric Society 2004 Latin American Meetings 27, Econometric Society.
- Hansen, Lars Peter & Sargent, Thomas J., 2007.
"Recursive robust estimation and control without commitment,"
Journal of Economic Theory, Elsevier, vol. 136(1), pages 1-27, September.
- Hansen, Lars Peter & Sargent, Thomas J., 2005. "Recursive robust estimation and control without commitment," Discussion Paper Series 1: Economic Studies 2005,28, Deutsche Bundesbank.
- Robert J. Tetlow & Peter Von zur Muehlen, 2002.
"Avoiding Nash inflation: Bayesian and robust responses to model uncertainty,"
Finance and Economics Discussion Series
2002-9, Board of Governors of the Federal Reserve System (U.S.).
- Robert Tetlow & Peter von zur Muehlen, 2004. "Avoiding Nash Inflation: Bayesian and Robus Responses to Model Uncertainty," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 7(4), pages 869-899, October.
- Robert J. Tetlow & Peter Von zur Muehlen, 2003. "Avoiding Nash Inflation : Bayesian and Robust Responses to Model Uncertainty," Finance and Economics Discussion Series 2002-09, Board of Governors of the Federal Reserve System (U.S.).
- Kenneth Kasa, 2007.
"Learning and Model Validation,"
2007 Meeting Papers
548, Society for Economic Dynamics.
- In-Koo Cho & Kenneth Kasa, 2006. "Learning and Model Validation," 2006 Meeting Papers 178, Society for Economic Dynamics.
- Kenneth Kasa & In-Koo Cho, 2011. "Learning and Model Validation," 2011 Meeting Papers 1086, Society for Economic Dynamics.
- In-Koo Cho & Kenneth Kasa, 2015. "Learning and Model Validation," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 82(1), pages 45-82.
- In-Koo Cho & Kenneth Kasa, 2017.
"Gresham's Law of Model Averaging,"
American Economic Review, American Economic Association, vol. 107(11), pages 3589-3616, November.
- In-Koo Cho, 2015. "Gresham's Law of Model Averaging," 2015 Meeting Papers 906, Society for Economic Dynamics.
- In-Koo Cho & Kenneth Kasa, 2016. "Gresham’S Law Of Model Averaging," Discussion Papers dp16-06, Department of Economics, Simon Fraser University.
- Dmitri Kolyuzhnov & Anna Bogomolova, 2004. "Escape Dynamics: A Continuous Time Approximation," Econometric Society 2004 Far Eastern Meetings 557, Econometric Society.
- George W. Evans & Avik Chakraborty, 2006.
"Can Perpetual Learning Explain the Forward Premium Puzzle?,"
University of Oregon Economics Department Working Papers
2006-8, University of Oregon Economics Department, revised 20 Aug 2006.
- Chakraborty, Avik & Evans, George W., 2008. "Can perpetual learning explain the forward-premium puzzle?," Journal of Monetary Economics, Elsevier, vol. 55(3), pages 477-490, April.
- Williams, Noah, 2004.
"Small noise asymptotics for a stochastic growth model,"
Journal of Economic Theory, Elsevier, vol. 119(2), pages 271-298, December.
- Noah Williams, 2003. "Small Noise Asymptotics for a Stochastic Growth Model," Computing in Economics and Finance 2003 262, Society for Computational Economics.
- Noah Williams, 2003. "Small Noise Asymptotics for a Stochastic Growth Model," NBER Working Papers 10194, National Bureau of Economic Research, Inc.
- Evans, George & Honkapohja, Seppo, 2011.
"Learning as a rational foundation for macroeconomics and finance,"
Bank of Finland Research Discussion Papers
8/2011, Bank of Finland.
- Honkapohja, Seppo & Evans, George W., 2011. "Learning as a Rational Foundation for Macroeconomics and Finance," CEPR Discussion Papers 8340, C.E.P.R. Discussion Papers.
- Konstantinos Angelopoulos & Bernardo X. Fernandez & Jim Malley, 2011.
"The Distributional Consequences of Supply-Side Reforms in General Equilibrium,"
CESifo Working Paper Series
3504, CESifo.
- Konstantinos Angelopoulos & Bernardo X. Fernandez & James Malley, 2010. "The distributional consequences of supply-side reforms in general equilibrium," Working Papers 2010_26, Business School - Economics, University of Glasgow, revised Jun 2012.
- Angelopoulos, Konstantinos & Fernandez, Bernardo X. & Malley, James R., 2010. "The Distributional Consequences of Supply-Side Reforms in General Equilibrium," SIRE Discussion Papers 2010-85, Scottish Institute for Research in Economics (SIRE).
- Davies, Ronald B. & Shea, Paul, 2010.
"Adaptive learning with a unit root: An application to the current account,"
Journal of Economic Dynamics and Control, Elsevier, vol. 34(2), pages 179-190, February.
- Ronald B. Davies & Paul Shea, 2003. "Adaptive Learning with a Unit Root: An Application to the Current Account," University of Oregon Economics Department Working Papers 2006-15, University of Oregon Economics Department, revised 10 Jun 2003.
- Evans, David & Evans, George W. & McGough, Bruce, 2022. "Bounded rationality and unemployment dynamics," Economics Letters, Elsevier, vol. 210(C).
- Thomas J. Sargent & Noah Williams & Tao Zha, 2006.
"The conquest of South American inflation,"
FRB Atlanta Working Paper
2006-20, Federal Reserve Bank of Atlanta.
- Thomas Sargent & Noah Williams & Tao Zha, 2006. "The Conquest of South American Inflation," NBER Working Papers 12606, National Bureau of Economic Research, Inc.
- Thomas Sargent & Noah Williams & Tao Zha, 2009. "The Conquest of South American Inflation," Journal of Political Economy, University of Chicago Press, vol. 117(2), pages 211-256, April.
- Martin Ellison & Andrew Scott, 2009.
"Learning and Price Volatility in Duopoly Models of Resource Depletion,"
OxCarre Working Papers
025, Oxford Centre for the Analysis of Resource Rich Economies, University of Oxford.
- Scott, Andrew & Ellison, Martin, 2009. "Learning and Price Volatility in Duopoly Models of Resource Depletion," CEPR Discussion Papers 7378, C.E.P.R. Discussion Papers.
- Ellison, Martin & Scott, Andrew, 2013. "Learning and price volatility in duopoly models of resource depletion," Journal of Monetary Economics, Elsevier, vol. 60(7), pages 806-820.
- Kevin X. D. Huang & Zheng Liu & Tao Zha, 2008.
"Learning, adaptive expectations, and technology shocks,"
Working Paper Series
2008-18, Federal Reserve Bank of San Francisco.
- KevinX.D. Huang & Zheng Liu & Tao Zha, 2009. "Learning, Adaptive Expectations and Technology Shocks," Economic Journal, Royal Economic Society, vol. 119(536), pages 377-405, March.
- Kevin X. D. Huang & Zheng Liu & Tao Zha, 2008. "Learning, adaptive expectations, and technology shocks," FRB Atlanta Working Paper 2008-20, Federal Reserve Bank of Atlanta.
- Kevin X.D. Huang & Zheng Liu & Tao Zha, 2009. "Learning, Adaptive Expectations and Technology Shocks," Economic Journal, Royal Economic Society, vol. 119(536), pages 377-405, March.
- Kevin X.D. Huang & Zheng Liu & Tao Zha, 2008. "Learning, Adaptive Expectations, and Technology Shocks," Vanderbilt University Department of Economics Working Papers 0807, Vanderbilt University Department of Economics.
- Athanasios Orphanides & John C. Williams, 2003.
"Imperfect Knowledge, Inflation Expectations, and Monetary Policy,"
NBER Working Papers
9884, National Bureau of Economic Research, Inc.
- Athanasios Orphanides & John C. Williams, 2002. "Imperfect knowledge, inflation expectations, and monetary policy," Working Paper Series 2002-04, Federal Reserve Bank of San Francisco.
- Orphanides, Athanasios & Williams, John C., 2003. "Imperfect knowledge, inflation expectations, and monetary policy," CFS Working Paper Series 2003/40, Center for Financial Studies (CFS).
- Athanasios Orphanides & John Williams, 2004. "Imperfect Knowledge, Inflation Expectations, and Monetary Policy," NBER Chapters, in: The Inflation-Targeting Debate, National Bureau of Economic Research, Inc.
- Athanasios Orphanides & John C. Williams, 2002. "Imperfect knowledge, inflation expectations, and monetary policy," Finance and Economics Discussion Series 2002-27, Board of Governors of the Federal Reserve System (U.S.).
- Martin Ellison & Liam Graham & Jouko Vilmunen, 2005.
"Strong contagion with weak spillovers,"
Computing in Economics and Finance 2005
30, Society for Computational Economics.
- Ellison, Martin & Graham, Liam & Vilmunen, Jouko, 2004. "Strong Contagion with Weak Spillovers," CEPR Discussion Papers 4762, C.E.P.R. Discussion Papers.
- Martin Ellison & Liam Graham & Jouko Vilmunen, 2006. "Strong Contagion with Weak Spillovers," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 9(2), pages 263-283, April.
- Martin Ellison & Liam Graham & Jouka Vilmunen, 2005. "Strong Contagion with Weak Spillovers," Money Macro and Finance (MMF) Research Group Conference 2005 91, Money Macro and Finance Research Group.
- Wiliam Branch & George W. Evans, 2005.
"A Simple Recursive Forecasting Model,"
University of Oregon Economics Department Working Papers
2005-3, University of Oregon Economics Department, revised 01 Feb 2005.
- Branch, William A. & Evans, George W., 2006. "A simple recursive forecasting model," Economics Letters, Elsevier, vol. 91(2), pages 158-166, May.
- Batlome Janjgava & Sergey Slobodyan, 2011. "Duopoly Competition, Escape Dynamics and Non-cooperative Collusion," CERGE-EI Working Papers wp445, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
- Dmitri Kolyuzhnov & Anna Bogomolova & Sergey Slobodyan, 2006.
"Escape Dynamics: A Continuous—Time Approximation,"
CERGE-EI Working Papers
wp285, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
- Kolyuzhnov, Dmitri & Bogomolova, Anna & Slobodyan, Sergey, 2014. "Escape dynamics: A continuous-time approximation," Journal of Economic Dynamics and Control, Elsevier, vol. 38(C), pages 161-183.
- Evans, David & Evans, George W. & McGough, Bruce, 2021. "Learning when to say no," Journal of Economic Theory, Elsevier, vol. 194(C).
- Dmitri Kolyuzhnov & Anna Bogomolova, 2007. "Optimal Monetary Policy Rules: The Problem of Stability under Heterogeneous Learning," 2007 Meeting Papers 713, Society for Economic Dynamics.
- Dmitri Kolyuzhnov & Anna Bogomolova, 2004. "Escape Dynamics: A Continuous Time Approximation," Computing in Economics and Finance 2004 190, Society for Computational Economics.
- Kenneth Kasa, 2000.
"Testing present value models of the current account: a cautionary note,"
Working Paper Series
2000-12, Federal Reserve Bank of San Francisco.
- Kasa, Kenneth, 2003. "Testing present value models of the current account: a cautionary note," Journal of International Money and Finance, Elsevier, vol. 22(4), pages 557-569, August.
Cited by:
- Chou, Yu-Hsi, 2018. "Understanding the sources of the exchange rate disconnect puzzle: A variance decomposition approach," International Review of Economics & Finance, Elsevier, vol. 56(C), pages 267-287.
- Karunaratne, Neil Dias, 2010. "The sustainability of Australia's current account deficits--A reappraisal after the global financial crisis," Journal of Policy Modeling, Elsevier, vol. 32(1), pages 81-97, January.
- John C. Bluedorn, 2005.
"Hurricanes: Intertemporal Trade and Capital Shocks,"
Economics Papers
2005-W22, Economics Group, Nuffield College, University of Oxford.
- John C. Bluedorn, 2005. "Hurricanes: Intertemporal Trade and Capital Shocks," Economics Series Working Papers 241, University of Oxford, Department of Economics.
- Elif Arbatli, 2008.
"Futures Markets, Oil Prices and the Intertemporal Approach to the Current Account,"
Staff Working Papers
08-48, Bank of Canada.
- Elif C. Arbatli, 2009. "Futures Markets, Oil Prices, and the Intertemporal Approach to the Current Account," 2009 Meeting Papers 406, Society for Economic Dynamics.
- Kenneth Kasa, 1999.
"Model uncertainty, robust policies, and the value of commitment,"
Working Paper Series
99-14, Federal Reserve Bank of San Francisco.
- Kasa, Kenneth, 2002. "Model Uncertainty, Robust Policies, And The Value Of Commitment," Macroeconomic Dynamics, Cambridge University Press, vol. 6(1), pages 145-166, February.
Cited by:
- Marc P. Giannoni, 2007. "Robust optimal monetary policy in a forward-looking model with parameter and shock uncertainty," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 22(1), pages 179-213.
- Martin Ellison & Thomas J. Sargent, 2012.
"A Defense Of The Fomc,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 53(4), pages 1047-1065, November.
- Sargent, Thomas & Ellison, Martin, 2009. "A defence of the FOMC," CEPR Discussion Papers 7510, C.E.P.R. Discussion Papers.
- Martin Ellison & Thomas J. Sargent, 2009. "A defence of the FOMC," Economics Series Working Papers 457, University of Oxford, Department of Economics.
- Richard Dennis, 2013.
"Imperfect Credibility and Robust Monetary Policy,"
Working Papers
2013_14, Business School - Economics, University of Glasgow.
- Dennis, Richard, 2013. "Imperfect Credibility and Robust Monetary Policy," SIRE Discussion Papers 2013-78, Scottish Institute for Research in Economics (SIRE).
- Richard Dennis, 2013. "Imperfect Credibility and Robust Monetary Policy," CAMA Working Papers 2013-68, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Richard Dennis, 2012. "Imperfect Credibility and Robust Monetary Policy," CAMA Working Papers 2012-41, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
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Cited by:
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"Purchase of SME-related ABS by theBank of Japan: Monetary Policy and SME financing in Japan,"
Bank of Japan Working Paper Series
03-E-3, Bank of Japan.
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"Credit Cycles in a OLG Economy with Money and Bequest,"
Money Macro and Finance (MMF) Research Group Conference 2006
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Journal of International Money and Finance, Elsevier, vol. 24(8), pages 1261-1277, December.
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Pacific Basin Working Paper Series
97-08, Federal Reserve Bank of San Francisco.
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"Borrowing constraints and asset market dynamics: evidence from the Pacific Basin,"
Pacific Basin Working Paper Series
98-04, Federal Reserve Bank of San Francisco.
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Pacific Basin Working Paper Series
99-01, Federal Reserve Bank of San Francisco.
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Cited by:
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70687, University Library of Munich, Germany.
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Manchester School, University of Manchester, vol. 84(6), pages 795-810, December.
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"It Takes More Than a Bubble to Become Japan,"
RBA Annual Conference Volume (Discontinued), in: Anthony Richards & Tim Robinson (ed.),Asset Prices and Monetary Policy,
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"Output Composition of Monetary Policy Transmission Mechanism in Japan,"
Discussion Papers in Economics and Business
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"Identifying the Liquidity Effects of Monetary Policy Shocks for a Small Open Economy: Turkey,"
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Cited by:
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"Optimal Monetary Policy with Imperfect Common Knowledge,"
CEPR Discussion Papers
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- Adam, Klaus, 2007. "Optimal monetary policy with imperfect common knowledge," Journal of Monetary Economics, Elsevier, vol. 54(2), pages 267-301, March.
- Klaus Adam, 2004. "Optimal Monetary Policy with Imperfect Common Knowledge," Econometric Society 2004 North American Winter Meetings 24, Econometric Society.
- Adam, Klaus, 2003. "Optimal Monetary Policy with Imperfect Common Knowledge," CFS Working Paper Series 2003/12, Center for Financial Studies (CFS).
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"Speculative dynamics,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 44(1), pages 1-52, July.
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- Hyun Song Shin & Jeffery D. Amato, 2003.
"Public and Private Information in Monetary Policy Models,"
Computing in Economics and Finance 2003
38, Society for Computational Economics.
- Jeffery Amato & Hyun Song Shin, 2003. "Public and Private Information in Monetary Policy Models," Levine's Bibliography 666156000000000092, UCLA Department of Economics.
- Hyun Song Shin & Jeffery D. Amato, 2004. "Public and Private Information in Monetary Policy Models," Econometric Society 2004 North American Winter Meetings 59, Econometric Society.
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"How equilibrium prices reveal information in a time series model with disparately informed, competitive traders,"
Journal of Economic Theory, Elsevier, vol. 137(1), pages 512-537, November.
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- Todd B. Walker, 2005. "How Equilibrium Prices Reveal Information in Time Series Models with Disparately Informed, Competitive Traders," Finance 0509021, University Library of Munich, Germany.
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03.02, Swiss National Bank, Study Center Gerzensee.
- Eric van Wincoop & Philippe Bacchetta, 2003. "Can Information Heterogeneity Explain the Exchange Rate Determination Puzzle?," NBER Working Papers 9498, National Bureau of Economic Research, Inc.
- Eric van Wincoop & Philippe Bacchetta, 2004. "Can Information Heterogeneity Explain the Exchange Rate Determination Puzzle?," Econometric Society 2004 North American Winter Meetings 628, Econometric Society.
- Philippe Bacchetta & Eric Van Wincoop, 2006. "Can Information Heterogeneity Explain the Exchange Rate Determination Puzzle?," American Economic Review, American Economic Association, vol. 96(3), pages 552-576, June.
- Bacchetta, Philippe & van Wincoop, Eric, 2003. "Can Information Heterogeneity Explain the Exchange Rate Determination Puzzle?," CEPR Discussion Papers 3808, C.E.P.R. Discussion Papers.
- Guido Lorenzoni, 2006.
"A Theory of Demand Shocks,"
NBER Working Papers
12477, National Bureau of Economic Research, Inc.
- Guido Lorenzoni, 2009. "A Theory of Demand Shocks," American Economic Review, American Economic Association, vol. 99(5), pages 2050-2084, December.
- Ergun, Lerby & Uthemann, Andreas, 2020. "Higher-order uncertainty in financial markets: evidence from a consensus pricing service," LSE Research Online Documents on Economics 118893, London School of Economics and Political Science, LSE Library.
- Taub, B., 2023. "Signal-jamming in the frequency domain," Games and Economic Behavior, Elsevier, vol. 142(C), pages 896-930.
- Giacomo Rondina & Todd Walker, 2016. "Learning and Informational Stability of Dynamic REE with Incomplete Information," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 21, pages 147-159, July.
- Giovanni Angelini & Marco M. Sorge, 2021.
"Under the same (Chole)sky: DNK models, timing restrictions and recursive identification of monetary policy shocks,"
Working Papers
wp1160, Dipartimento Scienze Economiche, Universita' di Bologna.
- Angelini, Giovanni & Sorge, Marco M., 2021. "Under the same (Chole)sky: DNK models, timing restrictions and recursive identification of monetary policy shocks," Journal of Economic Dynamics and Control, Elsevier, vol. 133(C).
- Eric R. Young & Ponpoje Porapakkarm, 2008. "Information Heterogeneity in the Macroeconomy," 2008 Meeting Papers 67, Society for Economic Dynamics.
- Angeletos, G.-M. & Lian, C., 2016. "Incomplete Information in Macroeconomics," Handbook of Macroeconomics, in: J. B. Taylor & Harald Uhlig (ed.), Handbook of Macroeconomics, edition 1, volume 2, chapter 0, pages 1065-1240, Elsevier.
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"Imperfect Information and Aggregate Supply,"
NBER Working Papers
15773, National Bureau of Economic Research, Inc.
- Mankiw, N. Gregory & Reis, Ricardo, 2010. "Imperfect Information and Aggregate Supply," Scholarly Articles 33907956, Harvard University Department of Economics.
- Mankiw, N. Gregory & Reis, Ricardo, 2010. "Imperfect Information and Aggregate Supply," Handbook of Monetary Economics, in: Benjamin M. Friedman & Michael Woodford (ed.), Handbook of Monetary Economics, edition 1, volume 3, chapter 5, pages 183-229, Elsevier.
- Mankiw, N Gregory, 2010. "Imperfect Information and Aggregate supply," CEPR Discussion Papers 7711, C.E.P.R. Discussion Papers.
- University of California & Giacomo Rondina, 2008. "Incomplete Information and Informative Pricing: Theory and Application," 2008 Meeting Papers 981, Society for Economic Dynamics.
- Philippe Bacchetta & Eric van Wincoop, 2005. "Can Information Heterogeneity Explain the Exchange Rate Determination?," FAME Research Paper Series rp155, International Center for Financial Asset Management and Engineering.
- Rondina, Giacomo & Walker, Todd B., 2021.
"Confounding dynamics,"
Journal of Economic Theory, Elsevier, vol. 196(C).
- Todd Walker, 2017. "Confounding Dynamics," 2017 Meeting Papers 141, Society for Economic Dynamics.
- Todd Walker & Giacomo Rondina, 2017. "Confounding Dynamics," 2017 Meeting Papers 525, Society for Economic Dynamics.
- Laura Veldkamp, 2003.
"Learning Asymmetries in Real Business Cycles,"
Working Papers
03-21, New York University, Leonard N. Stern School of Business, Department of Economics.
- Van Nieuwerburgh, Stijn & Veldkamp, Laura, 2006. "Learning asymmetries in real business cycles," Journal of Monetary Economics, Elsevier, vol. 53(4), pages 753-772, May.
- Jonathan J Adams, 2019. "Macroeconomic Models with Incomplete Information and Endogenous Signals," Working Papers 001004, University of Florida, Department of Economics.
- Christoph Gortz & John D. Tsoukalas, 2013.
"Learning, Capital Embodied Technology and Aggregate Fluctuations,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 16(4), pages 708-723, October.
- Christoph Gortz & John D. Tsoukalas, 2012. "Code and data files for "Learning, Capital Embodied Technology and Aggregate Fluctuations"," Computer Codes 11-165, Review of Economic Dynamics.
- Christoph Görtz & John Tsoukalas, 2011. "Learning, Capital-Embodied Technology and Aggregate Fluctuations," Discussion Papers 11/06, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM).
- Gortz, Christoph & John, Tsoukalas, 2011. "Learning, capital-embodied technology and aggregate fluctuations," MPRA Paper 35438, University Library of Munich, Germany, revised Nov 2011.
- Makarov, Igor & Rytchkov, Oleg, 2012. "Forecasting the forecasts of others: Implications for asset pricing," Journal of Economic Theory, Elsevier, vol. 147(3), pages 941-966.
- Giacomo Rondina & Todd Walker, 2023. "Equivalence Results With Endogenous Signal Extraction," CAEPR Working Papers 2023-007 Classification-, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
- Huo, Zhen & Pedroni, Marcelo, 2023. "Dynamic information aggregation: Learning from the past," Journal of Monetary Economics, Elsevier, vol. 136(C), pages 107-124.
- Bomfim, Antulio N., 2001.
"Measurement error in general equilibrium: the aggregate effects of noisy economic indicators,"
Journal of Monetary Economics, Elsevier, vol. 48(3), pages 585-603, December.
- Antulio N. Bomfim, 1999. "Measurement error in general equilibrium: the aggregate effects of noisy economic indicators," Finance and Economics Discussion Series 1999-54, Board of Governors of the Federal Reserve System (U.S.).
- Ken Kasa & Todd Walker & Charles Whiteman, 2012.
"Heterogenous Beliefs and Tests of Present Value Models,"
Discussion Papers
dp12-06, Department of Economics, Simon Fraser University.
- Kenneth Kasa & Todd B. Walker & Charles H. Whiteman, 2014. "Heterogeneous Beliefs and Tests of Present Value Models," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 81(3), pages 1137-1163.
- Anthony Garratt & Kevin Lee & Mohammad Hashem Pesaran & Yongcheol Shin, 1998.
"A structural cointegrating VAR approach to macroeconometric modelling,"
Edinburgh School of Economics Discussion Paper Series
8, Edinburgh School of Economics, University of Edinburgh.
- Garratt, Anthony & Lee, Kevin C & Pesaran, M. Hashem & Shin, Yongcheol, 1998. "A Structural Cointegrating VAR Approach to Macroeconometric Modelling," Cambridge Working Papers in Economics 9823, Faculty of Economics, University of Cambridge.
- Antulio N. Bomfim, 1999. "Do noisy data exacerbate cyclical volatility?," Finance and Economics Discussion Series 1999-50, Board of Governors of the Federal Reserve System (U.S.).
- Kristoffer Nimark, 2009.
"Speculative dynamics in the term structure of interest rates,"
Economics Working Papers
1194, Department of Economics and Business, Universitat Pompeu Fabra, revised Sep 2012.
- Kristoffer Nimark, 2012. "Speculative Dynamics in the Term Structure of Interest Rates," Working Papers 430, Barcelona School of Economics.
- Brock, William A. & Durlauf, Steven N. & Rondina, Giacomo, 2013.
"Design limits and dynamic policy analysis,"
Journal of Economic Dynamics and Control, Elsevier, vol. 37(12), pages 2710-2728.
- William A. Brock & Steven N. Durlauf & Giacomo Rondina, 2008. "Design Limits and Dynamic Policy Analysis," NBER Working Papers 14357, National Bureau of Economic Research, Inc.
- Zhen Huo & Jess Benhabib & Sushant Acharya, 2017.
"The Anatomy of Sentiment-driven Fluctuations,"
2017 Meeting Papers
513, Society for Economic Dynamics.
- Sushant Acharya & Jess Benhabib & Zhen Huo, 2017. "The Anatomy of Sentiment-Driven Fluctuations," NBER Working Papers 23136, National Bureau of Economic Research, Inc.
- Sushant Acharya & Jess Benhabib & Zhen Huo, 2021. "The Anatomy of Sentiment-Driven Fluctuations," Staff Working Papers 21-33, Bank of Canada.
- Acharya, Sushant & Benhabib, Jess & Huo, Zhen, 2021. "The anatomy of sentiment-driven fluctuations," Journal of Economic Theory, Elsevier, vol. 195(C).
- Tan, Fei, 2018. "A Frequency-Domain Approach to Dynamic Macroeconomic Models," MPRA Paper 90487, University Library of Munich, Germany.
- Meyer-Gohde, Alexander, 2024. "Solving and analyzing DSGE models in the frequency domain," IMFS Working Paper Series 207, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Pengfei Wang & Yi Wen, 2007. "Incomplete information and self-fulfilling prophecies," Working Papers 2007-033, Federal Reserve Bank of St. Louis.
- George-Marios Angeletos & Chen Lian, 2016. "Incomplete Information in Macroeconomics: Accommodating Frictions in Coordination," NBER Working Papers 22297, National Bureau of Economic Research, Inc.
- Guse, Eran A., 2004. "Expectational business cycles," Bank of Finland Research Discussion Papers 19/2004, Bank of Finland.
- Aaron Tornell, 2003. "Robust-H_infinity Forecasting and Asset Pricing Anomalies (December 2001)," UCLA Economics Online Papers 237, UCLA Department of Economics.
- Enrique Martínez García, 2007. "A monetary model of the exchange rate with informational frictions," Globalization Institute Working Papers 02, Federal Reserve Bank of Dallas.
- P. Seiler & B. Taub, 2008. "The dynamics of strategic information flows in stock markets," Finance and Stochastics, Springer, vol. 12(1), pages 43-82, January.
- Eran Guse, 2004. "Expectational Business Cycles," Money Macro and Finance (MMF) Research Group Conference 2004 97, Money Macro and Finance Research Group.
- Tan, Fei & Walker, Todd B., 2015. "Solving generalized multivariate linear rational expectations models," Journal of Economic Dynamics and Control, Elsevier, vol. 60(C), pages 95-111.
- Han, Zhao & Tan, Fei & Wu, Jieran, 2022. "Analytic policy function iteration," Journal of Economic Theory, Elsevier, vol. 200(C).
- Meyer-Gohde, Alexander & Tzaawa-Krenzler, Mary, 2023. "Sticky information and the Taylor principle," IMFS Working Paper Series 189, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Luo Yulei & Young Eric R, 2009. "Rational Inattention and Aggregate Fluctuations," The B.E. Journal of Macroeconomics, De Gruyter, vol. 9(1), pages 1-43, April.
- Lucia Alessi & Matteo Barigozzi & Marco Capasso, 2007.
"A Review of Nonfundamentalness and Identification in Structural VAR Models,"
LEM Papers Series
2007/22, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Alessi, Lucia & Barigozzi, Matteo & Capasso, Marco, 2008. "A review of nonfundamentalness and identification in structural VAR models," Working Paper Series 922, European Central Bank.
- Joseph G. Pearlman & Thomas J. Sargent, 2005. "Knowing the Forecasts of Others," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 8(2), pages 480-497, April.
- Jurado, Kyle, 2023. "Rational inattention in the frequency domain," Journal of Economic Theory, Elsevier, vol. 208(C).
- Pearlman, Joseph G., 2005. "Central bank transparency and private information in a dynamic macroeconomic model," Working Paper Series 455, European Central Bank.
- Kenneth Kasa, 1994.
"Optimal policy with limited commitment,"
Working Papers in Applied Economic Theory
94-16, Federal Reserve Bank of San Francisco.
- Kasa, Kenneth, 1998. "Optimal policy with limited commitment," Journal of Economic Dynamics and Control, Elsevier, vol. 22(6), pages 887-910, June.
Cited by:
- Kenneth Kasa, 1999.
"Model uncertainty, robust policies, and the value of commitment,"
Working Paper Series
99-14, Federal Reserve Bank of San Francisco.
- Kasa, Kenneth, 2002. "Model Uncertainty, Robust Policies, And The Value Of Commitment," Macroeconomic Dynamics, Cambridge University Press, vol. 6(1), pages 145-166, February.
Articles
- Kasa, Kenneth & Lei, Xiaowen, 2018.
"Risk, uncertainty, and the dynamics of inequality,"
Journal of Monetary Economics, Elsevier, vol. 94(C), pages 60-78.
See citations under working paper version above.
- Kenneth Kasa & Xiaowen Lei, 2017. "Risk, Uncertainty, and the Dynamics of Inequality," Discussion Papers dp17-06, Department of Economics, Simon Fraser University.
- In-Koo Cho & Kenneth Kasa, 2017.
"Gresham's Law of Model Averaging,"
American Economic Review, American Economic Association, vol. 107(11), pages 3589-3616, November.
See citations under working paper version above.
- In-Koo Cho, 2015. "Gresham's Law of Model Averaging," 2015 Meeting Papers 906, Society for Economic Dynamics.
- In-Koo Cho & Kenneth Kasa, 2016. "Gresham’S Law Of Model Averaging," Discussion Papers dp16-06, Department of Economics, Simon Fraser University.
- In-Koo Cho & Kenneth Kasa, 2015.
"Learning and Model Validation,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 82(1), pages 45-82.
See citations under working paper version above.
- In-Koo Cho & Kenneth Kasa, 2006. "Learning and Model Validation," 2006 Meeting Papers 178, Society for Economic Dynamics.
- Kenneth Kasa & In-Koo Cho, 2011. "Learning and Model Validation," 2011 Meeting Papers 1086, Society for Economic Dynamics.
- Kenneth Kasa, 2007. "Learning and Model Validation," 2007 Meeting Papers 548, Society for Economic Dynamics.
- Cho, In-Koo & Kasa, Kenneth, 2014.
"An escape time interpretation of robust control,"
Journal of Economic Dynamics and Control, Elsevier, vol. 42(C), pages 1-12.
See citations under working paper version above.
- In-Koo Cho & Kenneth Kasa, 2013. "An Escape Time Interpretation of Robust Control," Discussion Papers dp13-07, Department of Economics, Simon Fraser University.
- Kenneth Kasa & Todd B. Walker & Charles H. Whiteman, 2014.
"Heterogeneous Beliefs and Tests of Present Value Models,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 81(3), pages 1137-1163.
See citations under working paper version above.
- Ken Kasa & Todd Walker & Charles Whiteman, 2012. "Heterogenous Beliefs and Tests of Present Value Models," Discussion Papers dp12-06, Department of Economics, Simon Fraser University.
- Djeutem, Edouard & Kasa, Kenneth, 2013.
"Robustness and exchange rate volatility,"
Journal of International Economics, Elsevier, vol. 91(1), pages 27-39.
See citations under working paper version above.
- Edouard Djeutem & Ken Kasa, 2012. "Robustness and Exchange Rate Volatility," Discussion Papers dp12-01, Department of Economics, Simon Fraser University.
- Kenneth Kasa & Mark M. Spiegel, 2008.
"The role of relative performance in bank closure decisions,"
Economic Review, Federal Reserve Bank of San Francisco, pages 17-29.
See citations under working paper version above.
- Kenneth Kasa & Mark M. Spiegel, 1999. "The role of relative performance in bank closure decisions," Working Papers in Applied Economic Theory 99-07, Federal Reserve Bank of San Francisco.
- Cho, In-Koo & Kasa, Kenneth, 2008.
"Learning Dynamics And Endogenous Currency Crises,"
Macroeconomic Dynamics, Cambridge University Press, vol. 12(2), pages 257-285, April.
See citations under working paper version above.
- In-Koo Cho & Kenneth Kasa, 2003. "Learning Dynamics and Endogenous Currency Crises," Computing in Economics and Finance 2003 132, Society for Computational Economics.
- Kenneth Kasa, 2006.
"Robustness and Information Processing,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 9(1), pages 1-33, January.
Cited by:
- Luo, Yulei, 2015. "Robustly Strategic Consumption-Portfolio Rules with Informational Frictions," MPRA Paper 64312, University Library of Munich, Germany.
- Zhang, Yuhua & Niu, Yingjie & Wu, Ting, 2020. "Stochastic interest rates under rational inattention," The North American Journal of Economics and Finance, Elsevier, vol. 54(C).
- Luo, Yulei & Young, Eric, 2014.
"Induced Uncertainty, Market Price of Risk, and the Dynamics of Consumption and Wealth,"
MPRA Paper
57111, University Library of Munich, Germany.
- Luo, Yulei & Young, Eric R., 2016. "Induced uncertainty, market price of risk, and the dynamics of consumption and wealth," Journal of Economic Theory, Elsevier, vol. 163(C), pages 1-41.
- Martin Ellison & Thomas J. Sargent, 2012.
"A Defense Of The Fomc,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 53(4), pages 1047-1065, November.
- Sargent, Thomas & Ellison, Martin, 2009. "A defence of the FOMC," CEPR Discussion Papers 7510, C.E.P.R. Discussion Papers.
- Martin Ellison & Thomas J. Sargent, 2009. "A defence of the FOMC," Economics Series Working Papers 457, University of Oxford, Department of Economics.
- Yulei Luo & Jun Nie & Eric Young, 2010.
"Robustness, information-processing constraints, and the current account in small open economies,"
Research Working Paper
RWP 10-17, Federal Reserve Bank of Kansas City.
- Luo, Yulei & Nie, Jun & Young, Eric R., 2012. "Robustness, information–processing constraints, and the current account in small open economies," Journal of International Economics, Elsevier, vol. 88(1), pages 104-120.
- Jianjun Miao, 2019. "Multivariate LQG Control under Rational Inattention in Continuous Time," Boston University - Department of Economics - Working Papers Series WP2019-06, Boston University - Department of Economics.
- Luo, Yulei & Nie, Jun & Young, Eric, 2015.
"Robust Permanent Income in General Equilibrium,"
MPRA Paper
63985, University Library of Munich, Germany.
- Yulei Luo & Jun Nie & Eric Young, 2015. "Robust permanent income in general equilibrium," Research Working Paper RWP 15-14, Federal Reserve Bank of Kansas City.
- Mu, Congming & Yang, Jinqiang & Zhang, Yuhua, 2020. "Investment timing with information-processing constraints," Finance Research Letters, Elsevier, vol. 32(C).
- Yulei Luo & Eric R. Young, 2016.
"Long‐Run Consumption Risk and Asset Allocation under Recursive Utility and Rational Inattention,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 48(2-3), pages 325-362, March.
- Luo, Yulei & Young, Eric, 2013. "Long-run Consumption Risk and Asset Allocation under Recursive Utility and Rational Inattention," MPRA Paper 52904, University Library of Munich, Germany.
- Luo, Yulei & Nie, Jun & Wang, Haijun, 2022. "Ignorance, pervasive uncertainty, and household finance," Journal of Economic Theory, Elsevier, vol. 199(C).
- Philippe Bacchetta & Eric van Wincoop, 2005.
"Incomplete Information Processing: A Solution to the Forward Discount Puzzle,"
Working Papers
05.03, Swiss National Bank, Study Center Gerzensee.
- Philippe Bacchetta & Eric Van Wincoop, 2006. "Incomplete information processing: a solution to the forward discount puzzle," Working Paper Series 2006-35, Federal Reserve Bank of San Francisco.
- Philippe Bacchetta & Eric Van Wincoop, 2006. "Incomplete information processing: a solution to the forward discount puzzle," Proceedings, Federal Reserve Bank of San Francisco, issue Jun.
- Ian Dew-Becker & Charles G. Nathanson, 2017.
"Directed Attention and Nonparametric Learning,"
NBER Working Papers
23917, National Bureau of Economic Research, Inc.
- Dew-Becker, Ian & Nathanson, Charles G., 2019. "Directed attention and nonparametric learning," Journal of Economic Theory, Elsevier, vol. 181(C), pages 461-496.
- Luo, Yulei & Young, Eric, 2013. "Rational Inattention in Macroeconomics: A Survey," MPRA Paper 54267, University Library of Munich, Germany.
- Luo, Yulei, 2014. "Strategic Consumption-Portfolio Rules and Precautionary Savings with Informational Frictions," MPRA Paper 58077, University Library of Munich, Germany.
- Yulei Luo & Jun Nie & Haijun Wang, 2023. "Ambiguous Consumption and Asset Allocation with Unknown Markovian Income Growth," Annals of Economics and Finance, Society for AEF, vol. 24(2), pages 237-275, November.
- Philip Arestis & Alexander Mihailov, 2008.
"Classifying Monetary Economics: Fields and Methods from Past to Future,"
Economics Discussion Papers
em-dp2008-64, Department of Economics, University of Reading.
- Philip Arestis & Alexander Mihailov, 2011. "Classifying Monetary Economics: Fields And Methods From Past To Future," Journal of Economic Surveys, Wiley Blackwell, vol. 25(4), pages 769-800, September.
- Yulei Luo & Eric R. Young, 2014. "Signal Extraction And Rational Inattention," Economic Inquiry, Western Economic Association International, vol. 52(2), pages 811-829, April.
- Leyla Jianyu Han & Kenneth Kasa, 2019. "Ambiguity and Information Processing in a Model of Intermediary Asset Pricing," Discussion Papers dp19-04, Department of Economics, Simon Fraser University.
- Yulei Luo, 2006. "Rational Inattention, Portfolio Choice, and the Equity Premium," Computing in Economics and Finance 2006 56, Society for Computational Economics.
- Kenneth Kasa, 2004.
"Learning, Large Deviations, And Recurrent Currency Crises,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 45(1), pages 141-173, February.
See citations under working paper version above.
- Kenneth Kasa, 2000. "Learning, large deviations, and recurrent currency crises," Working Paper Series 2000-10, Federal Reserve Bank of San Francisco.
- Kasa, Kenneth, 2003.
"Testing present value models of the current account: a cautionary note,"
Journal of International Money and Finance, Elsevier, vol. 22(4), pages 557-569, August.
See citations under working paper version above.
- Kenneth Kasa, 2000. "Testing present value models of the current account: a cautionary note," Working Paper Series 2000-12, Federal Reserve Bank of San Francisco.
- Kasa, Kenneth, 2002.
"Model Uncertainty, Robust Policies, And The Value Of Commitment,"
Macroeconomic Dynamics, Cambridge University Press, vol. 6(1), pages 145-166, February.
See citations under working paper version above.
- Kenneth Kasa, 1999. "Model uncertainty, robust policies, and the value of commitment," Working Paper Series 99-14, Federal Reserve Bank of San Francisco.
- Kenneth Kasa, 2001.
"Will inflation targeting work in developing countries?,"
FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue jan.12.
Cited by:
- Akhand Akhtar Hossain, 2009. "Central Banking and Monetary Policy in the Asia-Pacific," Books, Edward Elgar Publishing, number 12777.
- Gongpil Choi, 2003. "The Choice of Monetary Regime for Post-Crisis Asia. The Case of South Korea," Revue économique, Presses de Sciences-Po, vol. 54(5), pages 1137-1160.
- Gongpil Choi, 2003. "Structural Changes and the Scope of Inflation Targeting in Korea," International Economic Journal, Taylor & Francis Journals, vol. 17(3), pages 113-142.
- Kasa, Kenneth, 2001.
"A robust Hansen-Sargent prediction formula,"
Economics Letters, Elsevier, vol. 71(1), pages 43-48, April.
See citations under working paper version above.
- Kenneth Kasa, 2000. "A robust Hansen-Sargent prediction formula," Working Paper Series 2000-11, Federal Reserve Bank of San Francisco.
- Kenneth Kasa & Chan Huh, 2001.
"A Dynamic Model of Export Competition, Policy Coordination, and Simultaneous Currency Collapse,"
Review of International Economics, Wiley Blackwell, vol. 9(1), pages 68-80, February.
See citations under working paper version above.
- Chan Guk Huh & Kenneth Kasa, 1997. "A dynamic model of export competition, policy coordination and simultaneous currency collapse," Pacific Basin Working Paper Series 97-08, Federal Reserve Bank of San Francisco.
- Kenneth Kasa, 2000.
"Knightian uncertainty and home bias,"
FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue oct6.
Cited by:
- Stefan Trautmann & Ferdinand Vieider & Peter Wakker, 2008. "Causes of ambiguity aversion: Known versus unknown preferences," Journal of Risk and Uncertainty, Springer, vol. 36(3), pages 225-243, June.
- Rocco Huang, 2005.
"Distance and Trade: Disentangling unfamiliarity effects and transport cost effects,"
International Trade
0511010, University Library of Munich, Germany.
- Huang, Rocco R., 2007. "Distance and trade: Disentangling unfamiliarity effects and transport cost effects," European Economic Review, Elsevier, vol. 51(1), pages 161-181, January.
- Kenneth Kasa, 2000.
"Forecasting the Forecasts of Others in the Frequency Domain,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 3(4), pages 726-756, October.
See citations under working paper version above.
- Kenneth Kasa, 1995. "Signal extraction and the propagation of business cycles," Working Papers in Applied Economic Theory 95-14, Federal Reserve Bank of San Francisco.
- Kasa, Kenneth, 1999.
"Will the Fed Ever Learn?,"
Journal of Macroeconomics, Elsevier, vol. 21(2), pages 279-292, April.
Cited by:
- Volker W. Wieland, 1999.
"Monetary policy, parameter uncertainty and optimal learning,"
Finance and Economics Discussion Series
1999-48, Board of Governors of the Federal Reserve System (U.S.).
- Wieland, Volker, 2000. "Monetary policy, parameter uncertainty and optimal learning," Journal of Monetary Economics, Elsevier, vol. 46(1), pages 199-228, August.
- Wieland, Volker, 1999. "Monetary policy, parameter uncertainty and optimal learning," ZEI Working Papers B 09-1999, University of Bonn, ZEI - Center for European Integration Studies.
- Timothy Cogley, 2008. "Commentary on \\"Optimal monetary policy under uncertainty: a Markov jump-linear-quadratic approach\\"," Review, Federal Reserve Bank of St. Louis, vol. 90(Jul), pages 295-300.
- Alexander Ludwig & Alexander Zimper, 2013.
"Biased Bayesian learning with an application to the risk-free rate puzzle,"
Working Papers
201366, University of Pretoria, Department of Economics.
- Ludwig, Alexander & Zimper, Alexander, 2014. "Biased Bayesian learning with an application to the risk-free rate puzzle," Journal of Economic Dynamics and Control, Elsevier, vol. 39(C), pages 79-97.
- Alexander Ludwig & Alexander Zimper, 2013. "Biased Bayesian Learning with an Application to the Risk-Free Rate Puzzle," Working Papers 390, Economic Research Southern Africa.
- Volker Wieland, "undated".
"Monetary Policy and Uncertainty about the Natural Unemployment Rate,"
Computing in Economics and Finance 1997
11, Society for Computational Economics.
- Volker W. Wieland, 1998. "Monetary policy and uncertainty about the natural unemployment rate," Finance and Economics Discussion Series 1998-22, Board of Governors of the Federal Reserve System (U.S.).
- Wieland, Volker, 2003. "Monetary Policy and Uncertainty about the Natural Unemployment Rate," CFS Working Paper Series 2003/05, Center for Financial Studies (CFS).
- Wieland, Volker, 2003. "Monetary Policy and Uncertainty about the Natural Unemployment Rate," CEPR Discussion Papers 3811, C.E.P.R. Discussion Papers.
- Michael T. Owyang, 2001. "Persistence, excess volatility, and volatility clusters in inflation," Review, Federal Reserve Bank of St. Louis, vol. 83(Nov.), pages 41-52.
- Bigio, Saki, 2009.
"Learning under Fear of Floating,"
Working Papers
2009-004, Banco Central de Reserva del Perú.
- Bigio, Saki, 2010. "Learning under fear of floating," Journal of Economic Dynamics and Control, Elsevier, vol. 34(10), pages 1923-1950, October.
- Hilde Patron, 2005. "Temporary Acceleration of Inflation: What Can a Central Bank Learn from It?," Southern Economic Journal, John Wiley & Sons, vol. 71(4), pages 737-751, April.
- Timothy Cogley & Riccardo Colacito & Thomas J. Sargent, 2007.
"Benefits from U.S. Monetary Policy Experimentation in the Days of Samuelson and Solow and Lucas,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 39(s1), pages 67-99, February.
- Timothy Cogley & Riccardo Colacito & Thomas J. Sargent, 2007. "Benefits from U.S. Monetary Policy Experimentation in the Days of Samuelson and Solow and Lucas," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 39(s1), pages 67-99, February.
- Timothy Cogley & Riccardo Colacito & Thomas J. Sargent, 2005. "Benefits from U.S. monetary policy experimentation in the days of Samuelson and Solow and Lucas," Proceedings, Board of Governors of the Federal Reserve System (U.S.).
- Volker W. Wieland, 1999.
"Monetary policy, parameter uncertainty and optimal learning,"
Finance and Economics Discussion Series
1999-48, Board of Governors of the Federal Reserve System (U.S.).
- Kenneth Kasa, 1999.
"Why attack a currency board?,"
FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue nov26.
Cited by:
- Pierre L. Siklos & Diana N. Weymark, 2007. "Is Sterilized Intervention Effective? New International Evidence," Working Papers 142007, Hong Kong Institute for Monetary Research.
- Kenneth Kasa, 1999.
"Time for a Tobin tax?,"
FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue apr9.
Cited by:
- Melike Altinkemer, 2005. "Recent Experiences with Capital Controls : Is There A Lesson for Turkey?," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, vol. 5(2), pages 1-38.
- Kenneth Kasa, 1998.
"Contractionary effects of devaluation,"
FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue nov13.
Cited by:
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FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue jan16.
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0507, Macquarie University, Department of Economics.
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"Borrowing constraints and asset market dynamics: evidence from the Pacific Basin,"
Economic Review, Federal Reserve Bank of San Francisco, pages 17-28.
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Journal of International Money and Finance, Elsevier, vol. 16(5), pages 653-680, September.
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"Does Singapore invest too much?,"
FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue may15.
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Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 28, pages 121-149, April.
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Economic Review, Federal Reserve Bank of San Francisco, pages 14-20.
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"Common Stochastic Trends among the Cyprus Stock Exchange and the ASE, LSE and NYSE,"
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0520, University of Crete, Department of Economics.
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FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue jun9.
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Open Economies Review, Springer, vol. 23(2), pages 213-251, April.
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"Risk aversion, exchange-rate uncertainty, and the law of one price: insights from the market for online air-travel tickets,"
Canadian Journal of Economics, Canadian Economics Association, vol. 44(3), pages 880-906, August.
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"Exchange rate pass-through effects: a disaggregate analysis of Colombian imports of manufactured goods,"
Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 25(54), pages 90-121, June.
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- Hernán Rincón & Édgar Caicedo & Norberto Rodríguez, 2007. "Exchange rate pass-through effects: A disaggregate analysis of Colombian imports of manufactured goods," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 25(54), pages 90-121, June.
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