Eric Gaus
Personal Details
First Name: | Eric |
Middle Name: | |
Last Name: | Gaus |
Suffix: | |
RePEc Short-ID: | pga655 |
[This author has chosen not to make the email address public] | |
http://www.gaus.com | |
Affiliation
Department of Economics
Haverford College
Haverford, Pennsylvania (United States)http://www.haverford.edu/econ/
RePEc:edi:dehavus (more details at EDIRC)
Research output
Jump to: Working papers Articles ChaptersWorking papers
- Eric Gaus & Arunima Sinha, 2015.
"Characterizing Investor Expectations for Assets with Varying Risk,"
Working Papers
15-01, Ursinus College, Department of Economics.
- Gaus, Eric & Sinha, Arunima, 2017. "Characterizing investor expectations for assets with varying risk," Research in International Business and Finance, Elsevier, vol. 39(PB), pages 990-999.
- Eric Gaus, 2014. "Adaptive Learning, Heterogeneous Expectations and Forward Guidance," Working Papers 14-03, Ursinus College, Department of Economics.
- Eric Gaus & Arunima Sinha, 2014.
"What does the Yield Curve imply about Investor Expectations?,"
Working Papers
14-02, Ursinus College, Department of Economics.
- Gaus, Eric & Sinha, Arunima, 2018. "What does the yield curve imply about investor expectations?," Journal of Macroeconomics, Elsevier, vol. 57(C), pages 248-265.
- Eric Gaus, 2013. "Time-Varying Parameters and Endogenous Learning Algorithms," Working Papers 13-02, Ursinus College, Department of Economics.
- Eric Gaus, 2012. "Robust Stability of Monetary Policy Rules under Adaptive Learning," Working Papers 13-01, Ursinus College, Department of Economics, revised 14 Dec 2012.
- Eric Gaus & Srikanth Ramamurthy, 2012. "Learning and Loss Functions: Comparing Optimal and Operational Monetary Policy Rules," Working Papers 14-01, Ursinus College, Department of Economics, revised 14 Dec 2013.
- Eric Gaus & Srikanth Ramamurthy, 2012. "Estimation of Constant Gain Learning Models," Working Papers 12-01, Ursinus College, Department of Economics, revised 01 Apr 2014.
Articles
- Gaus, Eric & Sinha, Arunima, 2018.
"What does the yield curve imply about investor expectations?,"
Journal of Macroeconomics, Elsevier, vol. 57(C), pages 248-265.
- Eric Gaus & Arunima Sinha, 2014. "What does the Yield Curve imply about Investor Expectations?," Working Papers 14-02, Ursinus College, Department of Economics.
- Gaus, Eric & Sinha, Arunima, 2017.
"Characterizing investor expectations for assets with varying risk,"
Research in International Business and Finance, Elsevier, vol. 39(PB), pages 990-999.
- Eric Gaus & Arunima Sinha, 2015. "Characterizing Investor Expectations for Assets with Varying Risk," Working Papers 15-01, Ursinus College, Department of Economics.
Chapters
- Eric Gaus & Srikanth Ramamurthy, 2019. "A New Approach to Modeling Endogenous Gain Learning," Advances in Econometrics, in: Topics in Identification, Limited Dependent Variables, Partial Observability, Experimentation, and Flexible Modeling: Part A, volume 40, pages 203-227, Emerald Group Publishing Limited.
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.Working papers
- Eric Gaus, 2014.
"Adaptive Learning, Heterogeneous Expectations and Forward Guidance,"
Working Papers
14-03, Ursinus College, Department of Economics.
Cited by:
- Emna Trabelsi, 2016. "Transparency on inflation of OECD countries? An Application of LSDVC Estimator on a dynamic Panel Model," Economics Bulletin, AccessEcon, vol. 36(2), pages 1095-1126.
- Emna Trabelsi, 2016. "What effects exert Economic Globalization and Central Bank Transparency on inflation of OECD countries? An Application of LSDVC Estimator on a dynamic Panel Model," Working Papers hal-01157387, HAL.
- Seppo Honkapohja & Kaushik Mitra, 2015.
"Comparing Inflation and Price-Level Targeting: The Role of Forward Guidance and Transparency,"
Manchester School, University of Manchester, vol. 83, pages 27-59, December.
- Honkapohja, Seppo & Mitra, Kaushik, 2015. "Comparing Inflation and Price Level Targeting: the Role of Forward Guidance and Transparency," CEPR Discussion Papers 10513, C.E.P.R. Discussion Papers.
- Honkapohja, Seppo & Mitra, Kaushik, 2015. "Comparing inflation and price level targeting: the role of forward guidance and transparency," Bank of Finland Research Discussion Papers 9/2015, Bank of Finland.
- Eric Gaus, 2013.
"Time-Varying Parameters and Endogenous Learning Algorithms,"
Working Papers
13-02, Ursinus College, Department of Economics.
Cited by:
- Eric Gaus & Arunima Sinha, 2015.
"Characterizing Investor Expectations for Assets with Varying Risk,"
Working Papers
15-01, Ursinus College, Department of Economics.
- Gaus, Eric & Sinha, Arunima, 2017. "Characterizing investor expectations for assets with varying risk," Research in International Business and Finance, Elsevier, vol. 39(PB), pages 990-999.
- Gaus, Eric & Sinha, Arunima, 2018.
"What does the yield curve imply about investor expectations?,"
Journal of Macroeconomics, Elsevier, vol. 57(C), pages 248-265.
- Eric Gaus & Arunima Sinha, 2014. "What does the Yield Curve imply about Investor Expectations?," Working Papers 14-02, Ursinus College, Department of Economics.
- Eric Gaus & Arunima Sinha, 2015.
"Characterizing Investor Expectations for Assets with Varying Risk,"
Working Papers
15-01, Ursinus College, Department of Economics.
- Eric Gaus, 2012.
"Robust Stability of Monetary Policy Rules under Adaptive Learning,"
Working Papers
13-01, Ursinus College, Department of Economics, revised 14 Dec 2012.
Cited by:
- Eric Gaus, 2013. "Time-Varying Parameters and Endogenous Learning Algorithms," Working Papers 13-02, Ursinus College, Department of Economics.
- Eric Gaus & Srikanth Ramamurthy, 2012. "Learning and Loss Functions: Comparing Optimal and Operational Monetary Policy Rules," Working Papers 14-01, Ursinus College, Department of Economics, revised 14 Dec 2013.
- Eric Gaus & Srikanth Ramamurthy, 2012.
"Estimation of Constant Gain Learning Models,"
Working Papers
12-01, Ursinus College, Department of Economics, revised 01 Apr 2014.
Cited by:
- Michele Berardi & Jaqueson K Galimberti, 2016.
"On the Initialization of Adaptive Learning in Macroeconomic Models,"
KOF Working papers
16-422, KOF Swiss Economic Institute, ETH Zurich.
- Berardi, Michele & Galimberti, Jaqueson K., 2017. "On the initialization of adaptive learning in macroeconomic models," Journal of Economic Dynamics and Control, Elsevier, vol. 78(C), pages 26-53.
- Michele Berardi & Jaqueson K Galimberti, 2016.
"On the Initialization of Adaptive Learning in Macroeconomic Models,"
KOF Working papers
16-422, KOF Swiss Economic Institute, ETH Zurich.
Articles
-
Sorry, no citations of articles recorded.
Chapters
- Eric Gaus & Srikanth Ramamurthy, 2019.
"A New Approach to Modeling Endogenous Gain Learning,"
Advances in Econometrics, in: Topics in Identification, Limited Dependent Variables, Partial Observability, Experimentation, and Flexible Modeling: Part A, volume 40, pages 203-227,
Emerald Group Publishing Limited.
Cited by:
- 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.
- Gáti, Laura, 2022.
"Monetary policy & anchored expectations: an endogenous gain learning model,"
Working Paper Series
2685, European Central Bank.
More information
Research fields, statistics, top rankings, if available.Statistics
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Co-authorship network on CollEc
Featured entries
This author is featured on the following reading lists, publication compilations, Wikipedia, or ReplicationWiki entries:NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 5 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-MAC: Macroeconomics (4) 2013-06-04 2013-06-24 2014-05-09 2014-11-01
- NEP-MON: Monetary Economics (3) 2013-06-04 2014-05-09 2014-11-01
- NEP-FOR: Forecasting (2) 2014-05-09 2016-01-03
- NEP-CMP: Computational Economics (1) 2013-06-24
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