Macroeconomic vulnerability and disagreement in expectations
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Cited by:
- Theresa Kuchler & Basit Zafar, 2019.
"Personal Experiences and Expectations about Aggregate Outcomes,"
Journal of Finance, American Finance Association, vol. 74(5), pages 2491-2542, October.
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- Young Se Kim & Byeongdeuk Jang, 2015. "Dispersion of Inflation Expectations: Stylized Facts, Puzzles, and Macroeconomic Implications," Korean Economic Review, Korean Economic Association, vol. 31, pages 89-119.
- Basit Zafar & Theresa Kuchler, 2015. "Expectation Formation," 2015 Meeting Papers 678, Society for Economic Dynamics.
- Gross, Marco & Binder, Michael, 2013. "Regime-switching global vector autoregressive models," Working Paper Series 1569, European Central Bank.
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More about this item
Keywords
business cycles; endogenous transition probabilities; forecasting; Heterogeneous beliefs; regime-switching;All these keywords.
JEL classification:
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- D8 - Microeconomics - - Information, Knowledge, and Uncertainty
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CBA-2012-01-03 (Central Banking)
- NEP-MAC-2012-01-03 (Macroeconomics)
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