Model Uncertainty and Endogenous Volatility
Year of publication: |
2005-10-18
|
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Authors: | Branch, Wiliam ; Evans, George W. |
Institutions: | Department of Economics, University of Oregon |
Subject: | Lucas model | model uncertainty | adaptive learning | rational expectations | volatility |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | 4 pages long |
Classification: | C53 - Forecasting and Other Model Applications ; C62 - Existence and Stability Conditions of Equilibrium ; D83 - Search, Learning, Information and Knowledge ; D84 - Expectations; Speculations ; E40 - Money and Interest Rates. General |
Source: |
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