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Nonlinear forecast combinations : an example using Euro-area real GDP growth
Gibson, Heather D.; Hall, Stephen G.; Tavlas, George S. - In: Journal of economic behavior & organization : JEBO 180 (2020), pp. 579-589
Persistent link: https://www.econbiz.de/10012487451
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Learning the Ramsey outcome in a Kydland & Prescott economy
Arifovic, Jasmina; Yıldızoğlu, Murat - In: Journal of economic behavior & organization : JEBO 157 (2019), pp. 191-208
Persistent link: https://www.econbiz.de/10012138481
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Measuring macroeconomic disagreement : a mixed frequency approach
Sheen, Jeffrey R.; Wang, Ben Zhe - In: Journal of economic behavior & organization : JEBO 189 (2021), pp. 547-566
Persistent link: https://www.econbiz.de/10012660331
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How should economists model climate? : tipping points and nonlinear dynamics of carbon dioxide concentrations
Chavas, Jean-Paul; Grainger, Corbett; Hudson, Nicholas - In: Journal of economic behavior & organization : JEBO 132 (2016) 2, pp. 56-65
Persistent link: https://www.econbiz.de/10011702984
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Comovement and return predictability in asset markets : an experiment with two Lucas trees
Noussair, Charles; Popescu, Andreea Victoria - In: Journal of economic behavior & organization : JEBO 185 (2021), pp. 671-687
Persistent link: https://www.econbiz.de/10012601339
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Examining the sources of excess return predictability : stochastic volatility or market inefficiency?
Lansing, Kevin J.; LeRoy, Stephen F.; Ma, Jun - In: Journal of economic behavior & organization : JEBO 197 (2022), pp. 50-72
Persistent link: https://www.econbiz.de/10013383142
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Fundamental factors and extrapolation in stock-market expectations : the central role of structural change
Frydman, Roman; Stillwagon, Joshua R. - In: Journal of economic behavior & organization : JEBO 148 (2018), pp. 189-198
Persistent link: https://www.econbiz.de/10011985970
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Social interaction, volatility clustering, and momentum
He, Xue-zhong; Li, Kai; Santi, Caterina; Shi, Lei - In: Journal of economic behavior & organization : JEBO 203 (2022), pp. 125-149
Persistent link: https://www.econbiz.de/10014227916
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Volatility expectations and disagreement
Huisman, Ronald; Sar, Nico L. van der; Zwinkels, Remco C. J. - In: Journal of economic behavior & organization : JEBO 188 (2021), pp. 379-393
Persistent link: https://www.econbiz.de/10012658737
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Heterogeneity in individual expectations, sentiment, and constant-gain learning
Cole, Stephen J.; Milani, Fabio - In: Journal of economic behavior & organization : JEBO 188 (2021), pp. 627-650
Persistent link: https://www.econbiz.de/10012658763