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Natural Expectations, Macroeconomic Dynamics, and Asset Pricing
Laibson, David; Fuster, Andreas; Hebert, Benjamin - National Bureau of Economic Research (NBER) - 2011
How does an economy behave if (1) fundamentals are truly hump-shaped, exhibiting momentum in the short run and partial mean reversion in the long run, and (2) agents do not know that fundamentals are hump-shaped and base their beliefs on parsimonious models that they fit to the available data? A...
Persistent link: https://www.econbiz.de/10009251530
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Natural Expectations, Macroeconomic Dynamics, and Asset Pricing
Laibson, David; Fuster, Andreas; Hebert, Benjamin - In: NBER Macroeconomics Annual 2011, Volume 26
Persistent link: https://www.econbiz.de/10009644750
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Natural Expectations, Macroeconomic Dynamics, and Asset Pricing
Fuster, Andreas; Hebert, Benjamin; Laibson, David - In: NBER Macroeconomics Annual 26 (2012) 1, pp. 1-1
Persistent link: https://www.econbiz.de/10010636633
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Natural Expectations, Macroeconomic Dynamics, and Asset Pricing
Fuster, Andreas; Hebert, Benjamin; Laibson, David - In: NBER macroeconomics annual 26 (2011), pp. 1-48
Persistent link: https://www.econbiz.de/10010020194
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Investment dynamics with natural expectations
Fuster, Andreas; Hebert, Benjamin; Laibson, David - In: International journal of central banking : IJCB 8 (2012), pp. 243-272
Persistent link: https://www.econbiz.de/10010039229
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Natural Expectations, Macroeconomic Dynamics, and Asset Pricing
Fuster, Andreas - 2011
How does an economy behave if (1) fundamentals are truly hump-shaped, exhibiting momentum in the short run and partial mean reversion in the long run, and (2) agents do not know that fundamentals are hump-shaped and base their beliefs on parsimonious models that they fit to the available data? A...
Persistent link: https://www.econbiz.de/10012461356
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NATURAL EXPECTATIONS, MACROECONOMIC DYNAMICS, AND ASSET PRICING
Fuster, Andreas; Hebert, Benjamin; Laibson, David - 2011
Persistent link: https://www.econbiz.de/10009799430
Cover Image
Natural Expectations, Macroeconomic Dynamics, and Asset Pricing
Fuster, Andreas - 2011
How does an economy behave if (1) fundamentals are truly hump-shaped, exhibiting momentum in the short run and partial mean reversion in the long run, and (2) agents do not know that fundamentals are hump-shaped and base their beliefs on parsimonious models that they fit to the available data? A...
Persistent link: https://www.econbiz.de/10013121090