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Berardi, Michele - 2015

Persistent link: https://www.econbiz.de/10011413220

Learning, monetary policy, and asset prices

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The learning premium

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Imperfect knowledge, liquidity and bubbles

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Stock price formation : precepts from a multi-agent reinforcement learning model

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Learning, Monetary Policy and Asset Prices

2015 - Airaudo, Marco ; Nistic�, Salvatore ; Zanna, Luis-Felipe ed

We explore the stability properties of interest rate rules granting an explicit response to stock prices in a New-Keynesian DSGE model populated by Blanchard-Yaari non-Ricardian households. The constant turnover between long-time stock holders and asset-poor newcomers generates a financial...