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The ECB's New Multi-Country Model for the euro area : NMCM - with boundedly rational learning expectations
Dieppe, Alistair; Pandiella, Alberto González; Hall, … - 2011
Rational expectations has been the dominant way to model expectations, but the literature has quickly moved to a more realistic assumption of boundedly rational learning where agents are assumed to use only a limited set of information to form their expectations. A standard assumption is that...
Persistent link: https://www.econbiz.de/10008935830
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The ECB's New Multi-Country Model for the Euro Area : NMCM - With Boundedly Rational Learning Expectations
Dieppe, Alistair - 2011
Rational expectations has been the dominant way to model expectations, but the literature has quickly moved to a more realistic assumption of boundedly rational learning where agents are assumed to use only a limited set of information to form their expectations. A standard assumption is that...
Persistent link: https://www.econbiz.de/10013128293
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Learning about monetary union : an analysis of boundedly rational learning in European labour markets
Barrell, Ray (contributor) - 1992
Persistent link: https://www.econbiz.de/10000137118
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Firms' expectations and monetary policy shocks in the euro area
Eminidou, Snezana; Zachariadis, Marios - In: Journal of international money and finance 122 (2022), pp. 1-24
Persistent link: https://www.econbiz.de/10013433370
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Estimating a Banking-Macro Model for Europe Using a Multi-Regime VAR
Semmler, Willi - 2012
This paper introduces a Banking-Macro Model and estimates the linkages through a Multi-Regime VAR (MRVAR). We introduce a dynamic model which is akin to the Brunnermeier and Sannikov (BS) model (2010). The banking sector is exposed to instability due to adverse movements of asset prices and...
Persistent link: https://www.econbiz.de/10013110113
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Essays on micromotives and macrobehavior, expectation formation, and asset price dynamics
Ghonghadze, Jaba - 2013
Persistent link: https://www.econbiz.de/10009706287
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Market expectations and option prices : techniques and applications ; with 13 tables
Mandler, Martin - 2003
Persistent link: https://www.econbiz.de/10001746869
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Essays on international capital flows, exchange rates, and monetary policy
Di Giovanni, Julian - 2004
Persistent link: https://www.econbiz.de/10003550308
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Excess Volatility in the Term Structure of Interest Rates, in Share Prices and in Eurozone Derivatives
Santini, Amia - 2022
1 Abstract -- 2 Introduction -- 3 Chapter I: Literature on the subject of excess volatility -- 4 Chapter II: Excess … volatility beyond discount rates -- 5 Chapter III: Evidence of excess volatility in the Eurozone market -- 6 Conclusions. …The phenomenon of excess volatility in the context of share prices and of the term structure of interest rates has been …
Persistent link: https://www.econbiz.de/10013192353
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Excess Stock Returns and News : Evidence from European Markets
Malliaropulos, Dimitris - 2022
This paper aims at decomposing the forecast error variance of excess returns in five major European stock markets into …
Persistent link: https://www.econbiz.de/10014236921