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EconStor
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Chapter 7 Learning dynamics
Evans, George W.
;
Honkapohja, Seppo
- In:
Handbook of macroeconomics : volume 1, part A
,
(pp. 449-542)
.
1999
approximation based on an associated differential equation. Global stability, local stability and
instability
results for SRAs are …
Persistent link: https://www.econbiz.de/10014024243
Saved in:
2
The Expectational Effects of News in Business Cycles : Evidence from Forecast Data
Miyamoto, Wataru
-
2017
This paper proposes to exploit data on expectations to identify news shocks in business cycles. News shocks work through changes in expectations, so data on expectations contain important information for identification. We demonstrate this by estimating a DSGE model augmented with news shocks...
Persistent link: https://www.econbiz.de/10012972743
Saved in:
3
Noise, Beliefs, and Momentum
Jordan, Steven J.
-
2013
We show in a simple framework that momentum trading can exist in equilibrium and momentum trading is profitable. Properties of the model fit the empirics well. First, the model captures in a parsimonious manner both short-term overreaction and long-term reversals. Second, it predicts that...
Persistent link: https://www.econbiz.de/10013089438
Saved in:
4
Quantifying qualitative survey data : new insights on the (ir)rationality of firms' forecasts
Botsis, Alexandros
;
Görtz, Christoph
;
Sakellarēs, …
-
2020
Using a novel dataset that contains qualitative firm survey data on sales forecasts as well as balance-sheet data on realized sales, we document that only major forecast errors are predictable and display autocorrelation. This result is a particular violation of the Full Information Rational...
Persistent link: https://www.econbiz.de/10012174792
Saved in:
5
Subjective uncertainty, expectations, and firm behavior
Lautenbacher, Stefan
-
2021
Based on a new survey question in a large and representative panel of German firms, this paper introduces a novel measure of managers' subjective uncertainty. I compare this measure of business uncertainty to respondents' business expectations and document a strong negative relationship....
Persistent link: https://www.econbiz.de/10012487869
Saved in:
6
Quantifying qualitative survey data with panel data structure
Botsis, Alexandros
;
Görtz, Christoph
;
Sakellarēs, …
-
2024
We develop a novel methodology to quantify forecasts based on qualitative survey data. The methodology is generally applicable when quantitative information is available on the realization of the forecasted variable, for example from firm balance sheets. The method can be applied to a wide range...
Persistent link: https://www.econbiz.de/10014502459
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7
Existence of adaptively stable sunspot equilibria near an indeterminate steady state
Evans, George W.
;
Honkapohja, Seppo
-
2001
We examine the nonlinear model Xt = Et F(xt+1) . Markov SSEs exist near an indeterminate steady state, X = F(X), provided F´(X)> 1. We show that there exist Markov SSEs that are E-stable, and therefore locally stable under adaptive learning, if F´(X)< -1.
Persistent link: https://www.econbiz.de/10011398793
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8
Expectational stability of resonant frequency sunspot equilibria
Evans, George W.
;
Honkapohja, Seppo
-
2001
We consider the stability under adaptive learning of the complete set of solutions to the model when . In addition to the fundamentals solution, the literature describes both finite-state Markov sunspot solutions, satisfying a resonant frequency condition, and autoregressive solutions depending...
Persistent link: https://www.econbiz.de/10011398912
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9
Stable sunspot equilibria in a cash-in-advance economy
Evans, George W.
;
Honkapohja, Seppo
;
Marimon, Ramon
-
2001
We develop a monetary model with flexible supply of labor, cash in advance constraints and government spending financed by seignorage. This model has two regimes. One regime is conventional with two steady states. The other regime has a unique steady state which can be determinate or...
Persistent link: https://www.econbiz.de/10011408407
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10
Beliefs asymmetry and price stability in a cobweb model
Berardi, Michele
-
2021
This work analyses the role of asymmetry in beliefs for price dynamics in a cobweb model with heterogeneous expectations and evolutionary selection of predictors. While heterogeneous but symmetric beliefs result in the rational expectations equilibrium price, the effect of asymmetry depends on...
Persistent link: https://www.econbiz.de/10013235468
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