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A ife-cycle model with ambiguous survival beliefs

Groneck, Max; Ludwig, Alexander; Zimper, Alexander - In: Journal of economic theory 162 (2016), pp. 137-180

Persistent link: https://www.econbiz.de/10011593094

Learning to smile : can rational learning explain predictable dynamics in the implied volatility surface?

Bernales, Alejandro; Guidolin, Massimo - In: Journal of financial markets 26 (2015), pp. 1-37

Persistent link: https://www.econbiz.de/10011477269

Learning to smile : can rational learning explain predictable dynamics in the implied volatility surface?

Bernales, Alejandro; Guidolin, Massimo - 2015 - This version: December, 2015

Persistent link: https://www.econbiz.de/10011809309

Perceived uncertainty shocks, excess optimism-pessimism, and learning in the business cycle

Chatterjee, Pratiti; Milani, Fabio - In: Journal of economic behavior & organization : JEBO 179 (2020), pp. 342-360

Persistent link: https://www.econbiz.de/10012486782

Perceived uncertainty shocks, excess optimism-pessimism, and learning in the business cycle

Chatterjee, Pratiti; Milani, Fabio - 2020

What are the effects of beliefs, sentiment, and uncertainty, over the business cycle? To answer this question, we develop a behavioral New Keynesian macroeconomic model, in which we relax the assumption of rational expectations. Agents are, instead, boundedly rational: they have a...

Persistent link: https://www.econbiz.de/10012294890