Narrow search
Showing 1 - 10 of 17,597
Cover Image
Sunspot Equilibria in Systems with Memory: an Introductory Presentation.
Davila, J.; Guesnerie, R. - Département et Laboratoire d'Économie Théorique … - 1999
We consider Rational Expectations Equilibria in infinite horizon models in which equilibrium to-day depends upon the …
Persistent link: https://www.econbiz.de/10005256809
Cover Image
Using sentiment to predict GDP growth and stock returns
Guzman, Giselle C. - Volkswirtschaftliche Fakultät, … - 2008
This study sheds new light on the question of whether or not sentiment surveys, and the expectations derived from them …
Persistent link: https://www.econbiz.de/10009647230
Cover Image
Cognition in Seemingly Riskless Choices and Judgments.
Levy-Garboua, L.; Montmarquette, C. - Centre Interuniversitaire de Recherche en Économie … - 1996
possibilities are given in a stochastic sense and based on revisable expectations. The theory predicts experimental preference …
Persistent link: https://www.econbiz.de/10005729521
Cover Image
An Eigenfunction Approach for Volatility Modeling.
Meddahi, N. - Centre Interuniversitaire de Recherche en Économie … - 2001
In this paper, we introduce a new approach for volatility modeling in discrete and continuous time.
Persistent link: https://www.econbiz.de/10005353042
Cover Image
Testing the Expectations Hypothesis of the Term Structure of Interest Rates in the Presence of a Potential Regime Shift.
Lanne, M. - 1999
The expectations hypothesis of the term structure of interest rates is tested using monthly Eurodollar deposit rates … rejection, tests based on a new model allowing for potential -but unrealized- regime shifts provide support for the expectations … regime shift had an effect on expectations concerning the longer-term interest rate only for a short while in the early phase …
Persistent link: https://www.econbiz.de/10005619093
Cover Image
Determinacy and Stability under Learning of Rational Expectations Equilibria.
Gauthier, S. - Département et Laboratoire d'Économie Théorique … - 1999
This paper studies relationships between the local determinacy of a stationary equilibrium in the perfect foresight dynamics, and its local stability in dynamics arising from econometric learning procedures. There is no clear links in linear scalar economieds where agents forecast only one...
Persistent link: https://www.econbiz.de/10005256697
Cover Image
EU Membership for Central Europe : Commitments, Speed and Conditionality.
de Crombrugghe, A; Minton-Beddoes, Z; Sachs, J-D - Faculté des Sciences Économiques, Sociales et de … - 1996
trigger the coordination of expectations towards a fast-growth, catch-up equilibrium, and help central Europe avoid the …
Persistent link: https://www.econbiz.de/10005625602
Cover Image
Marketing Models and the Lucas Critique
van Heerde, Harald J. - 2012
The Lucas critique has been largely ignored in the marketing literature. We present a number of conditions under which the critique is most likely to (also) apply in marketing settings. Next, we provide some perspectives on how to diagnose and accommodate the Lucas critique, and identify various...
Persistent link: https://www.econbiz.de/10012754943
Cover Image
Group Decision Making with Uncertain Outcomes: Unpacking Child-Parent Choices of High School Tracks
Giustinelli, Pamela - Becker Friedman Institute for Research in Economics, … - 2011
on curriculum enrollment of policies affecting family members' expectations via awareness campaigns, publication of …
Persistent link: https://www.econbiz.de/10009360178
Cover Image
Marketing Models and the Lucas Critique
van Heerde, van Heerde, H.J.; Dekimpe, Dekimpe, M.G.; … - Erasmus Research Institute of Management (ERIM), … - 2004
The Lucas critique has been largely ignored in the marketing literature. We present a number of conditions under which the critique is most likely to (also) apply in marketing settings. Next, we provide some perspectives on how to diagnose and accommodate the Lucas critique, and identify various...
Persistent link: https://www.econbiz.de/10010837594