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Heterogeneous beliefs and trading inefficiencies

Branch, William A.; McGough, Bruce - In: Journal of economic theory 163 (2016), pp. 786-818

Persistent link: https://www.econbiz.de/10011593570

Heteregeneous expectations and micro-foundations im macroeconomics

Branch, William A.; McGough, Bruce - 2018

Persistent link: https://www.econbiz.de/10011871928

Consistent expectations and misspecification in stochastic non-linear economies

Branch, William A.; Mcgough, Bruce - In: Journal of economic dynamics & control 29 (2005) 4, pp. 659-676

Persistent link: https://www.econbiz.de/10006752688

Dynamic predictor selection in a new Keynesian model with heterogeneous expectations

Branch, William A.; McGough, Bruce - In: Journal of economic dynamics & control 34 (2010) 8, pp. 1492-1509

Persistent link: https://www.econbiz.de/10008422687

A New Keynesian model with heterogeneous expectations

Branch, William A.; Mcgough, Bruce - In: Journal of economic dynamics & control 33 (2009) 5, pp. 1036-1051

Persistent link: https://www.econbiz.de/10008239904

Replicator dynamics in a Cobweb model with rationally heterogeneous expectations

Branch, William A.; Mcgough, Bruce - In: Journal of economic behavior & organization : JEBO 65 (2008) 2, pp. 224-244

Persistent link: https://www.econbiz.de/10007899884

Business cycle amplification with heterogeneous expectations

Branch, William A.; McGough, Bruce - In: Economic theory 47 (2011) 2, pp. 395-422

Persistent link: https://www.econbiz.de/10009013323

Replicator dynamics in a Cobweb model with rationally heterogeneous expectations

Branch, William A.; McGough, Bruce - In: Journal of economic behavior & organization : JEBO 65 (2008) 2, pp. 224-245

Persistent link: https://www.econbiz.de/10008880974

A New Keynesian model with heterogeneous expectations

Branch, William A.; McGough, Bruce - In: Journal of economic dynamics & control 33 (2009) 5, pp. 1036-1052

Persistent link: https://www.econbiz.de/10008882154

Chapter 1. Heterogeneous Expectations and Micro-Foundations in Macroeconomics

Branch, William A.; McGough, Bruce - In: Handbook of computational economics : Volume 4: …, (pp. 3-62). 2018

This chapter provides an overview of recent models of heterogeneous expectations in macroeconomics. We begin with a description of household behavior in an environment with features common to many models in asset pricing, monetary theory, and New Keynesian macroeconomics. We demonstrate issues...

Persistent link: https://www.econbiz.de/10014024354