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Bayesian estimation of a small-scale New Keynesian model with heterogeneous expectations

Elias, Christopher J. - In: Macroeconomic dynamics 26 (2022) 4, pp. 920-944

Persistent link: https://www.econbiz.de/10013270222

A heterogeneous agent exchange rate model with speculators and non-speculators

Elias, Christopher J. - In: Journal of macroeconomics 49 (2016), pp. 203-223

Persistent link: https://www.econbiz.de/10011707835

Asset pricing with expectation shocks

Elias, Christopher J. - In: Journal of economic dynamics & control 65 (2016), pp. 68-82

Persistent link: https://www.econbiz.de/10011708319

Adaptive learning with heterogeneous expectations in an estimated medium-scale New Keynesian model

Elias, Christopher J. - In: Journal of macroeconomics 71 (2022), pp. 1-29

Persistent link: https://www.econbiz.de/10013328026

Bayesian forecasting of US recessions using new Keynesian models with heterogeneous expectations

Elias, Christopher J. - In: Applied economics letters 30 (2023) 9, pp. 1218-1221

Persistent link: https://www.econbiz.de/10014303846

Percentile and Percentile- t Bootstrap Confidence Intervals: A Practical Comparison

Elias, Christopher J. - In: Journal of Econometric Methods 4 (2015) 1, pp. 153-161

Abstract This paper employs a Monte Carlo study to compare the performance of equal-tailed bootstrap percentile- t , symmetric bootstrap percentile- t , bootstrap percentile, and standard asymptotic confidence intervals in two distinct heteroscedastic regression models. Bootstrap confidence...

Persistent link: https://www.econbiz.de/10014612565