Modeling the evolution of expectations and uncertainty in general equilibrium
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Cites work
- Fitting observed inflation expectations
- Methods for measuring expectations and uncertainty in Markov-switching models
- Solving DSGE models with perturbation methods and a change of variables
- Solving linear rational expectations models
- Sources of macroeconomic fluctuations: a regime-switching DSGE approach
- The Solution of Linear Difference Models under Rational Expectations
- Time Varying Structural Vector Autoregressions and Monetary Policy
- Understanding Markov-switching rational expectations models
Cited in
(10)- Expectations equilibria with dispersed forecasts
- Living in an imaginary world that looks real
- scientific article; zbMATH DE number 880297 (Why is no real title available?)
- scientific article; zbMATH DE number 2209546 (Why is no real title available?)
- Uncertainty, expectations and asset price dynamics. Essays in honor of Georges Prat
- LEARNING ABOUT REGIME CHANGE
- News-Driven Uncertainty Fluctuations
- A note on uncertainty and discounting in models of economic growth
- Methods for measuring expectations and uncertainty in Markov-switching models
- Expected gains in the MacQueen-Heyde model
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