Imperfect knowledge, liquidity and bubbles
From MaRDI portal
Publication:1656503
DOI10.1016/j.jedc.2015.11.001zbMath1401.91068OpenAlexW2177901697MaRDI QIDQ1656503
Publication date: 10 August 2018
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jedc.2015.11.001
Related Items (3)
Financial frictions, the housing market, and unemployment ⋮ Learning and forecasts about option returns through the volatility risk premium ⋮ Do fundamentals shape the price response? A critical assessment of linear impact models
Cites Work
- Financial frictions, the housing market, and unemployment
- Internal rationality, imperfect market knowledge and asset prices
- Crises and liquidity in over-the-counter markets
- Liquidity premia in dynamic bargaining markets
- Money and capital as competing media of exchange
- Consistent expectations and misspecification in stochastic non-linear economies
- Adaptive learning and monetary exchange
- Dynamics, cycles, and sunspot equilibria in `genuinely dynamic, fundamentally disaggregative' models of money.
- A simple recursive forecasting model
- Behavioral learning equilibria
- LEARNING DYNAMICS AND ENDOGENOUS CURRENCY CRISES
- Liquidity in Asset Markets With Search Frictions
- Temporary General Equilibrium Theory
- Escaping Nash Inflation
- Information, Liquidity, Asset Prices, and Monetary Policy
- Local Convergence of Recursive Learning to Steady States and Cycles in Stochastic Nonlinear Models
- Money in Search Equilibrium, in Competitive Equilibrium, and in Competitive Search Equilibrium
- Over-the-Counter Markets
- Leaning Against the Wind
- Asset Bubbles and Overlapping Generations
This page was built for publication: Imperfect knowledge, liquidity and bubbles