The anatomy of sentiment-driven fluctuations

DOI10.1016/J.JET.2021.105280zbMATH Open1470.91047OpenAlexW2594594343MaRDI QIDQ2044992FDOQ2044992

Authors: Sushant Acharya, Jess Benhabib, Zhen Huo 

Publication date: 11 August 2021

Published in: Journal of Economic Theory (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10419/247413

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zbMATH Keywords

endogenous informationdynamic signal extractionsentiments

Mathematics Subject Classification ID

Rationality and learning in game theory (91A26)

Cites Work

• Subjectivity and correlation in randomized strategies
• Title not available (Why is that?)
• Sentiments
• Endogenous information acquisition and countercyclical uncertainty
• Sentiments and aggregate demand fluctuations
• Coordinating Coordination Failures in Keynesian Models
• Robust predictions in games with incomplete information
• Correlated equilibria and sunspots
• Correlated equilibrium and sunspot equilibrium
• The Structure of Sunspot Equilibria: The Role of Multiplicity
• Market Uncertainty: Correlated and Sunspot Equilibria in Imperfectly Competitive Economies
• Title not available (Why is that?)
• Learning over the business cycle: policy implications
• Quantifying confidence

Cited In (9)

• Analytic policy function iteration
• Sentiment cycles in discrete-time homogeneous networks
• Macroeconomic and stock market interactions with endogenous aggregate sentiment dynamics
• Nonlinear effect of sentiment on momentum
• Comments on: ``Sentiments and real business cycles
• Sentiments and real business cycles
• Sentiments and aggregate demand fluctuations
• Monetary policy and sentiment-driven fluctuations
• Sentiments

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