A quantitative easing experiment

DOI10.1016/j.jedc.2020.103978zbMath1475.91213OpenAlexW2782213544MaRDI QIDQ2246718

Eizo Akiyama, Ryuichiro Ishikawa, Yukihiko Funaki, Nobuyuki Hanaki, Adrian Penalver

Publication date: 16 November 2021

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jedc.2020.103978

zbMATH Keywords

quantitative easingexpectation dynamicsexperimental asset market

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64)

Related Items (1)

The impact of asset purchases in an experimental market with consumption smoothing motives

Uses Software

• Z-Tree

Cites Work

• Effects of different ways of incentivizing price forecasts on market dynamics and individual decisions in asset market experiments
• How do experienced traders respond to inflows of inexperienced traders? An experimental analysis
• Can Relaxation of Beliefs Rationalize the Winner's Curse?: An Experimental Study
• A Cognitive Hierarchy Model of Games
• An Experimental Test of the Lucas Asset Pricing Model
• Cursed Equilibrium
• Level-k Auctions: Can a Nonequilibrium Model of Strategic Thinking Explain the Winner's Curse and Overbidding in Private-Value Auctions?

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