Identifying the source of information rigidities in the expectations formation process

DOI10.1016/J.JEDC.2023.104653MaRDI QIDQ6109946zbMATH OpenFDO

Authors Mototsugu Shintani, Kozo Ueda

Publication date 4 July 2023

Published in Journal of Economic Dynamics and Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.JEDC.2023.104653

zbMATH Keywords

heterogeneityimperfect informationnoisy informationobservational equivalencesticky information

Mathematics Subject Classification ID

Economics of information (91B44)

Recommendations

• The effect of the time-structure of information on the expectational-stability of rational expectations
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• Information rigidities and the news-adjusted output gap
• Intrinsic heterogeneity in expectation formation

Cites work

• Consistent Moment Selection Procedures for Generalized Method of Moments Estimation
• Non-Nested Tests for Competing Models Estimated by Generalized Method of Moments
• Sticky information and model uncertainty in survey data on inflation expectations

Cited in

(1)

• Expectation formation following pandemic events

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