Dynamic predictor selection in a New Keynesian model with heterogeneous expectations
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Publication:991404
DOI10.1016/J.JEDC.2010.03.012zbMATH Open1232.91482OpenAlexW2101905150MaRDI QIDQ991404FDOQ991404
Authors: William A. Branch, Bruce McGough 
Publication date: 7 September 2010
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.2010.03.012
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Macroeconomic theory (monetary models, models of taxation) (91B64) Economic dynamics (91B55) Heterogeneous agent models (91B69)
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Cited In (18)
- Managing unanchored, heterogeneous expectations and liquidity traps
- Identifying booms and busts in house prices under heterogeneous expectations
- Macroeconomic and stock market interactions with endogenous aggregate sentiment dynamics
- Heterogeneous expectations in monetary DSGE models
- Monetary policy and heterogeneous expectations
- Behavioral Heterogeneity in U.S. Inflation Dynamics
- Modeling diverse expectations in an aggregated New Keynesian model
- Monetary policy transmission in a model with animal spirits and house price booms and busts
- Forecast combination, non-linear dynamics, and the macroeconomy
- Managing monetary policy in a New Keynesian model with many beliefs types
- The behavioral economics of currency unions: economic integration and monetary policy
- Effects of Inflation Expectations on Macroeconomic Dynamics: Extrapolative Versus Regressive Expectations
- Optimal monetary policy in a New Keynesian model with heterogeneous expectations
- Monetary policy and determinacy: an inquiry into open economy New Keynesian macrodynamics
- Coexistence of equilibria in a New Keynesian model with heterogeneous beliefs
- A New Keynesian model with heterogeneous expectations
- Learning in a credit economy
- Inflation expectations and macroeconomic dynamics: the case of rational versus extrapolative expectations
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