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Inflation expectations and macroeconomic dynamics: The case of rational versus extrapolative expectations
16 references·0 citing·37 second hop
Inflation expectations and macroeconomic dynamics: The case of rational versus extrapolative expectations (2009)Inflation expectations and macroeconomic …Handbook of Economic Forecasting (2013)Handbook of Economic Forecast…Behavioral heterogeneity in stock prices (2007)Behavioral heterogeneity in s…Estimation of Agent-Based Models: The Case of an Asymmetric Herding Model (2005)Estimation of Agent-Based Mod…The Theory of Rationally Heterogeneous Expectations: Evidence from Survey Data on Inflation Expectations (2004)The Theory of Rationally Hete…Coordination of Expectations in Asset Pricing Experiments (2004)Coordination of Expectations …Macroeconomic Expectations of Households and Professional Forecasters (2003)Macroeconomic Expectations of…Disagreement about Inflation Expectations (2003)Disagreement about Inflation …Disagreement about Inflation Expectations (2003)Disagreement about Inflation …Learning and Expectations in Macroeconomics (2001)Learning and Expectations in …Heterogeneous beliefs and routes to chaos in a simple asset pricing model (1998)Heterogeneous beliefs and rou…A Rational Route to Randomness (1997)A Rational Route to RandomnessHerd Behaviour, Bubbles and Crashes (1995)Herd Behaviour, Bubbles and C…Bulls, bears and market sheep (1990)Bulls, bears and market sheepJudgment Under Uncertainty: Heuristics and Biases. (1984)Judgment Under Uncertainty: H…Judgment Under Uncertainty: Heuristics and Biases (1973)Judgment Under Uncertainty: H…A BEHAVIORAL MODEL OF RATIONAL CHOICE (1955)A BEHAVIORAL MODEL OF RATIONA…Book Review: Time Series Analysis: Forecasting and Control (1977)Macroeconomics and Reality (1980)Statistical analysis of cointegration vectors (1988)25 years of time series forecasting (2006)Probabilistic Forecasts, Calibration and Sharpness (2007)Empirical Asset Pricing via Machine Learning (2020)The General Theory of Employment, Interest and Money, by John Maynard Keynes (1936)The General Theory of Employment, Interest and Money. (1936)The Review of Economics and Statistics (1997)Time series properties of an artificial stock market (1999)Agent-based computational finance: Suggested readings and early research (2000)Asset Prices in an Exchange Economy (1978)Heterogeneous Agent Models in Economics and Finance (2005)The Economy as an Evolving Complex System II (2018)The General Theory of Employment (1937)Staggered prices in a utility-maximizing framework (1983)Experimenter demand effects in economic experiments (2009)Information Rigidity and the Expectations Formation Process: A Simple Framework and New Facts (2015)Mean Reversion in Stock Prices: Evidence and Implications (1987)Herd Behavior and Investment (1988)Noise Trader Risk in Financial Markets (1990)VOLATILITY CLUSTERING IN FINANCIAL MARKETS: A MICROSIMULATION OF INTERACTING AGENTS (2000)Herd Behaviour and Cascading in Capital Markets: a Review and Synthesis (2003)Measuring Core Inflation (1993)Sticky Information versus Sticky Prices: A Proposal to Replace the New Keynesian Phillips Curve (2002)Perspectives on Behavioral Finance: Does "Irrationality" Disappear with Wealth? Evidence from Expectations and Actions (2003)Disagreement and the Stock Market (2007)Forecasting: theory and practice (2022)Implications of rational inattention (2003)Drifts and volatilities: monetary policies and outcomes in the post WWII US (2005)Scaling and criticality in a stochastic multi-agent model of a financial market (1999)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)The Framing of Decisions and the Psychology of Choice (1981)Exploration and Exploitation in Organizational Learning (1991)Those Who Understand: Knowledge Growth in Teaching (1986)Advances in prospect theory: Cumulative representation of uncertainty (1992)The weirdest people in the world? (2010)
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References

  • 1955A BEHAVIORAL MODEL OF RATIONAL CHOICE15,851 cited
  • 1984Judgment Under Uncertainty: Heuristics and Biases.5,656 cited
  • 2001Learning and Expectations in Macroeconomics2,079 cited
  • 1997A Rational Route to Randomness1,724 cited
  • 1998Heterogeneous beliefs and routes to chaos in a simple asset pricing model1,697 cited
  • 2013Handbook of Economic Forecasting1,290 cited
  • 2003Macroeconomic Expectations of Households and Professional Forecasters1,170 cited
  • 1995Herd Behaviour, Bubbles and Crashes1,054 cited
  • 2003Disagreement about Inflation Expectations765 cited
  • 1990Bulls, bears and market sheep619 cited
  • 2003Disagreement about Inflation Expectations591 cited
  • 1973Judgment Under Uncertainty: Heuristics and Biases516 cited
  • 2007Behavioral heterogeneity in stock prices452 cited
  • 2004The Theory of Rationally Heterogeneous Expectations: Evidence from Survey Data on Inflation Expectations437 cited
  • 2004Coordination of Expectations in Asset Pricing Experiments404 cited
  • 2005Estimation of Agent-Based Models: The Case of an Asymmetric Herding Model

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