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Dynamic Concern for Misspecification
16 references·0 citing·41 second hop
Dynamic Concern for Misspecification (2023)Dynamic Concern for MisspecificationWere There Regime Switches in U.S. Monetary Policy? (2006)Were There Regime Switches in…Ambiguity Aversion, Robustness, and the Variational Representation of Preferences (2006)Ambiguity Aversion, Robustnes…Time Varying Structural Vector Autoregressions and Monetary Policy (2005)Time Varying Structural Vecto…A Smooth Model of Decision Making under Ambiguity (2005)A Smooth Model of Decision Ma…Robust Portfolio Rules and Asset Pricing (2004)Robust Portfolio Rules and As…A Quartet of Semigroups for Model Specification, Robustness, Prices of Risk, and Model Detection (2003)A Quartet of Semigroups for M…Inference by Believers in the Law of Small Numbers (2002)Inference by Believers in the…Robust Control and Model Uncertainty (2001)Robust Control and Model Unce…Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)Monetary Policy Rules and Mac…A Simple Adaptive Procedure Leading to Correlated Equilibrium (2000)A Simple Adaptive Procedure L…The Conquest of American Inflation (1999)The Conquest of American Infl…Maxmin expected utility with non-unique prior (1989)Maxmin expected utility with …Aggregate Demand Management in Search Equilibrium (1982)Aggregate Demand Management i…Specification Tests in Econometrics (1978)Specification Tests in Econom…Belief in the law of small numbers. (1971)Belief in the law of small nu…UTILITY THEORY FOR DECISION MAKING (1970)UTILITY THEORY FOR DECISION M…Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework (1989)Ambiguity, Risk, and Asset Returns in Continuous Time (2002)Implications of rational inattention (2003)Robust Dynamic Programming (2005)Information Immobility and the Home Bias Puzzle (2009)Expectations and the neutrality of money (1972)Coordinating Coordination Failures in Keynesian Models (1988)The Role of Monetary Policy (1995)Micro-Foundations of Urban Agglomeration Economies (2003)Systemic Risk and Stability in Financial Networks (2015)Risk, Ambiguity, and the Savage Axioms (1961)Utility Theory for Decision Making (1971)Recent developments in modeling preferences: Uncertainty and ambiguity (1992)Chapter 18 A survey of behavioral finance (2003)On the Pooling of Time Series and Cross Section Data (1978)Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)Econometric Analysis of Cross Section and Panel Data (2001)Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches (2008)Staggered Prices in a Utility-Maximizing Framework (1996)Inflation dynamics: A structural econometric analysis (1999)The Science of Monetary Policy: A New Keynesian Perspective (1999)Risk Aversion in the Small and in the Large (1964)Risk Aversion in the Small and in the Large (1976)Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach (2006)Risk Aversion in the Laboratory (2008)Sensitivity analysis: A review of recent advances (2015)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Structural Vector Autoregressions: Theory of Identification and Algorithms for Inference (2009)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2010)Macroeconomic Shocks and Their Propagation (2016)Econometric policy evaluation: A critique (1976)Drifts and volatilities: monetary policies and outcomes in the post WWII US (2005)INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY (2005)Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions (2020)Availability: A heuristic for judging frequency and probability (1973)Judgment under Uncertainty: Heuristics and Biases (1974)Judgment under Uncertainty: Heuristics and Biases (1975)On Economic Inequality (1973)The structure of random utility models (1977)The Framing of Decisions and the Psychology of Choice (1985)
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References

  • 1978Specification Tests in Econometrics18,788 cited
  • 2000Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory*4,631 cited
  • 1989Maxmin expected utility with non-unique prior4,063 cited
  • 1971Belief in the law of small numbers.3,244 cited
  • 2005Time Varying Structural Vector Autoregressions and Monetary Policy3,044 cited
  • 1982Aggregate Demand Management in Search Equilibrium1,933 cited
  • 2005A Smooth Model of Decision Making under Ambiguity1,889 cited
  • 1970UTILITY THEORY FOR DECISION MAKING1,614 cited
  • 2006Were There Regime Switches in U.S. Monetary Policy?1,607 cited
  • 2001Robust Control and Model Uncertainty1,349 cited
  • 2006Ambiguity Aversion, Robustness, and the Variational Representation of Preferences1,139 cited
  • 2000A Simple Adaptive Procedure Leading to Correlated Equilibrium1,089 cited
  • 2004Robust Portfolio Rules and Asset Pricing784 cited
  • 1999The Conquest of American Inflation757 cited
  • 2002Inference by Believers in the Law of Small Numbers671 cited
  • 2003A Quartet of Semigroups for Model Specification, Robustness, Prices of Risk, and Model Detection

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