Asset pricing with expectation shocks

DOI10.1016/j.jedc.2016.02.005zbMath1401.91071OpenAlexW2279513192MaRDI QIDQ1656775

Christopher J. Elias

Publication date: 10 August 2018

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

Full work available at URL: https://doi.org/10.1016/j.jedc.2016.02.005

zbMATH Keywords

asset pricingadaptive learningexpectations formationexpectation shocks

Mathematics Subject Classification ID

Uses Software

• Uhlig Toolkit

Cites Work

• Simulation estimation of time-series models
• Adaptive learning in practice
• Heterogeneity and misspecifications in learning
• A simple recursive forecasting model
• Simulated Moments Estimation of Markov Models of Asset Prices
• A MODEL OF NEAR-RATIONAL EXUBERANCE
• Asset Prices in an Exchange Economy
• The General Theory of Employment, Interest, and Money