Macroeconomic and stock market interactions with endogenous aggregate sentiment dynamics

DOI10.1016/j.jedc.2017.10.002zbMath1401.91365OpenAlexW2763925087MaRDI QIDQ1657373

Giorgos Galanis, Roberto Veneziani, Christian R. Proaño, Peter Flaschel, Matthieu Charpe

Publication date: 13 August 2018

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

Full work available at URL: https://research.gold.ac.uk/id/eprint/22018/7/Galanis%20Macroeconomic%20and%20Stock%20Market%20Interactions%20with%20Endogenous%20Aggregate%20Sentiment%20Dynamics%202017%20Accepted.pdf

zbMATH Keywords

heterogeneous expectationsaggregate sentiment dynamicsmacro-financial instabilityreal-financial interactions

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64) Economic growth models (91B62)

Uses Software

• SND

Cites Work

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