Learning and time-varying macroeconomic volatility

DOI10.1016/j.jedc.2014.07.017zbMath1402.91289OpenAlexW1973581253MaRDI QIDQ1991914

Fabio Milani

Publication date: 2 November 2018

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

Full work available at URL: https://www.economics.uci.edu/files/docs/workingpapers/2007-08/Milani-02.pdf

zbMATH Keywords

adaptive learninginflation dynamicsmonetary policymacroeconomic volatilityconstant gain

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64) Dynamic stochastic general equilibrium theory (91B51)

Related Items (4)

On the initialization of adaptive learning in macroeconomic models ⋮ An approximation of the distribution of learning estimates in macroeconomic models ⋮ Animal spirits and monetary policy ⋮ Bounded rationality, monetary policy, and macroeconomic stability

Uses Software

• bvarsv

Cites Work

• Learning, monetary policy rules, and macroeconomic stability
• Error learning behaviour and stability revisited
• The decline of activist stabilization policy: natural rate misperceptions, learning, and expectations
• A simple recursive forecasting model
• LEARNING AND THE GREAT MODERATION*
• Bayesian Analysis of DSGE Models
• Estimating Macroeconomic Models: A Likelihood Approach
• LEARNING TO FORECAST AND CYCLICAL BEHAVIOR OF OUTPUT AND INFLATION
• Time Varying Structural Vector Autoregressions and Monetary Policy

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