MODELING THE EVOLUTION OF EXPECTATIONS AND UNCERTAINTY IN GENERAL EQUILIBRIUM

DOI10.1111/iere.12174zbMath1422.91458OpenAlexW3122085014MaRDI QIDQ2812323

Leonardo Melosi, Francesco Bianchi

Publication date: 16 June 2016

Published in: International Economic Review (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10161/13126

zbMATH Keywords

uncertaintygeneral equilibrium modelsreal business cycleoptimismpessimismevolution of beliefs

Mathematics Subject Classification ID

Decision theory (91B06) Economic growth models (91B62) General equilibrium theory (91B50)

Related Items (3)

Methods for measuring expectations and uncertainty in Markov-switching models ⋮ LEARNING ABOUT REGIME CHANGE ⋮ News-Driven Uncertainty Fluctuations

Uses Software

• bvarsv
• Gensys

Cites Work

• Fitting observed inflation expectations
• Understanding Markov-switching rational expectations models
• Methods for measuring expectations and uncertainty in Markov-switching models
• Solving DSGE models with perturbation methods and a change of variables
• Solving linear rational expectations models
• Sources of macroeconomic fluctuations: A regime-switching DSGE approach
• The Solution of Linear Difference Models under Rational Expectations
• Time Varying Structural Vector Autoregressions and Monetary Policy

This page was built for publication: MODELING THE EVOLUTION OF EXPECTATIONS AND UNCERTAINTY IN GENERAL EQUILIBRIUM