Learning under fear of floating

DOI10.1016/J.JEDC.2010.04.010zbMath1231.91336OpenAlexW2240291323MaRDI QIDQ602971

Saki Bigio

Publication date: 5 November 2010

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

Full work available at URL: http://www.bcrp.gob.pe/docs/Publicaciones/Documentos-de-Trabajo/2009/Working-Paper-04-2009.pdf

zbMATH Keywords

robustnessBayesian learningmodel uncertaintyfear of floatingbalance-sheet effect

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64) Statistical methods; economic indices and measures (91B82)

Related Items (1)

Biased Bayesian learning with an application to the risk-free rate puzzle

Cites Work

• On the relation between robust and Bayesian decision making
• Agreeing to disagree
• Learning by doing and the value of optimal experimentation
• LEARNING DYNAMICS AND ENDOGENOUS CURRENCY CRISES
• Escaping Nash Inflation
• Fear of Floating
• Balance Sheet Effects, Bailout Guarantees and Financial Crises
• Can Sticky Price Models Generate Volatile and Persistent Real Exchange Rates?
• Robust Permanent Income and Pricing
• CAUTION OR ACTIVISM? MONETARY POLICY STRATEGIES IN AN OPEN ECONOMY
• Monetary Policy and Exchange Rate Volatility in a Small Open Economy

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