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Citations of
William A. Branch

For current contact information and a more complete listing of works, please see here

The citations below have been collected in an experimental project, CitEc. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.

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Working papers

  1. Wiliam Branch & George W. Evans, 2008. "Learning about Risk and Return: A Simple Model of Bubbles and Crashes," University of Oregon Economics Department Working Papers 2008-1, University of Oregon Economics Department, revised 18 Sep 2008. [Downloadable!]

    Cited by:

    1. Fabio Milani, 2008. "Learning about the Interdependence between the Macroeconomy and the Stock Market," Working Papers 070819, University of California-Irvine, Department of Economics. [Downloadable!]
    2. David G. Mayes, 2008. "Avoiding the Next Crisis," CESifo Forum, Ifo Institute for Economic Research at the University of Munich, vol. 9(4), pages 44-50, December. [Downloadable!]

  2. Wiliam Branch & George W. Evans, 2006. "Asset Return Dynamics and Learning," University of Oregon Economics Department Working Papers 2006-14, University of Oregon Economics Department. [Downloadable!]

    Cited by:

    1. Fabio Milani, 2008. "Learning about the Interdependence between the Macroeconomy and the Stock Market," Working Papers 070819, University of California-Irvine, Department of Economics. [Downloadable!]
    2. Adam, Klaus & Marcet, Albert & Nicolini, Juan Pablo, 2007. "Stock Market Volatility and Learning," CEPR Discussion Papers 6518, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
      Other versions:
    3. Kevin J. Lansing, 2007. "Rational and near-rational bubbles without drift," Working Paper Series 2007-10, Federal Reserve Bank of San Francisco. [Downloadable!]

  3. William A. Branch & John B. Carlson & George W. Evans & Bruce McGough, 2006. "Adaptive learning, endogenous inattention, and changes in monetary policy," Working Paper 0610, Federal Reserve Bank of Cleveland. [Downloadable!]
    Other versions:

    Cited by:

    1. Evans , George W & Honkapohja, Seppo, 2007. "Expectations, learning and monetary policy: an overview of recent research," Research Discussion Papers 32/2007, Bank of Finland. [Downloadable!]
      Other versions:

  4. George W. Evans & William A. Branch, 2005. "Model Uncertainty and Endogenous Volatility," Computing in Economics and Finance 2005 33, Society for Computational Economics.
    Other versions:
    Published as:

    Cited by:

    1. Evans , George W & Honkapohja, Seppo, 2007. "Expectations, learning and monetary policy: an overview of recent research," Research Discussion Papers 32/2007, Bank of Finland. [Downloadable!]
      Other versions:
    2. Wiliam Branch & George W. Evans, 2005. "A Simple Recursive Forecasting Model," University of Oregon Economics Department Working Papers 2005-3, University of Oregon Economics Department, revised 01 Feb 2005. [Downloadable!]
      Other versions:
    3. Wiliam Branch & George W. Evans, 2006. "Asset Return Dynamics and Learning," University of Oregon Economics Department Working Papers 2006-14, University of Oregon Economics Department. [Downloadable!]
    4. Alex Brazier & Richard Harrison & Mervyn King & Tony Yates, . "The danger of inflating expectations of macroeconomic stability: heuristic switching in an overlapping generations monetary model," Bank of England working papers 303, Bank of England. [Downloadable!]
      Other versions:

  5. Wiliam Branch & George W. Evans, 2005. "A Simple Recursive Forecasting Model," University of Oregon Economics Department Working Papers 2005-3, University of Oregon Economics Department, revised 01 Feb 2005. [Downloadable!]
    Published as:

    Cited by:

    1. Pesaran, M.H. & Pick, A., 2008. "Forecasting Random Walks Under Drift Instability," Cambridge Working Papers in Economics 0814, Faculty of Economics, University of Cambridge. [Downloadable!]
      Other versions:
    2. Vivien Lewis & Agnieszka Markiewicz, 2009. "Model misspecification, learning and the exchange rate disconnect puzzle," Research series 200907-01, National Bank of Belgium. [Downloadable!]
      Other versions:
    3. George Evans & Seppo Honkapohja & Kaushik Mitra, 2007. " Anticipated Fiscal Policy and Adaptive Learning," CDMA Working Paper Series 0717, Centre for Dynamic Macroeconomic Analysis. [Downloadable!]
      Other versions:
    4. Athanasios Orphanides & John C. Williams, 2008. "Learning, Expectations Formation, and the Pitfalls of Optimal Control Monetary Policy," Working Papers 2008-3, Central Bank of Cyprus. [Downloadable!]
      Other versions:
    5. Volker Wieland, 2008. "Learning, Endogenous Indexation and Disinflation in the New-Keynesian Model," CFS Working Paper Series 2008/17, Center for Financial Studies. [Downloadable!]
      Other versions:
    6. Avik Chakraborty, 2004. "Learning, the Forward Premium Puzzle and Market Efficiency," University of Oregon Economics Department Working Papers 2005-4, University of Oregon Economics Department, revised 01 Oct 2004. [Downloadable!]
    7. Athanasios Orphanides & John C. Williams, 2008. "Imperfect knowledge and the pitfalls of optimal control monetary policy," Working Paper Series 2008-09, Federal Reserve Bank of San Francisco. [Downloadable!]
      Other versions:
    8. John C. Williams, 2006. "Monetary policy in a low inflation economy with learning," Working Paper Series 2006-30, Federal Reserve Bank of San Francisco. [Downloadable!]
    9. Evans , George W & Honkapohja, Seppo, 2007. "Expectations, learning and monetary policy: an overview of recent research," Research Discussion Papers 32/2007, Bank of Finland. [Downloadable!]
      Other versions:
    10. Fanelli, Luca, 2008. "Evaluating the New Keynesian Phillips Curve under VAR-Based Learning," Economics Discussion Papers 2008-15, Kiel Institute for the World Economy. [Downloadable!]
      Other versions:
    11. Stefano Eusepi & Bruce Preston, 2008. "Expectations, Learning And Business Cycle Fluctuations," CAMA Working Papers 2008-20, Australian National University, Centre for Applied Macroeconomic Analysis. [Downloadable!]
      Other versions:
    12. Wiliam Branch & George W. Evans, 2005. "Model Uncertainty and Endogenous Volatility," University of Oregon Economics Department Working Papers 2005-21, University of Oregon Economics Department, revised 26 Oct 2006. [Downloadable!]
      Other versions:
    13. Colino, Evelyn V. & Irwin, Scott H. & Garcia, Philip, 2008. "How Much Can Outlook Forecasts be Improved? An Application to the U.S. Hog Market," 2008 Conference, April 21-22, 2008, St. Louis, Missouri 37620, NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [Downloadable!]
    14. Fabio Milani, 2005. "A Bayesian DSGE Model with Infinite-Horizon Learning: Do "Mechanical" Sources of Persistence Become Superfluous?," Working Papers 060703, University of California-Irvine, Department of Economics. [Downloadable!]
      Other versions:
    15. Henry Sabrowski, 2008. "Inflation Expectation Formation of German Consumers: Rational or Adaptive?," Working Paper Series in Economics 100, University of Lüneburg, Institute of Economics. [Downloadable!]
    16. George W. Evans & Seppo Honkapohja, 2008. "Robust Learning Stability with Operational Monetary Policy Rules," Working Papers Central Bank of Chile 504, Central Bank of Chile. [Downloadable!]
      Other versions:
    17. Fabio Milani, 2005. "Expectations, Learning and Macroeconomic Persistence," Working Papers 050608, University of California-Irvine, Department of Economics. [Downloadable!]
      Other versions:
    18. Fanelli, Luca, 2008. "Evaluating New Keynesian Phillips Curve under VAR-Based Learning," Economics - The Open-Access, Open-Assessment E-Journal, Kiel Institute for the World Economy, vol. 2(33), pages 1-24. [Downloadable!]
    19. George W. Evans & Avik Chakraborty, 2006. "Can Perpetual Learning Explain the Forward Premium Puzzle?," University of Oregon Economics Department Working Papers 2006-8, University of Oregon Economics Department, revised 20 Aug 2006. [Downloadable!]
      Other versions:
    20. Fabio Milani, 2005. "Adaptive Learning and Inflation Persistence," Macroeconomics 0506013, EconWPA. [Downloadable!]
      Other versions:
    21. Wiliam Branch & George W. Evans, 2006. "Asset Return Dynamics and Learning," University of Oregon Economics Department Working Papers 2006-14, University of Oregon Economics Department. [Downloadable!]
    22. Fabio Milani, 2006. "The Evolution of the Fed's Inflation Target in an Estimated Model under RE and Learning," Working Papers 060704, University of California-Irvine, Department of Economics. [Downloadable!]
    23. Todd E. Clark & Michael W. McCracken, 2006. "Forecasting of small macroeconomic VARs in the presence of instabilities," Research Working Paper RWP 06-09, Federal Reserve Bank of Kansas City. [Downloadable!]
    24. Yu-chin Chen & Pisut Kulthanavit, 2007. "Adaptive Learning and Monetary Policy: Lessons from Japan," Working Papers UWEC-2008-12, University of Washington, Department of Economics. [Downloadable!]
    25. Steffen Henzel, 2008. "Learning Trend Inflation – Can Signal Extraction Explain Survey Forecasts?," Ifo Working Paper Series Ifo Working Paper No. 55, Ifo Institute for Economic Research at the University of Munich. [Downloadable!]
    26. Fabio Milani, 2005. "Learning, Monetary Policy Rules, and Macroeconomic Stability," Macroeconomics 0508019, EconWPA. [Downloadable!]
      Other versions:

  6. William A. Branch & John Carlson & George W. Evans & Bruce McGough, 2004. "Monetary policy, endogenous inattention, and the volatility trade-off," Working Paper 0411, Federal Reserve Bank of Cleveland. [Downloadable!]
    Other versions:
    Published as:

    Cited by:

    1. Evans, George W & Honkapohja, Seppo, 2008. "Expectations, Learning and Monetary Policy: An Overview of Recent Rersearch," CEPR Discussion Papers 6640, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
      Other versions:
    2. Wiliam Branch & John Carlson & George W. Evans & Bruce McGough, 2006. "Adaptive Learning, Endogenous Inattention, and Changes in Monetary Policy," University of Oregon Economics Department Working Papers 2006-6, University of Oregon Economics Department. [Downloadable!]
      Other versions:
    3. Wiliam Branch & George W. Evans, 2005. "Model Uncertainty and Endogenous Volatility," University of Oregon Economics Department Working Papers 2005-21, University of Oregon Economics Department, revised 26 Oct 2006. [Downloadable!]
      Other versions:
    4. Fabio Milani, 2005. "Expectations, Learning and Macroeconomic Persistence," Working Papers 050608, University of California-Irvine, Department of Economics. [Downloadable!]
      Other versions:
    5. Alberto Locarno, 2006. "Imperfect knowledge, adaptive learning and the bias against activist monetary policies," Temi di discussione (Economic working papers) 590, Bank of Italy, Economic Research Department. [Downloadable!]
      Other versions:
    6. Efrem Castelnuovo, 2006. "Monetary Policy Switch, the Taylor Curve, and the Great Moderation," Computing in Economics and Finance 2006 59, Society for Computational Economics. [Downloadable!]
    7. Fabio Milani, 2005. "Learning, Monetary Policy Rules, and Macroeconomic Stability," Macroeconomics 0508019, EconWPA. [Downloadable!]
      Other versions:

  7. George Evans & William Branch, 2003. "Intrinsic Heterogeneity in Expectation Formation," Computing in Economics and Finance 2003 312, Society for Computational Economics.
    Other versions:
    Published as:

    Cited by:

    1. James B. Bullard, 2006. "The learnability criterion and monetary policy," Review, Federal Reserve Bank of St. Louis, issue May, pages 203-217. [Downloadable!]
    2. Paul De Grauwe, 2008. "Animal Spirits and Monetary Policy," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
    3. Anufriev, M. & Assenza, T. & Hommes, C.H. & Massaro, D., 2008. "Interest Rate Rules with Heterogeneous Expectations," CeNDEF Working Papers 08-08, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance. [Downloadable!]
    4. Alex Brazier & Richard Harrison & Mervyn King & Tony Yates, 2008. "The Danger of Inflating Expectations of Macroeconomic Stability: Heuristic Switching in an Overlapping-Generations Monetary Model," International Journal of Central Banking, International Journal of Central Banking, vol. 4(2), pages 219-254, June. [Downloadable!]
      Other versions:
    5. Domenico Colucci & Vincenzo Valori, 2009. "Heterogeneous adaptive expectations and cobweb phenomena," DiMaD Working Papers 2009-01, Dipartimento di Matematica per le Decisioni, Universita' degli Studi di Firenze. [Downloadable!]
    6. Gaetano Gaballo, 2008. "Interactive Learning and Behavioral Sunspots," Department of Economic Policy, Finance and Development (DEPFID) University of Siena 1008, Department of Economic Policy, Finance and Development (DEPFID), University of Siena. [Downloadable!]
    7. Evans , George W & Honkapohja, Seppo, 2007. "Expectations, learning and monetary policy: an overview of recent research," Research Discussion Papers 32/2007, Bank of Finland. [Downloadable!]
      Other versions:
    8. Wiliam Branch & George W. Evans, 2005. "Model Uncertainty and Endogenous Volatility," University of Oregon Economics Department Working Papers 2005-21, University of Oregon Economics Department, revised 26 Oct 2006. [Downloadable!]
      Other versions:
    9. William Branch & Bruce McGough, 2004. "Multiple Equilibria in Heterogeneous Expectations Models," Contributions to Macroeconomics, Berkeley Electronic Press, vol. 4(1), pages 1197-1197. [Downloadable!] (restricted)
    10. Mikhail Anufriev & Tiziana Assenza & Cars Hommes & Domenico Massaro, . "Interest Rate Rules and Macroeconomic Stability under Heterogeneous Expectations," Tinbergen Institute Discussion Papers 09-040/1, Tinbergen Institute. [Downloadable!]
    11. Paul De Grauwe, 2008. "DSGE-Modelling - when agents are imperfectly informed," Working Paper Series 897, European Central Bank. [Downloadable!]
    12. Wiliam Branch & George W. Evans, 2006. "Asset Return Dynamics and Learning," University of Oregon Economics Department Working Papers 2006-14, University of Oregon Economics Department. [Downloadable!]
    13. William Brock & Cars Hommes & Florian Wagener, 2006. "More Hedging Instruments may destablize Markets," Tinbergen Institute Discussion Papers 06-080/1, Tinbergen Institute, revised 30 Apr 2008. [Downloadable!]
      Other versions:
    14. Jasmina Arifovic & James B. Bullard & Olena Kostyshyna, 2007. "Social learning and monetary policy rules," Working Papers 2007-007, Federal Reserve Bank of St. Louis. [Downloadable!]
    15. Granato, J. & Guse, E. & Sunny Wong, M.C., 2006. "Learning from the Expectations of Others," Cambridge Working Papers in Economics 0605, Faculty of Economics, University of Cambridge. [Downloadable!]
      Other versions:
    16. Hommes, C.H., 2007. "Bounded Rationality and Learning in Complex Markets," CeNDEF Working Papers 07-01, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance. [Downloadable!]
    17. George W. Evans & Seppo Honkapohja, 2008. "Learning and Macroeconomics," University of Oregon Economics Department Working Papers 2008-3, University of Oregon Economics Department. [Downloadable!]
    18. Paul De Grauwe, 2008. "Macroeconomic Modeling when Agents are Imperfectly Informed," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
    19. Pfajfar, D. & Zakelj, B., 2009. "Experimental Evidence on Inflation Expectation Formation," Discussion Paper 2009-07, Tilburg University, Center for Economic Research. [Downloadable!]
    20. Tiziana Assenzay & Michele Berardi, 2008. "Learning in a Credit Economy," Centre for Growth and Business Cycle Research Discussion Paper Series 100, Economics, The Univeristy of Manchester. [Downloadable!]
      Other versions:

Articles

  1. WilliamA. Branch & John Carlson & GeorgeW. Evans & Bruce McGough, 2009. "Monetary Policy, Endogenous Inattention and the Volatility Trade-off," Economic Journal, Royal Economic Society, vol. 119(534), pages 123-157, 01. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  2. Branch, William A. & McGough, Bruce, 2008. "Replicator dynamics in a Cobweb model with rationally heterogeneous expectations," Journal of Economic Behavior & Organization, Elsevier, vol. 65(2), pages 224-244, February. [Downloadable!] (restricted)

    Cited by:

    1. Pfajfar, D. & Santoro, E., 2008. "Asymmetries in Inflation Expectation Formation Across Demographic Groups," Cambridge Working Papers in Economics 0824, Faculty of Economics, University of Cambridge. [Downloadable!]
    2. David Goldbaum, 2009. "Follow the Leader: Steady State Analysis of a Dynamic Social Network," Working Paper Series 158, School of Finance and Economics, University of Technology, Sydney. [Downloadable!]
    3. Granato, J. & Guse, E. & Sunny Wong, M.C., 2006. "Learning from the Expectations of Others," Cambridge Working Papers in Economics 0605, Faculty of Economics, University of Cambridge. [Downloadable!]
      Other versions:
    4. David Goldbaum, 2004. "On the Possibility of Informationally Efficient Markets," Working Papers Rutgers University, Newark 2004-009, Department of Economics, Rutgers University, Newark. [Downloadable!]
      Other versions:

  3. Branch, William A., 2007. "Sticky information and model uncertainty in survey data on inflation expectations," Journal of Economic Dynamics and Control, Elsevier, vol. 31(1), pages 245-276, January. [Downloadable!] (restricted)

    Cited by:

    1. Vivien Lewis & Agnieszka Markiewicz, 2009. "Model misspecification, learning and the exchange rate disconnect puzzle," Research series 200907-01, National Bank of Belgium. [Downloadable!]
      Other versions:
    2. Olivier Coibion & Yuriy Gorodnichenko, 2008. "What Can Survey Forecasts Tell Us About Informational Rigidities?," NBER Working Papers 14586, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    3. Ricardo Reis, 2008. "A Sticky-Information General Equilibrium Model for Policy Analysis," Working Papers Central Bank of Chile 495, Central Bank of Chile. [Downloadable!]
      Other versions:
    4. Lanne, Markku & Luoma, Arto & Luoto, Jani, 2008. "A Naïve Sticky Information Model of Households’ Inflation Expectations," MPRA Paper 8663, University Library of Munich, Germany. [Downloadable!]
      Other versions:
    5. Damjan Pfajfar & Emiliano Santoro, 2007. "Heterogeneity, Asymmetries and Learning in InfIation Expectation Formation: An Empirical Assessment," Money Macro and Finance (MMF) Research Group Conference 2006 123, Money Macro and Finance Research Group. [Downloadable!]
    6. Sarah M. Lein & Thomas Maag, 2008. "The Formation of Inflation Perceptions – Some Empirical Facts for European Countries," Working papers 08-204, KOF Swiss Economic Institute, ETH Zurich. [Downloadable!]
    7. Thomas Maag & Michael J. Lamla, 2009. "The Role of Media for Inflation Forecast Disagreement of Households and Professionals," Working papers 09-223, KOF Swiss Economic Institute, ETH Zurich. [Downloadable!]
    8. Carlos Capistrán & Allan Timmermann, 2008. "Disagreement and Biases in Inflation Expectations," CREATES Research Papers 2008-56, School of Economics and Management, University of Aarhus. [Downloadable!]
      Other versions:
    9. Emiliano Santoro & Damjan Pfajfar, 2006. "Heterogeneity and learning in inflation expectation formation: an empirical assessment," Department of Economics Working Papers 0607, Department of Economics, University of Trento, Italia. [Downloadable!]
    10. Wilbert van der Klaauw & Wändi Bruine de Bruin & Giorgio Topa & Simon Potter & Michael Bryan, 2008. "Rethinking the measurement of household inflation expectations: preliminary findings," Staff Reports 359, Federal Reserve Bank of New York. [Downloadable!]

  4. William Branch & George W. Evans, 2007. "Model Uncertainty and Endogenous Volatility," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 10(2), pages 207-237, April. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  5. Branch, William A. & Evans, George W., 2006. "A simple recursive forecasting model," Economics Letters, Elsevier, vol. 91(2), pages 158-166, May. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  6. Branch, William A. & Evans, George W., 2006. "Intrinsic heterogeneity in expectation formation," Journal of Economic Theory, Elsevier, vol. 127(1), pages 264-295, March. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  7. Branch, William A. & McGough, Bruce, 2005. "Consistent expectations and misspecification in stochastic non-linear economies," Journal of Economic Dynamics and Control, Elsevier, vol. 29(4), pages 659-676, April. [Downloadable!] (restricted)

    Cited by:

    1. James B. Bullard & George W. Evans & Seppo Honkapohja, 2007. "A model of near-rational exuberance," Working Papers 2007-009, Federal Reserve Bank of St. Louis. [Downloadable!]
      Other versions:

  8. William A. Branch, 2004. "The Theory of Rationally Heterogeneous Expectations: Evidence from Survey Data on Inflation Expectations," Economic Journal, Royal Economic Society, vol. 114(497), pages 592-621, 07. [Downloadable!] (restricted)

    Cited by:

    1. Vivien Lewis & Agnieszka Markiewicz, 2009. "Model misspecification, learning and the exchange rate disconnect puzzle," Research series 200907-01, National Bank of Belgium. [Downloadable!]
      Other versions:
    2. Anufriev, M. & Assenza, T. & Hommes, C.H. & Massaro, D., 2008. "Interest Rate Rules with Heterogeneous Expectations," CeNDEF Working Papers 08-08, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance. [Downloadable!]
    3. Sharon Kozicki & P.A. Tinsley, 2003. "Permanent and Transitory Policy Shocks in an Empirical Macro Model with Asymmetric Information," CFS Working Paper Series 2003/41, Center for Financial Studies. [Downloadable!]
      Other versions:
    4. Jonas Dovern & Joerg Doepke & Ulrich Fritsche & Jirka Slacalek, 2006. "The Dynamics of European Inflation Expectations," Macroeconomics and Finance Series 200603, Hamburg University, Department Wirtschaft und Politik. [Downloadable!]
      Other versions:
    5. Domenico Colucci & Vincenzo Valori, 2009. "Heterogeneous adaptive expectations and cobweb phenomena," DiMaD Working Papers 2009-01, Dipartimento di Matematica per le Decisioni, Universita' degli Studi di Firenze. [Downloadable!]
    6. Evans, George W & Honkapohja, Seppo, 2008. "Expectations, Learning and Monetary Policy: An Overview of Recent Rersearch," CEPR Discussion Papers 6640, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
      Other versions:
    7. Jonas Dovern & Ulrich Fritsche, 2008. "Estimating Fundamental Cross-Section Dispersion from Fixed Event Forecasts," Discussion Papers of DIW Berlin 787, DIW Berlin, German Institute for Economic Research. [Downloadable!]
      Other versions:
    8. David Bywaters & Gareth Thomas, 2008. "Output Expectations and Forecasting of UK Manufacturing," Atlantic Economic Journal, International Atlantic Economic Society, vol. 36(2), pages 125-137, June. [Downloadable!] (restricted)
    9. Jonas Dovern & Ulrich Fritsche & Jiri Slacalek, 2009. "Disagreement among Forecasters in G7 Countries," Macroeconomics and Finance Series 200906, Hamburg University, Department Wirtschaft und Politik. [Downloadable!]
      Other versions:
    10. Carsten Nielsen, 2009. "Non-stationary, stable Markov processes on a continuous state space," Economic Theory, Springer, vol. 40(3), pages 473-496, September. [Downloadable!] (restricted)
    11. Fanelli, Luca, 2008. "Evaluating the New Keynesian Phillips Curve under VAR-Based Learning," Economics Discussion Papers 2008-15, Kiel Institute for the World Economy. [Downloadable!]
      Other versions:
    12. Brock, W.A. & Hommes, C.H. & Wagener, F.O.O., 2008. "More hedging instruments may destabilize markets (Revised version, April 2008)," CeNDEF Working Papers 08-04, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance. [Downloadable!]
    13. Jonas Dovern & Joerg Doepke & Ulrich Fritsche & Jirka Slacalek, 2006. "Sticky Information Phillips Curves: European Evidence," Macroeconomics and Finance Series 200604, Hamburg University, Department Wirtschaft und Politik. [Downloadable!]
      Other versions:
    14. Christopher D Carroll, 2002. "Macroeconomic Expectations of Households and Professional Forecasters," Economics Working Paper Archive 477, The Johns Hopkins University,Department of Economics. [Downloadable!]
      Other versions:
    15. Pesaran, M.H. & Weale, M., 2005. "Survey Expectations," Cambridge Working Papers in Economics 0536, Faculty of Economics, University of Cambridge. [Downloadable!]
      Other versions:
    16. Pfajfar, D. & Santoro, E., 2008. "Asymmetries in Inflation Expectation Formation Across Demographic Groups," Cambridge Working Papers in Economics 0824, Faculty of Economics, University of Cambridge. [Downloadable!]
    17. Lanne, Markku & Luoma, Arto & Luoto, Jani, 2008. "A Naïve Sticky Information Model of Households’ Inflation Expectations," MPRA Paper 8663, University Library of Munich, Germany. [Downloadable!]
      Other versions:
    18. William Branch & Bruce McGough, 2004. "Multiple Equilibria in Heterogeneous Expectations Models," Contributions to Macroeconomics, Berkeley Electronic Press, vol. 4(1), pages 1197-1197. [Downloadable!] (restricted)
    19. Mikhail Anufriev & Tiziana Assenza & Cars Hommes & Domenico Massaro, . "Interest Rate Rules and Macroeconomic Stability under Heterogeneous Expectations," Tinbergen Institute Discussion Papers 09-040/1, Tinbergen Institute. [Downloadable!]
    20. Domenico Colucci & Vincenzo Valori, 2008. "Asset Price Dynamics When Behavioural Heterogeneity Varies," Computational Economics, Springer, vol. 32(1), pages 3-20, September. [Downloadable!] (restricted)
    21. Damjan Pfajfar & Emiliano Santoro, 2007. "Heterogeneity, Asymmetries and Learning in InfIation Expectation Formation: An Empirical Assessment," Money Macro and Finance (MMF) Research Group Conference 2006 123, Money Macro and Finance Research Group. [Downloadable!]
    22. Luca Fanelli, 2009. "Estimation of quasi-rational DSGE monetary models," Quaderni di Dipartimento 3, Department of Statistics, University of Bologna. [Downloadable!]
    23. Slacalek, Jirka & Fritsche, Ulrich & Dovern, Jonas & Döpke, Jörg, 2005. "European inflation expectations dynamics," Discussion Paper Series 1: Economic Studies 2005,37, Deutsche Bundesbank, Research Centre. [Downloadable!]
    24. Maurizio Bovi, 2008. "The “Psycho-analysis” of Common People’s Forecast Errors. Evidence from European Consumer Surveys," ISAE Working Papers 95 Classification-JEL C42, ISAE - Institute for Studies and Economic Analyses - (Rome, ITALY). [Downloadable!]
    25. Wiliam Branch & George W. Evans, 2006. "Asset Return Dynamics and Learning," University of Oregon Economics Department Working Papers 2006-14, University of Oregon Economics Department. [Downloadable!]
    26. William Brock & Cars Hommes & Florian Wagener, 2006. "More Hedging Instruments may destablize Markets," Tinbergen Institute Discussion Papers 06-080/1, Tinbergen Institute, revised 30 Apr 2008. [Downloadable!]
      Other versions:
    27. Thomas Maag & Michael J. Lamla, 2009. "The Role of Media for Inflation Forecast Disagreement of Households and Professionals," Working papers 09-223, KOF Swiss Economic Institute, ETH Zurich. [Downloadable!]
    28. Cars Hommes & Thomas Lux, 2008. "Individual Expectations and Aggregate Behavior in Learning to Forecast Experiments," Kiel Working Papers 1466, Kiel Institute for the World Economy. [Downloadable!]
    29. van der Wiel, Karen, 2009. "Have You Heard the News? How Real-Life Expectations React to Publicity," IZA Discussion Papers 4064, Institute for the Study of Labor (IZA). [Downloadable!]
    30. Kevin J. Lansing, 2006. "Time-varying U.S. inflation dynamics and the New-Keynesian Phillips Curve," Working Paper Series 2006-15, Federal Reserve Bank of San Francisco. [Downloadable!]
      Other versions:
    31. David G. Blanchflower & Conall MacCoille, 2009. "The formation of inflation expectations: an empirical analysis for the UK," NBER Working Papers 15388, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    32. Jongen, Ron & Verschoor, Willem F C & Wolff, Christian C, 2005. "Time Variation in Term Premia: International Evidence," CEPR Discussion Papers 4959, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    33. Emiliano Santoro & Damjan Pfajfar, 2006. "Heterogeneity and learning in inflation expectation formation: an empirical assessment," Department of Economics Working Papers 0607, Department of Economics, University of Trento, Italia. [Downloadable!]
    34. George W. Evans & Seppo Honkapohja, 2008. "Learning and Macroeconomics," University of Oregon Economics Department Working Papers 2008-3, University of Oregon Economics Department. [Downloadable!]
    35. Paloviita, Maritta, 2007. "Estimating a small DSGE model under rational and measured expectations: some comparisons," Research Discussion Papers 14/2007, Bank of Finland. [Downloadable!]
    36. Wilbert van der Klaauw & Wändi Bruine de Bruin & Giorgio Topa & Simon Potter & Michael Bryan, 2008. "Rethinking the measurement of household inflation expectations: preliminary findings," Staff Reports 359, Federal Reserve Bank of New York. [Downloadable!]
    37. Jaba Ghonghadze & Thomas Lux, 2009. "Modeling the Dynamics of EU Economic Sentiment Indicators: An Interaction-Based Approach," Kiel Working Papers 1487, Kiel Institute for the World Economy. [Downloadable!]
    38. Pfajfar, D. & Zakelj, B., 2009. "Experimental Evidence on Inflation Expectation Formation," Discussion Paper 2009-07, Tilburg University, Center for Economic Research. [Downloadable!]

  9. William Branch & Bruce McGough, 2004. "Multiple Equilibria in Heterogeneous Expectations Models," Contributions to Macroeconomics, Berkeley Electronic Press, vol. 4(1), pages 1197-1197. [Downloadable!] (restricted)

    Cited by:

    1. Michele Berardi, 2006. "Monetary policy with heterogeneous and misspecified expectations," Centre for Growth and Business Cycle Research Discussion Paper Series 81, Economics, The Univeristy of Manchester. [Downloadable!]
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    2. Orlando Gomes, . "Volatility, Heterogeneous Agents and Chaos," The Electronic Journal of Evolutionary Modeling and Economic Dynamics, IFReDE - Université Montesquieu Bordeaux IV. [Downloadable!]
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    3. Eran Guse, 2004. "Learning with Heterogeneous Expectations in an Evolutionary World," Computing in Economics and Finance 2004 99, Society for Computational Economics. [Downloadable!]
      Other versions:

  10. Branch, William A., 2002. "Local convergence properties of a cobweb model with rationally heterogeneous expectations," Journal of Economic Dynamics and Control, Elsevier, vol. 27(1), pages 63-85, November. [Downloadable!] (restricted)

    Cited by:

    1. Laurence Lasselle & Serge Svizzero & Clem Tisdell, 2007. " Stability and Cycles in a Cobweb Model with Heterogeneous Expectations," CDMA Working Paper Series 0706, Centre for Dynamic Macroeconomic Analysis. [Downloadable!]
      Other versions:
    2. Pesaran, M.H. & Weale, M., 2005. "Survey Expectations," Cambridge Working Papers in Economics 0536, Faculty of Economics, University of Cambridge. [Downloadable!]
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    3. Bill Branch & George W. Evans, 2003. "Intrinsic Heterogeneity in Expectation Formation," University of Oregon Economics Department Working Papers 2003-32, University of Oregon Economics Department, revised 04 Oct 2004. [Downloadable!]
      Other versions:
    4. Eran Guse, 2004. "Learning with Heterogeneous Expectations in an Evolutionary World," Computing in Economics and Finance 2004 99, Society for Computational Economics. [Downloadable!]
      Other versions:
    5. Carl Chiarella & Xue-Zhong He & Peiyuan Zhu, 2003. "Fading Memory Learning in the Cobweb Model with Risk Averse Heterogeneous Producers," Research Paper Series 108, Quantitative Finance Research Centre, University of Technology, Sydney. [Downloadable!]
      Other versions:

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This page was last updated on 2009-10-27.

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