This file is part of IDEAS, which uses RePEc data


[ Papers | Articles | Software | Books | Chapters | Authors | Institutions | JEL Classification | NEP reports | Search | New papers by email | Author registration | Rankings | Volunteers | FAQ | Blog | Help! ]

Citations of
Noah Williams

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.

| Working papers | Articles | Chapters | Access and download statistics

Working papers

  1. Lars E.O. Svensson & Noah M. Williams, 2007. "Bayesian and Adaptive Optimal Policy under Model Uncertainty," NBER Working Papers 13414, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:

    Cited by:

    1. 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:
    2. Richard Dennis, 2007. "Model uncertainty and monetary policy," Working Paper Series 2007-09, Federal Reserve Bank of San Francisco. [Downloadable!]
      Other versions:
    3. Elmar Mertens, 2008. "Managing Beliefs about Monetary Policy under Discretion?," Working Papers 08.02, Swiss National Bank, Study Center Gerzensee. [Downloadable!]
    4. Timothy W. Cogley, 2008. "Commentary on "Optimal monetary policy under uncertainty: a Markov jump-linear-quadratic approach"," Review, Federal Reserve Bank of St. Louis, issue Jul, pages 295-300. [Downloadable!]
    5. Svensson, Lars E O & Williams, Noah, 2007. "Monetary Policy with Model Uncertainty: Distribution Forecast Targeting," CEPR Discussion Papers 6331, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
      Other versions:
    6. Lars E.O. Svensson & Noah Williams, 2008. "Optimal monetary policy under uncertainty: a Markov jump-linear-quadratic approach," Review, Federal Reserve Bank of St. Louis, issue Jul, pages 275-294. [Downloadable!]
    7. Carlo Altavilla & Matteo Ciccarelli, 2008. "Inflation models, optimal monetary policy and uncertain unemployment dynamics: Evidence from the US and the euro area," Discussion Papers 8_2008, D.E.S. (Department of Economic Studies), University of Naples "Parthenope", Italy. [Downloadable!]
    8. Lars E.O. Svensson & Noah Williams, 2008. "Optimal Monetary Policy Under Uncertainty in DSGE Models: A Markov Jump-Linear-Quadratic Approach," Working Papers Central Bank of Chile 484, Central Bank of Chile. [Downloadable!]
      Other versions:
    9. Mewael F. Tesfaselassie, 2008. "Central Bank Learning and Monetary Policy," Kiel Working Papers 1444, Kiel Institute for the World Economy. [Downloadable!]
    10. Adolfson, Malin & Laseén, Stefan & Lindé, Jesper & Svensson, Lars E.O., 2008. "Optimal Monetary Policy in an Operational Medium-Sized DSGE Model," Working Paper Series 225, Sveriges Riksbank (Central Bank of Sweden). [Downloadable!]
      Other versions:

  2. Thomas Sargent & Noah Williams & Tao Zha, 2006. "The Conquest of South American Inflation," NBER Working Papers 12606, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
    Published as:

    Cited by:

    1. Eric M. Leeper & Tao Zha, 2002. "Modest Policy Interventions," NBER Working Papers 9192, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    2. Eric M. Leeper, 2003. "Fiscal Policy and Inflation: Pondering the Imponderables," NBER Working Papers 9506, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    3. Giovanni Di Bartolomeo & Francesco Giuli & Marco manzo, 2005. "Policy Uncertainty, Symbiosis, and the Optimal Fiscal and Monetary Conservativeness," Macroeconomics 0508005, EconWPA. [Downloadable!]
      Other versions:
    4. James B. Bullard & Stefano Eusepi, 2004. "Did the Great Inflation occur despite policymaker commitment to a Taylor rule?," Working Papers 2003-013, Federal Reserve Bank of St. Louis. [Downloadable!]
      Other versions:
    5. Francois R. Velde & Marcelo Veracierto, 2000. "Dollarization in Argentina," Economic Perspectives, Federal Reserve Bank of Chicago, issue Q I, pages 24-37. [Downloadable!]
      Other versions:
    6. Orphanides, Athanasios & Williams, John C, 2006. "Inflation Targeting under Imperfect Knowledge," CEPR Discussion Papers 5664, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
      Other versions:
    7. Lance J. Bachmeier & Norman R. Swanson, 2003. "Predicting Inflation: Does The Quantity Theory Help?," Departmental Working Papers 200317, Rutgers University, Department of Economics. [Downloadable!]
      Other versions:
    8. George W. Evans & Seppo Honkapohja, 2005. "Policy Interaction, Expectations and the Liquidity Trap," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 8(2), pages 303-323, April. [Downloadable!] (restricted)
      Other versions:
    9. Wieland, Volker, 2003. "Monetary Policy and Uncertainty about the Natural Unemployment Rate," CEPR Discussion Papers 3811, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
      Other versions:
    10. Orlando Gomes, 2004. "A Continuous-Time Asset Pricing Model with Boundedly Rational Heterogeneous Agents," Finance 0409055, EconWPA. [Downloadable!]
    11. Paul Castillo & Alberto Humala & Vicente Tuesta, 2007. "Monetary Policy, Regime Shifts, and Inflation Uncertainty in Peru (1949-2006)," Working Papers 2007-005, Banco Central de Reserva del Perú. [Downloadable!]
    12. 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:
    13. John C. Williams, 2006. "Robust estimation and monetary policy with unobserved structural change," Economic Review, Federal Reserve Bank of San Francisco, pages 1-16. [Downloadable!]
      Other versions:
    14. Giordani, Paolo & Kohn, Robert, 2006. "Efficient Bayesian Inference for Multiple Change-Point and Mixture Innovation Models," Working Paper Series 196, Sveriges Riksbank (Central Bank of Sweden). [Downloadable!]
      Other versions:
    15. Vitor Gaspar & Frank Smets & David Vestin, 2006. "Optimal Monetary Policy under Adaptive Learning," Computing in Economics and Finance 2006 183, Society for Computational Economics. [Downloadable!]
    16. James B. Bullard & George W. Evans & Seppo Honkapohja, 2004. "Near-rational exuberance," Working Papers 2004-025, Federal Reserve Bank of St. Louis. [Downloadable!]
      Other versions:
    17. J. Huston McCulloch, 2005. "The Kalman Foundations of Adaptive Least Squares: Applications to Unemployment and Inflation," Computing in Economics and Finance 2005 239, Society for Computational Economics. [Downloadable!]
    18. Ilker Domac & Eray M. Yucel, 2003. "What Triggers Inflation in Emerging Market Economies?," Working Papers 0307, Research and Monetary Policy Department, Central Bank of the Republic of Turkey. [Downloadable!]
      Other versions:
    19. Laurence Ball & Dean Croushore, 2001. "Expectations and the effects of monetary policy," Working Papers 01-12, Federal Reserve Bank of Philadelphia. [Downloadable!]
      Other versions:
    20. Tuesta Vicente, 2007. "Independencia Legal y Efectiva del Banco Central de Reserva del Perú," Working Papers 2007-012, Banco Central de Reserva del Perú. [Downloadable!]
    21. Kevin X.D. Huang & Zheng Liu & Tao Zha, 2008. "Learning, adaptive expectations, and technology shocks," Working Paper 2008-20, Federal Reserve Bank of Atlanta. [Downloadable!]
      Other versions:
    22. 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:
    23. JUNCAL CUñNADO & FERNANDO PÉREZ DE GRACIA, 2003. "Sacrifice Ratios: some lessons from EMU countries, 1960-2001," International Review of Applied Economics, Taylor and Francis Journals, vol. 17(3), pages 327-337, July. [Downloadable!] (restricted)
    24. Christopher Allsopp, 2002. "Macroeconomic Policy Rules in Theory and in Practice," Discussion Papers 10, Monetary Policy Committee Unit, Bank of England. [Downloadable!]
    25. G. C. LIM & PAUL D. McNELIS, 2002. "Central Bank Learning, Terms Of Trade Shocks & Currency Risks: Should Only Inflation Matter For Monetary Policy?," Department of Economics - Working Papers Series 831, The University of Melbourne. [Downloadable!]
      Other versions:
    26. Sergey Slobodyan & Anna Bogomolova & Dmitri Kolyuzhnov, 2006. "Stochastic Gradient versus Recursive Least Squares Learning," Computing in Economics and Finance 2006 446, Society for Computational Economics. [Downloadable!]
      Other versions:
    27. N. Gregory Mankiw & Ricardo Reis, 2001. "Sticky Information: A Model of Monetary Nonneutrality and Structural Slumps," NBER Working Papers 8614, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    28. Canova, Fabio, 2006. "Monetary Policy and the Evolution of the US Economy," CEPR Discussion Papers 5467, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    29. Anssi Rantala, 2004. "Adaptive learning and multiple equilibria in a natural rate monetary model with unemployment persistence," GE, Growth, Math methods 0404005, EconWPA. [Downloadable!]
    30. 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:
    31. Athanasios Orphanides & John C. Williams, 2005. "Inflation scares and forecast-based monetary policy," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 8(2), pages 498-527, April. [Downloadable!] (restricted)
      Other versions:
    32. Ellis W. Tallman, 2003. "Monetary policy and learning: Some implications for policy and research," Economic Review, Federal Reserve Bank of Atlanta, issue Q3, pages 1-9. [Downloadable!]
    33. 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:
    34. Robert B. Barsky & Lutz Kilian, 2001. "Do We Really Know that Oil Caused the Great Stagflation? A Monetary Alternative," NBER Working Papers 8389, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    35. Kaushik Mitra & Seppo Honkapohja, 2004. "Monetary Policy with Internal Central Bank Forecasting: A Case of Heterogenous Information," Royal Holloway, University of London: Discussion Papers in Economics 04/16, Department of Economics, Royal Holloway University of London, revised Jul 2004. [Downloadable!]
    36. James R. Lothian & Cornelia H. McCarthy, 2003. "The Behavior of Money and Other Economic Variables: Two Natural Experiments," International Finance 0311011, EconWPA. [Downloadable!]
    37. Edward Nelson, 2004. "The Great Inflation of the seventies: what really happened?," Working Papers 2004-001, Federal Reserve Bank of St. Louis. [Downloadable!]
    38. Alfonso Mendoza V., 2003. "The Inflation-Output Volatility Tradeoff and Exchange Rate Shocks in Mexico and Turkey," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, vol. 3(1), pages 27-51. [Downloadable!]
    39. Haldane, Andrew & Quah, Danny, 1999. "UK Phillips Curves and Monetary Policy," CEPR Discussion Papers 2292, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
      Other versions:
    40. Michael Bordo & Christopher Erceg & Andrew Levin & Ryan Michaels, 2007. "Three Great American Disinflations," CFS Working Paper Series 2007/05, Center for Financial Studies. [Downloadable!]
      Other versions:
    41. Timothy Cogley & Thomas J. Sargent, 2005. "The conquest of US inflation: Learning and robustness to model uncertainty," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 8(2), pages 528-563, April. [Downloadable!] (restricted)
      Other versions:
    42. Guse, Eran, 2004. "Expectational business cycles," Research Discussion Papers 19/2004, Bank of Finland. [Downloadable!]
      Other versions:
    43. Berg, Claes & Jonung, Lars, 1998. "Pioneering Price Level Targeting: The Swedish Experience 1931-1937," Seminar Papers 642, Stockholm University, Institute for International Economic Studies. [Downloadable!]
      Other versions:
    44. Peter N. Ireland, 2006. "Changes in the Federal Reserve's Inflation Target: Causes and Consequences," NBER Working Papers 12492, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    45. Canova, Fabio & Gambetti, Luca, 2006. "Structural Changes in the US Economy: Bad Luck or Bad Policy?," CEPR Discussion Papers 5457, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    46. Robert Tetlow & Peter von zur Muehlen, 2004. "Avoiding Nash Inflation: Bayesian and Robus Responses to Model Uncertainty," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 7(4), pages 869-899, October. [Downloadable!] (restricted)
      Other versions:
    47. 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:
    48. Gerald P. Dwyer Jr. & James R. Lothian, 2003. "International Money and Common Currencies in Historical Perspective," International Finance 0311005, EconWPA. [Downloadable!]
      Other versions:
    49. Dennis, Richard & Söderström, Ulf, 2002. "How Important Is Precommitment for Monetary Policy?," Working Paper Series 139, Sveriges Riksbank (Central Bank of Sweden). [Downloadable!]
      Other versions:
    50. 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:
    51. Martin Ellison & Liam Graham & Jouko Vilmunen, 2006. "Strong Contagion with Weak Spillovers," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 9(2), pages 263-283, April. [Downloadable!] (restricted)
      Other versions:
    52. Jean Boivin, 2005. "Has US Monetary Policy Changed? Evidence from Drifting Coefficients and Real-Time Data," NBER Working Papers 11314, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    53. Edward Nelson, 2006. "Ireland and Switzerland: the jagged edges of the Great Inflation," Working Papers 2006-016, Federal Reserve Bank of St. Louis. [Downloadable!]
      Other versions:
    54. Albert Marcet & Juan Pablo Nicolini, 2005. "Money and Prices in Models of Bounded Rationality in High Inflation Economies," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 8(2), pages 452-479, April. [Downloadable!] (restricted)
      Other versions:
    55. Lee E. Ohanian & Marco Del Negro & Tao Zha, 2005. "Monetary policy and learning," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 8(2), pages 257-261, April. [Downloadable!] (restricted)
    56. H. Uhlig, . "Did the Fed Surprise the Markets in 2001? A case study for VARs with Sign Restrictions," Sonderforschungsbereich 373 2001-98, Humboldt Universitaet Berlin.
      Other versions:
    57. 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!]
    58. Thomas Lubik & Frank Schorfheide, 2002. "Testing for Indeterminacy in Linear Rational Expectations Models," Computing in Economics and Finance 2002 214, Society for Computational Economics. [Downloadable!]
    59. Bruce McGough, 2003. "Shocking Escapes," Computing in Economics and Finance 2003 294, Society for Computational Economics. [Downloadable!]
      Other versions:
    60. 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!]
    61. Frank Schorfheide, 2005. "Learning and Monetary Policy Shifts," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 8(2), pages 392-419, April. [Downloadable!] (restricted)
      Other versions:
    62. Wiliam Branch & John Carlson & George W. Evans & Bruce McGough, 2004. "Monetary Policy, Endogenous Inattention, and the Volatility Trade-off," University of Oregon Economics Department Working Papers 2004-19, University of Oregon Economics Department, revised 15 May 2007. [Downloadable!]
      Other versions:
    63. Christopher J. Neely & David E. Rapach, 2008. "Is inflation an international phenomenon?," Working Papers 2008-025, Federal Reserve Bank of St. Louis. [Downloadable!]
    64. Roberto Billi & Klaus Adam, 2005. "Monetary and Fiscal Interactions without Commitment and the Value of Monetary Conservatism," Computing in Economics and Finance 2005 62, Society for Computational Economics. [Downloadable!]
    65. Thomas J. Sargent & Noah William, 2005. "Impacts of Priors on Convergence and Escapes from Nash Inflation," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 8(2), pages 360-391, April. [Downloadable!] (restricted)
      Other versions:
    66. Fabio Canova & Luca Gambetti, 2003. "Structural changes in the US economy: is there a role for monetary policy?," Economics Working Papers 918, Department of Economics and Business, Universitat Pompeu Fabra, revised Apr 2008. [Downloadable!]
    67. Thomas Lubik & Frank Schorfheide, 2002. "Testing for Indeterminacy:An Application to U.S. Monetary Policy," Economics Working Paper Archive 480, The Johns Hopkins University,Department of Economics, revised Jun 2003. [Downloadable!]
      Other versions:
    68. Fabio Canova, 2004. "What explains the Great Moderation in the US? A structural analysis," Economics Working Papers 919, Department of Economics and Business, Universitat Pompeu Fabra, revised Dec 2007. [Downloadable!]
    69. Nicola Acocella & Giovanni Di Bartolomeo, 2005. "Non-neutrality of economic policy: An application of the Tinbergen-Theil's approach to a strategic context," Working Papers 82, Sapienza University of Rome, Department of Public Economics. [Downloadable!]
      Other versions:
    70. Monika Piazzesi & Martin Schneider, 2006. "Equilibrium Yield Curves," NBER Working Papers 12609, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    71. Eijffinger, Sylvester C W & Schaling, Eric & Tesfaselassie, Mewael F., 2006. "Learning About the Term Structure and Optimal Rules for Inflation Targeting," CEPR Discussion Papers 5896, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
      Other versions:
    72. Stefania Albanesi & V. V. Chari & Lawrence J. Christiano, 2003. "Expectation traps and monetary policy," Staff Report 319, Federal Reserve Bank of Minneapolis. [Downloadable!]
      Other versions:
    73. Francisco Rosende R., 2004. "El marco teórico de la política monetaria," Revista de Analisis Economico – Economic Analysis Review, Ilades-Georgetown University, Economics Department, vol. 19(2), pages 85-117, December. [Downloadable!]
    74. Timothy Cogley, 2005. "Changing Beliefs and the Term Structure of Interest Rates: Cross-Equation Restrictions with Drifting Parameters," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 8(2), pages 420-451, April. [Downloadable!] (restricted)
    75. Lars Peter Hansen & Thomas J. Sargent, 2001. "Acknowledging Misspecification in Macroeconomic Theory," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 4(3), pages 519-535, July. [Downloadable!] (restricted)
    76. Paloviita , Maritta, 2005. "Comparing alternative Phillips curve specifications: European results with survey-based expectations," Research Discussion Papers 22/2005, Bank of Finland. [Downloadable!]
    77. Michael D. Bordo & Lars Jonung, 1999. "The Future of EMU: What Does the History of Monetary Unions Tell Us?," NBER Working Papers 7365, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    78. Ricardo Nunes, 2005. "Learning the inflation target," Macroeconomics 0504033, EconWPA, revised 26 Apr 2005. [Downloadable!]
      Other versions:
    79. Carceles-Poveda, Eva & Giannitsarou, Chryssi, 2006. "Adaptive Learning in Practice," CEPR Discussion Papers 5627, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
      Other versions:
    80. Timothy Cogley & Thomas J. Sargent, 2005. "Drift and Volatilities: Monetary Policies and Outcomes in the Post WWII U.S," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 8(2), pages 262-302, April. [Downloadable!] (restricted)
      Other versions:
    81. 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:

  3. Andrew T. Levin & Alexei Onatski & John C. Williams & Noah Williams, 2005. "Monetary Policy Under Uncertainty in Micro-Founded Macroeconometric Models," NBER Working Papers 11523, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
    Published as:

    Cited by:

    1. Marco Lombardi & Silvia Sgherri, 2007. "(Un)naturally Low? Sequential Monte Carlo Tracking of the US Natural Interest Rate," DNB Working Papers 142, Netherlands Central Bank, Research Department. [Downloadable!]
      Other versions:
    2. Philip Jung & Keith Kuester, 2008. "The (un)importance of unemployment fluctuations for welfare," Working Papers 08-31, Federal Reserve Bank of Philadelphia. [Downloadable!]
    3. Schmitt-Grohé, Stephanie & Uribe, Martín, 2005. "Optimal Inflation Stabilization in a Medium-Scale Macroeonomic Model," CEPR Discussion Papers 5424, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    4. S. Boragan Aruoba & Frank Schorfheide, 2009. "Sticky prices versus monetary frictions: an estimation of policy trade-offs," Working Papers 09-8, Federal Reserve Bank of Philadelphia. [Downloadable!]
      Other versions:
    5. Sala, Luca & Söderström, Ulf & Trigari, Antonella, 2008. "Monetary Policy Under Uncertainty in an Estimated Model with Labour Market Frictions," CEPR Discussion Papers 6826, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
      Other versions:
    6. Matthieu Darracq Pariès & Stéphane Adjemian & Stéphane Moyen, 2007. "Optimal monetary policy in an estimated DSGE for the euro area," Working Paper Series 803, European Central Bank. [Downloadable!]
    7. Justiniano, Alejandro & Primiceri, Giorgio E. & Tambalotti, Andrea, 2008. "Investment Shocks and Business Cycles," CEPR Discussion Papers 6739, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
      Other versions:
    8. Svensson, Lars E.O. & Williams, Noah, 2005. "Monetary policy with model uncertainty: distribution forecast targeting," Discussion Paper Series 1: Economic Studies 2005,35, Deutsche Bundesbank, Research Centre. [Downloadable!]
      Other versions:
    9. Bask, Mikael, 2007. "Long swings and chaos in the exchange rate in a DSGE model with a Taylor rule," Research Discussion Papers 19/2007, Bank of Finland. [Downloadable!]
    10. Stephanie Schmitt-Grohé & Martín Uribe, 2006. "Optimal Simple and Implementable Monetary and Fiscal Rules: Expanded Version," NBER Working Papers 12402, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    11. Richhild Moessner, . "Optimal discretionary policy in rational expectations models with regime switching," Bank of England working papers 299, Bank of England. [Downloadable!]
    12. Engin Kara, 2009. "Input-output connections between sectors and optimal monetary policy," Research series 200906-25, National Bank of Belgium. [Downloadable!]
    13. Pablo A. Guerron, 2007. "The Welfare Costs of Inflation in a Micro-Founded Macroeconometric Model," Working Paper Series 013, North Carolina State University, Department of Economics. [Downloadable!]
    14. Stephanie Schmitt-Grohé & Martín Uribe, 2008. "Policy implications of the new Keynesian Phillips curve," Economic Quarterly, Federal Reserve Bank of Richmond, issue Fall, pages 435-465. [Downloadable!]
    15. Keith Kuester & Volker Wieland, 2008. "Insurance policies for monetary policy in the euro area," Working Papers 08-29, Federal Reserve Bank of Philadelphia. [Downloadable!]
      Other versions:
    16. Philippe Bacchetta & Eric van Wincoop, 2009. "On the Unstable Relationship between Exchange Rates and Macroeconomic Fundamentals," NBER Working Papers 15008, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    17. Filippo Altissimo & Michael Ehrmann & Frank Smets, 2006. "Inflation persistence and price-setting behaviour in the euro area : a summary of the Inflation Persistence Network evidence," Research series 200610-7, National Bank of Belgium. [Downloadable!]
    18. Rochelle M. Edge & Thomas Laubach & John C. Williams, 2007. "Welfare-maximizing monetary policy under parameter uncertainty," Working Paper Series 2007-11, Federal Reserve Bank of San Francisco. [Downloadable!]
      Other versions:
    19. Kevin X.D. Huang & Qinglai Meng, 2007. "Distance to Frontier and the Big Swings of the Unemployment Rate: What Room is Left for Monetary Policy?," Kiel Working Papers 1348, Kiel Institute for the World Economy. [Downloadable!]
    20. Plasmans J. & Fornero J. & Michalak T., 2006. "A microfounded sectoral model for open economies," Working Papers 2007013, University of Antwerp, Faculty of Applied Economics. [Downloadable!]
      Other versions:
    21. Bask, Mikael, 2007. "Optimal monetary policy in a hybrid New Keynesian model with a cost channel," Research Discussion Papers 24/2007, Bank of Finland. [Downloadable!]
    22. Stephanie Schmitt-Grohe & Martin Uribe, 2005. "Optimal Fiscal and Monetary Policy in a Medium-Scale Macroeconomic Model: Expanded Version," NBER Working Papers 11417, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    23. Sungbae An & Frank Schorfheide, 2006. "Bayesian analysis of DSGE models," Working Papers 06-5, Federal Reserve Bank of Philadelphia. [Downloadable!]
      Other versions:
    24. Glenn D. Rudebusch & Eric T. Swanson, 2007. "Examining the bond premium puzzle with a DSGE model," Working Paper Series 2007-25, Federal Reserve Bank of San Francisco. [Downloadable!]
      Other versions:
    25. Andrew T. Levin & Richhild Moessner, 2005. "Inflation persistence and monetary policy design - an overview," Working Paper Series 539, European Central Bank. [Downloadable!]
    26. Colciago, Andrea, 2006. "Rule of Thumb Consumers Meet Sticky Wages," MPRA Paper 3275, University Library of Munich, Germany, revised 27 Apr 2007. [Downloadable!]
    27. Lawrence Christiano & Roberto Motto & Massimo Rostagno, 2007. "Two Reasons Why Money and Credit May be Useful in Monetary Policy," NBER Working Papers 13502, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    28. V. V. Chari & Patrick J. Kehoe & Ellen R. McGrattan, 2008. "New Keynesian models: not yet useful for policy analysis," Staff Report 409, Federal Reserve Bank of Minneapolis. [Downloadable!]
      Other versions:
    29. Richard Dennis, 2008. "The Frequency Of Price Adjustment And New Keynesian Business Cycle Dynamics," CAMA Working Papers 2008-19, Australian National University, Centre for Applied Macroeconomic Analysis. [Downloadable!]
      Other versions:
    30. Thomas Heckel & Hervé Le Bihan & Jérémi Montornès, 2008. "Sticky wages. Evidence from quarterly microeconomic data," Working Paper Series 893, European Central Bank. [Downloadable!]
      Other versions:
    31. Miguel Casares, 2007. "Wage Setting Actors, StickyWages, and Optimal Monetary Policy," Documentos de Trabajo - Lan Gaiak Departamento de Economía - Universidad Pública de Navarra 0701, Departamento de Economía - Universidad Pública de Navarra. [Downloadable!]
    32. 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:
    33. Boivin, J. & Giannoni, M., 2007. "DSGE Models in a Data-Rich Environment," Documents de Travail 162, Banque de France. [Downloadable!]
    34. Peter Welz, 2006. "Assessing predetermined expectations in the standard sticky-price model - a Bayesian approach," Working Paper Series 621, European Central Bank. [Downloadable!]
    35. Andrew T. Levin, 2008. "Commentary on "Optimal monetary policy under uncertainty: a Markov jump-linear-quadratic approach"," Review, Federal Reserve Bank of St. Louis, issue Jul, pages 301-306. [Downloadable!]
    36. Günter Coenen & Giovanni Lombardo & Frank Smets & Roland Straub, 2007. "International Transmission and Monetary Policy Cooperation," NBER Chapters, in: International Dimensions of Monetary Policy National Bureau of Economic Research, Inc. [Downloadable!]
      Other versions:
    37. Stéphane Adjemian & Matthieu Darracq Pariès & Stéphane Moyen, 2008. "Towards a monetary policy evaluation framework," Working Paper Series 942, European Central Bank. [Downloadable!]
    38. Ippei Fujiwara & Yuki Teranishi, 2007. "A Dynamic New Keynesian Life-Cycle Model: Societal Ageing, Demographics and Monetary Policy," IMES Discussion Paper Series 07-E-04, Institute for Monetary and Economic Studies, Bank of Japan. [Downloadable!]
      Other versions:
    39. Riccardo DiCecio & Edward Nelson, 2007. "An estimated DSGE model for the United Kingdom," Review, Federal Reserve Bank of St. Louis, issue Jul, pages 215-232. [Downloadable!]
      Other versions:
    40. Rita Duarte & Carlos Robalo Marques, 2009. "The dynamic effects of shocks to wages and prices in the United States and the Euro Area," Working Paper Series 1067, European Central Bank. [Downloadable!]
    41. Uhlig, Harald, 2007. "Monetary policy in Europe vs the US: what explains the difference?," MPRA Paper 14119, University Library of Munich, Germany. [Downloadable!]
      Other versions:
    42. Stephanie Schmitt-Grohé & Martín Uribe, 2007. "Optimal simple and implementable monetary and fiscal rules," Working Paper 2007-24, Federal Reserve Bank of Atlanta. [Downloadable!]
    43. DE LA CROIX, David & DE WALQUE, Gregory & WOUTERS, Rafael, 2006. "Dynamics and monetary policy in a fair wage model of the business cycle," CORE Discussion Papers 2006106, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE). [Downloadable!]
      Other versions:
    44. Arato, Hiroki, 2008. "Optimal operational monetary policy rules in an endogenous growth model: a calibrated analysis," MPRA Paper 8547, University Library of Munich, Germany. [Downloadable!]
      Other versions:
    45. Martin Melecky & Diego Rodríguez Palenzuela & Ulf Söderström, 2008. "Inflation Target Transparency and the Macroeconomy," Working Papers Central Bank of Chile 490, Central Bank of Chile. [Downloadable!]
      Other versions:
    46. Gregory Erin Givens, 2008. "Unemployment Insurance in a Sticky-Price Model with Worker Moral Hazard," Working Papers 200807, Middle Tennessee State University, Department of Economics and Finance. [Downloadable!]
    47. Glenn Rudebusch & Eric Swanson, 2008. "The bond premium in a DSGE model with long-run real and nominal risks," Working Paper Series 2008-31, Federal Reserve Bank of San Francisco. [Downloadable!]
      Other versions:
    48. Engin Kara, 2006. "Optimal monetary policy in the generalized Taylor economy," Working Paper Series 673, European Central Bank. [Downloadable!]
    49. Duval, Romain & Vogel, Lukas, 2007. "How do nominal and real rigidities interact? A tale of the second best," MPRA Paper 7282, University Library of Munich, Germany. [Downloadable!]
    50. Vasco Gabriel & Paul Levine & Christopher Spencer & Bo Yang, 2008. "On the (ir)relevance of direct supply-side effects of monetary policy," Department of Economics Discussion Papers 0408, Department of Economics, University of Surrey. [Downloadable!]
    51. Sanjay K. Chugh, 2006. "Optimal Fiscal and Monetary Policy with Sticky Wages and Sticky Prices," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 9(4), pages 683-714, October. [Downloadable!] (restricted)
    52. Kevin X.D. Huang & Qinglai Meng, 2007. "Is Forward-Looking Inflation Targeting Destabilizing? The Role of Policy's Response to Current Output under Endogenous Investment," Working Papers 0704, Department of Economics, Vanderbilt University. [Downloadable!]
    53. Marco Del Negro & Frank Schorfheide, 2005. "Monetary policy analysis with potentially misspecified models," Working Papers 06-4, Federal Reserve Bank of Philadelphia. [Downloadable!]
      Other versions:
    54. William T. Gavin & Benjamin D. Keen & Michael R. Pakko, 2007. "Inflation risk and optimal monetary policy," Working Papers 2006-035, Federal Reserve Bank of St. Louis. [Downloadable!]
      Other versions:
    55. Stéphane Auray & Paul Gomme & Shen Guo, 2009. "Nominal Rigidities, Monetary Policy and Pigou Cycles," Cahiers de recherche 09-18, Departement d'Economique de la Faculte d'administration à l'Universite de Sherbrooke. [Downloadable!]
      Other versions:
    56. Pelin Ilbas, 2008. "Estimation of monetary policy preferences in a forward-looking model : a Bayesian approach," Research series 200803-12, National Bank of Belgium. [Downloadable!]
    57. Frederic S. Mishkin, 2009. "Is Monetary Policy Effective During Financial Crises?," NBER Working Papers 14678, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    58. Zheng Liu & Daniel F. Waggoner & Tao Zha, 2009. "Sources of the Great Moderation: shocks, friction, or monetary policy?," Working Paper Series 2009-01, Federal Reserve Bank of San Francisco. [Downloadable!]
      Other versions:
    59. Moons C. & Garretsen H. & Van Aarle B. & Fornero J., 2007. "Monetary policy in the New-Keynesian model: An application to the Euro-Area," Working Papers 2007014, University of Antwerp, Faculty of Applied Economics. [Downloadable!]
      Other versions:
    60. Alejandro Justiniano & Northwestern University, 2006. "The Time Varying Volatility of Macroeconomic Fluctuations," Computing in Economics and Finance 2006 219, Society for Computational Economics. [Downloadable!]
    61. Andrew T. Levin & J. David López-Salido & Edward Nelson & Tack Yun, 2008. "Macroeconometric equivalence, microeconomic dissonance, and the design of monetary policy," Working Papers 2008-035, Federal Reserve Bank of St. Louis. [Downloadable!]
      Other versions:
    62. Frank Smets & Matthieu Darracq Pariès & Stéphane Adjemian, 2008. "A quantitative perspective on optimal monetary policy cooperation between the US and the euro area," Working Paper Series 884, European Central Bank. [Downloadable!]
    63. Antonella Trigari, 2006. "The Role of Search Frictions and Bargaining for Inflation Dynamics," Working Papers 304, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University. [Downloadable!]
    64. Alejandro Justiniano & Giorgio E. Primiceri, 2006. "The Time Varying Volatility of Macroeconomic Fluctuations," NBER Working Papers 12022, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    65. Juan Pablo Medina & Claudio Soto, 2005. "Oil Shocks and Monetary Policy in an Estimated DSGE Model for a Small Open Economy," Working Papers Central Bank of Chile 353, Central Bank of Chile. [Downloadable!]
    66. Andrew Levin, 2007. "Comment on "Monetary Policy in Europe vs the US: What Explains the Difference?"," NBER Chapters, in: International Dimensions of Monetary Policy National Bureau of Economic Research, Inc. [Downloadable!]
    67. William Whitesell, 2005. "An inflation goal with multiple reference measures," Finance and Economics Discussion Series 2005-62, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    68. Jean Boivin & Marc Giannoni, 2006. "DSGE Models in a Data-Rich Environment," NBER Technical Working Papers 0332, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    69. Matthew Canzoneri, 2007. "Coordination of Monetary and Fiscal Policy in a Monetary Union: Policy Issues & Analytical Models," Money Macro and Finance (MMF) Research Group Conference 2006 165, Money Macro and Finance Research Group. [Downloadable!]
    70. Stephanie Schmitt-Grohe & Martin Uribe, 2005. "Optimal Inflation Stabilization in a Medium-Scale Macroeconomic Model," NBER Working Papers 11854, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    71. Alexander Kriwoluzky & Christian Stoltenberg, 2007. "Optimal Policy Under Model Uncertainty: A Structural-Bayesian Estimation Approach," SFB 649 Discussion Papers SFB649DP2007-040, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
    72. Stephanie Schmitt-Grohé & Martín Uribe, 2006. "Optimal fiscal and monetary policy in a medium-scale macroeconomic model," Working Paper Series 612, European Central Bank. [Downloadable!]
    73. Gregory Erin Givens, 2006. "Revisiting the Delegation Problem in a Sticky Price and Wage Economy," Working Papers 200601, Middle Tennessee State University, Department of Economics and Finance. [Downloadable!]
    74. Stephanie Schmitt-Grohé & Martín Uribe, 2006. "Optimal Inflation Stabilization in a Medium-Scale Macroeconomic Model," Working Papers Central Bank of Chile 410, Central Bank of Chile. [Downloadable!]
    75. Munechika Katayama, . "Declining Effects of Oil-Price Shocks," Departmental Working Papers 2009-02, Department of Economics, Louisiana State University. [Downloadable!]

  4. Lars Svensson & Noah Williams, 2005. "Monetary Policy with Model Uncertainty: Distribution Forecast Targeting," NBER Working Papers 11733, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:

    Cited by:

    1. Roc Armenter & Martin Bodenstein, 2006. "Of nutters and doves," International Finance Discussion Papers 885, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    2. William A. Branch & Troy Davig & Bruce McGough, 2007. "Expectational stability in regime-switching rational expectations models," Research Working Paper RWP 07-09, Federal Reserve Bank of Kansas City. [Downloadable!]
    3. Troy Davig, 2007. "Phillips curve instability and optimal monetary policy," Research Working Paper RWP 07-04, Federal Reserve Bank of Kansas City. [Downloadable!]
    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. Richhild Moessner, . "Optimal discretionary policy in rational expectations models with regime switching," Bank of England working papers 299, Bank of England. [Downloadable!]
    6. Lars E O Svensson, 2005. "Monetary Policy with Judgment: Forecast Targeting," International Journal of Central Banking, International Journal of Central Banking, vol. 1(1), May. [Downloadable!]
      Other versions:
    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. Österholm, Pär, 2006. "Incorporating Judgement in Fan Charts," Working Paper Series 2006:30, Uppsala University, Department of Economics. [Downloadable!]
      Other versions:
    9. Ashima Goyal, 2009. "Monetary Policy, Forex Markets and Feedback Under Uncertainity in an Opening Economy," Working Papers id:2208, esocialsciences.com. [Downloadable!]
    10. Zheng Liu & Daniel F. Waggoner & Tao Zha, 2007. "Asymmetric expectation effects of regime shifts and the Great Moderation," Working Papers 653, Federal Reserve Bank of Minneapolis. [Downloadable!]
      Other versions:
    11. Fernando Alexandre & Pedro Bação & John Driffill, 2007. "Optimal monetary policy with a regime-switching exchange rate in a forward-looking model," GEMF Working Papers 2007-09, GEMF - Faculdade de Economia, Universidade de Coimbra. [Downloadable!]
      Other versions:
    12. Lars E.O. Svensson & Noah M. Williams, 2007. "Bayesian and Adaptive Optimal Policy under Model Uncertainty," NBER Working Papers 13414, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    13. Fernando Alexandre & Pedro Bação & Vasco Gabriel, 2008. "Taylor-type rules versus optimal policy in a Markov-switching economy," GEMF Working Papers 2008-02, GEMF - Faculdade de Economia, Universidade de Coimbra. [Downloadable!]
      Other versions:
    14. Timothy W. Cogley, 2008. "Commentary on "Optimal monetary policy under uncertainty: a Markov jump-linear-quadratic approach"," Review, Federal Reserve Bank of St. Louis, issue Jul, pages 295-300. [Downloadable!]
    15. William A. Brock & Steven N. Durlauf & James M. Nason & Giacomo Rondina, 2007. "Simple versus optimal rules as guides to policy," Working Paper 2007-07, Federal Reserve Bank of Atlanta. [Downloadable!]
      Other versions:
    16. Troy Davig & Eric M. Leeper, 2009. "Reply to "Generalizing the Taylor Principle: A Comment"," NBER Working Papers 14919, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    17. Roger E.A. Farmer & Daniel F. Waggoner & Tao Zha, 2007. "Understanding the New-Keynesian Model when Monetary Policy Switches Regimes," NBER Working Papers 12965, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    18. Beatrice Pataracchia, 2008. "The Spectral Representation of Markov-Switching Arma Models," Department of Economics University of Siena 528, Department of Economics, University of Siena. [Downloadable!]
    19. Zheng Liu & Daniel Waggoner & Tao Zha, 2009. "Asymmetric Expectation Effects of Regime Shifts in Monetary Policy," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 12(2), pages 284-303, April. [Downloadable!] (restricted)
      Other versions:
    20. Alan S. Blinder & Ricardo Reis, 2005. "Understanding the Greenspan standard," Proceedings, Federal Reserve Bank of Kansas City, issue Aug, pages 11-96. [Downloadable!]
      Other versions:
    21. Richhild Moessner, 2006. "Optimal monetary policy with uncertainty about financial frictions," Working Paper Series 639, European Central Bank. [Downloadable!]
    22. Andrew P Blake & Fabrizio Zampolli, . "Optimal monetary policy in Markov-switching models with rational expectations agents," Bank of England working papers 298, Bank of England. [Downloadable!]
    23. Roger E.A. Farmer & Daniel F. Waggoner & Tao Zha, 2008. "Minimal state variable solutions to Markov-switching rational expectations models," Working Paper 2008-23, Federal Reserve Bank of Atlanta. [Downloadable!]
    24. Lars Svensson, 2006. "Optimal Inflation Targeting: Further Developments of Inflation Targeting," Working Papers Central Bank of Chile 403, Central Bank of Chile. [Downloadable!]
    25. Roger E.A. Farmer & Daniel F. Waggoner & Tao Zha, 2007. "Indeterminacy in a forward-looking regime-switching model," Working Paper 2006-19, Federal Reserve Bank of Atlanta. [Downloadable!]
      Other versions:
    26. Adolfson, Malin & Laseén, Stefan & Lindé, Jesper & Svensson, Lars E.O., 2008. "Optimal Monetary Policy in an Operational Medium-Sized DSGE Model," Working Paper Series 225, Sveriges Riksbank (Central Bank of Sweden). [Downloadable!]
      Other versions:
    27. Lars E.O. Svensson & Noah Williams, 2008. "Optimal Monetary Policy under Uncertainty in DSGE Models: A Markov Jump-Linear-Quadratic Approach," NBER Working Papers 13892, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:

  5. George W. Evans & Seppo Honkapohja & Noah Williams, 2005. "Generalized Stochastic Gradient Learning," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
    Other versions:

    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. 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!]
    3. Sergey Slobodyan & Anna Bogomolova & Dmitri Kolyuzhnov, 2006. "Stochastic Gradient versus Recursive Least Squares Learning," Computing in Economics and Finance 2006 446, Society for Computational Economics. [Downloadable!]
      Other versions:
    4. 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!]
    5. Carceles-Poveda, Eva & Giannitsarou, Chryssi, 2007. "Asset Pricing with Adaptive Learning," CEPR Discussion Papers 6223, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
      Other versions:
    6. Sergey Slobodyan & Atanas Christev, 2006. "On learnability of E–stable equilibria," Computing in Economics and Finance 2006 451, Society for Computational Economics. [Downloadable!]
    7. Seppo Honkapohja & Kaushik Mitra, 2006. "Learning Stability in Economies with Heterogeneous Agents," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 9(2), pages 284-309, April. [Downloadable!] (restricted)
      Other versions:
    8. Evans , George W & Honkapohja, Seppo, 2007. "Robust learning stability with operational monetary policy rules," Research Discussion Papers 31/2007, Bank of Finland. [Downloadable!]
      Other versions:
    9. James B. Bullard & Jacek Suda, 2008. "The stability of macroeconomic systems with Bayesian learners," Working Papers 2008-043, Federal Reserve Bank of St. Louis. [Downloadable!]
    10. 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!]
    11. George W. Evans & Seppo Honkapohja, 2008. "Learning and Macroeconomics," University of Oregon Economics Department Working Papers 2008-3, University of Oregon Economics Department. [Downloadable!]
    12. Carceles-Poveda, Eva & Giannitsarou, Chryssi, 2006. "Adaptive Learning in Practice," CEPR Discussion Papers 5627, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
      Other versions:
    13. Pfajfar, D. & Zakelj, B., 2009. "Experimental Evidence on Inflation Expectation Formation," Discussion Paper 2009-07, Tilburg University, Center for Economic Research. [Downloadable!]

  6. Thomas Sargent & Noah Williams & Tao Zha, 2004. "Shocks and government beliefs: the rise and fall of American inflation," Working Paper 2004-22, Federal Reserve Bank of Atlanta. [Downloadable!]
    Other versions:
    Published as:

    Cited by:

    1. S. Boragan Aruoba & Frank Schorfheide, 2009. "Sticky prices versus monetary frictions: an estimation of policy trade-offs," Working Papers 09-8, Federal Reserve Bank of Philadelphia. [Downloadable!]
      Other versions:
    2. Kim , Insu, 2009. "Dual Wage Rigidities: Theory and Some Evidence," MPRA Paper 18345, University Library of Munich, Germany. [Downloadable!]
    3. Timothy Cogley & Argia M. Sbordone, 2006. "Trend inflation and inflation persistence in the New Keynesian Phillips Curve," Staff Reports 270, Federal Reserve Bank of New York. [Downloadable!]
    4. Sharon Kozicki & P.A. Tinsley, 2007. "Perhaps the FOMC Did What It Said It Did: An Alternative Interpretation of the Great Inflation," Working Papers 07-19, Bank of Canada. [Downloadable!]
      Other versions:
    5. 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:
    6. Kevin X.D. Huang & Zheng Liu & Tao Zha, 2008. "Learning, adaptive expectations, and technology shocks," Working Paper 2008-20, Federal Reserve Bank of Atlanta. [Downloadable!]
      Other versions:
    7. David Kiefer, 2008. "New Keynesian Endogenous Stabilization in a Panel of Countries," Working Paper Series, Department of Economics, University of Utah 2008_19, University of Utah, Department of Economics. [Downloadable!]
    8. Carboni, Giacomo & Ellison, Martin, 2007. "Learning and the Great Inflation," CEPR Discussion Papers 6250, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    9. Jeffrey M. Lacker & John A. Weinberg, 2007. "Inflation and unemployment: a layperson's guide to the Phillips curve," Economic Quarterly, Federal Reserve Bank of Richmond, issue Sum, pages 201-227. [Downloadable!]
    10. Robert J. Tetlow & Brian Ironside, 2006. "Real-time model uncertainty in the United States: the Fed from 1996-2003," Finance and Economics Discussion Series 2006-08, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
      Other versions:
    11. David Kiefer, 2008. "Inflation Targeting, the Natural Rate and Expectations," Working Paper Series, Department of Economics, University of Utah 2008_03, University of Utah, Department of Economics. [Downloadable!]
    12. Timothy Cogley & Thomas J. Sargent, 2005. "The conquest of US inflation: Learning and robustness to model uncertainty," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 8(2), pages 528-563, April. [Downloadable!] (restricted)
      Other versions:
    13. William A. Brock & Steven N. Durlauf & Giacomo Rondina, 2008. "Design Limits and Dynamic Policy Analysis," NBER Working Papers 14357, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    14. Paolo E Giordani & Michele Ruta, 2008. "Prejudice and Immigration," Levine's Bibliography 122247000000002276, UCLA Department of Economics. [Downloadable!]
    15. Juan Francisco Rubio-Ramírez & Daniel Waggoner & Tao Zha, 2005. "Markov-switching structural vector autoregressions: theory and application," Working Paper 2005-27, Federal Reserve Bank of Atlanta. [Downloadable!]
      Other versions:
    16. Maarten Dossche, 2009. "Understanding inflation dynamics : Where do we stand ?," Research series 200906-11, National Bank of Belgium. [Downloadable!]
    17. Fabio Milani, 2005. "Expectations, Learning and Macroeconomic Persistence," Working Papers 050608, University of California-Irvine, Department of Economics. [Downloadable!]
      Other versions:
    18. James M. Nason & Gregor W. Smith, 2007. "Great Moderation(s) and U.S. Interest Rates: Unconditional Evidence," Working Papers 1140, Queen's University, Department of Economics. [Downloadable!]
      Other versions:
    19. Timothy Cogley & Giorgio E. Primiceri & Thomas J. Sargent, 2008. "Inflation-Gap Persistence in the U.S," NBER Working Papers 13749, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    20. Christopher A. Sims & Tao Zha, 2006. "Were There Regime Switches in U.S. Monetary Policy?," American Economic Review, American Economic Association, vol. 96(1), pages 54-81, March. [Downloadable!]
      Other versions:
    21. Carl Walsh, 2007. "Inflation Targeting and the Role of Real Objectives," Research and Policy Notes 2007/02, Czech National Bank, Research Department. [Downloadable!]
    22. Roland Straub & Florin Bilbiie, 2006. "Asset Market Participation, Monetary Policy Rules, and the Great Inflation," IMF Working Papers 06/200, International Monetary Fund. [Downloadable!]
    23. Castelnuovo , Efrem & Greco , Luciano & Raggi, Davide, 2008. "Estimating regime-switching Taylor rules with trend inflation," Research Discussion Papers 20/2008, Bank of Finland. [Downloadable!]
    24. David Greenstreet, 2007. "Exploiting Sequential Learning to Estimate Establishment-Level Productivity Dynamics and Decision Rules," Economics Series Working Papers 345, University of Oxford, Department of Economics. [Downloadable!]
    25. Anatoliy Belaygorod & Michael J. Dueker, 2007. "The price puzzle and indeterminacy in an estimated DSGE model," Working Papers 2006-025, Federal Reserve Bank of St. Louis. [Downloadable!]
    26. George W. Evans & Seppo Honkapohja, 2008. "Learning and Macroeconomics," University of Oregon Economics Department Working Papers 2008-3, University of Oregon Economics Department. [Downloadable!]
    27. Marcus Hagedorn, 2007. "Nominal and Real Interest Rates during an Optimal Disinflation in New Keynesian Models," IEW - Working Papers iewwp352, Institute for Empirical Research in Economics - IEW. [Downloadable!]
    28. Gary Koop & Roberto Leon-Gonzalez & Rodney W. Strachan, 2008. "Dynamic probabilities of restrictions in state space models: An application to the Phillips curve," Working Paper Series 26-08, Rimini Centre for Economic Analysis, revised Jan 2008. [Downloadable!]
    29. Fabio Milani, 2005. "Learning, Monetary Policy Rules, and Macroeconomic Stability," Macroeconomics 0508019, EconWPA. [Downloadable!]
      Other versions:

  7. Noah Williams, 2004. "On Dynamic Principal-Agent Problems in Continuous Time," Levine's Bibliography 122247000000000426, UCLA Department of Economics. [Downloadable!]

    Cited by:

    1. Tobias Adrian & Mark M. Westerfield, 2008. "Disagreement and learning in a dynamic contracting model," Staff Reports 269, Federal Reserve Bank of New York. [Downloadable!]
      Other versions:
    2. Egil Matsen, 2005. "Portfolio choice when managers control returns," Working Paper 2005/15, Norges Bank. [Downloadable!]
      Other versions:
    3. Noah Williams, 2008. "Persistent Private Information," NBER Working Papers 13894, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    4. Narayana Kocherlakota, 2004. "Figuring out the Impact of Hidden Savings on Optimal Unemployment Insurance," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 7(3), pages 541-554, July. [Downloadable!] (restricted)
    5. Hisashi Nakamura, 2007. "Strategic Default Jump as Impulse Control in Continuous Time," CIRJE F-Series CIRJE-F-532, CIRJE, Faculty of Economics, University of Tokyo. [Downloadable!]

  8. Alexei Onatski & Noah Williams, 2003. "Modeling Model Uncertainty," NBER Working Papers 9566, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
    Published as:

    Cited by:

    1. Giannis Vardas & Anastasios Xepapadeas, 2004. "Uncertainty Aversion, Robust Control and Asset Holdings," Working Papers 0402, University of Crete, Department of Economics. [Downloadable!]
      Other versions:
    2. Philippe Bacchetta & Eric van Wincoop, 2009. "On the Unstable Relationship between Exchange Rates and Macroeconomic Fundamentals," Working Papers 272009, Hong Kong Institute for Monetary Research. [Downloadable!]
      Other versions:
    3. Svensson, Lars E.O. & Williams, Noah, 2005. "Monetary policy with model uncertainty: distribution forecast targeting," Discussion Paper Series 1: Economic Studies 2005,35, Deutsche Bundesbank, Research Centre. [Downloadable!]
      Other versions:
    4. Jean-Guillaume Sahuc, 2003. "Robust European monetary policy rules," Applied Economics Letters, Taylor and Francis Journals, vol. 10(14), pages 889-894, November. [Downloadable!] (restricted)
    5. Andrew T. Levin & Alexei Onatski & John C. Williams & Noah Williams, 2005. "Monetary Policy Under Uncertainty in Micro-Founded Macroeconometric Models," NBER Working Papers 11523, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    6. Richhild Moessner, . "Optimal discretionary policy in rational expectations models with regime switching," Bank of England working papers 299, Bank of England. [Downloadable!]
    7. Marc P. Giannoni, 2007. "Robust optimal monetary policy in a forward-looking model with parameter and shock uncertainty," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 22(1), pages 179-213. [Downloadable!]
    8. Küster, Keith & Wieland, Volker, 2005. "Insurance Policies for Monetary Policy in the Euro Area," CEPR Discussion Papers 4956, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
      Other versions:
    9. John C. Williams, 2006. "Robust estimation and monetary policy with unobserved structural change," Economic Review, Federal Reserve Bank of San Francisco, pages 1-16. [Downloadable!]
      Other versions:
    10. Li Qin & Elefterios Spyromitros & Moïse Sidiropoulos, 2006. "Does Model Uncertainty Lead to Less Central Bank Transparency?," Working Papers of BETA 2006-22, Bureau d'Economie Théorique et Appliquée, ULP, Strasbourg. [Downloadable!]
    11. Richard Dennis, 2007. "Model uncertainty and monetary policy," Working Paper Series 2007-09, Federal Reserve Bank of San Francisco. [Downloadable!]
      Other versions:
    12. William Brock & Steven Durlauf & Kenneth West, 2005. "Model uncertainty and policy evaluation: some theory and empirics," Proceedings, Federal Reserve Bank of San Francisco. [Downloadable!]
      Other versions:
    13. Lutz Kilian & Atsushi Inoue, 2003. "On the selection of forecasting models," Working Paper Series 214, European Central Bank. [Downloadable!]
      Other versions:
    14. Alexei Onatski & Noah Williams, 2004. "Empirical and policy performance of a forward-looking monetary model," Proceedings, Federal Reserve Bank of San Francisco, issue Mar. [Downloadable!]
    15. Carl Walsh, 2004. "Implications of a Changing Economic Structure for the Strategy of Monetary Policy," Santa Cruz Center for International Economics, Working Paper Series 1023, Center for International Economics, UC Santa Cruz. [Downloadable!]
      Other versions:
    16. Adolfson, Malin & Laséen, Stefan & Lindé, Jesper & Svensson, Lars E O, 2008. "Optimal Monetary Policy in an Operational Medium-Sized DSGE Model," CEPR Discussion Papers 6907, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
      Other versions:
    17. Juha Kilponen, 2004. "A positive theory of monetary policy and robust control," Macroeconomics 0404014, EconWPA. [Downloadable!]
      Other versions:
    18. Ramón Adalid & Günter Coenen & Peter McAdam & Stefano Siviero, 2005. "The Performance and Robustness of Interest-Rate Rules in Models of the Euro Area," International Journal of Central Banking, International Journal of Central Banking, vol. 1(1), May. [Downloadable!]
      Other versions:
    19. William A. Brock & Steven N. Durlauf & James M. Nason & Giacomo Rondina, 2007. "Simple versus optimal rules as guides to policy," Working Paper 2007-07, Federal Reserve Bank of Atlanta. [Downloadable!]
      Other versions:
    20. Leitemo , Kai & Söderström , Ulf, 2005. "Robust monetary policy in a small open economy," Research Discussion Papers 20/2005, Bank of Finland. [Downloadable!]
      Other versions:
    21. Frederick van der Ploeg, 2007. "Prudent Monetary Policy and Cautious Prediction of the Output Gap," Economics Working Papers ECO2007/40, European University Institute. [Downloadable!]
    22. Kai Leitemo & Ulf Soderstrom, 2004. "Robust Monetary Policy in the New-Keynesian Framework," Working Papers 273, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University. [Downloadable!]
      Other versions:
    23. Debby Lanser & Henk Kranendonk, 2008. "Investigating uncertainty in macroeconomic forecasts by stochastic simulation," CPB Discussion Papers 112, CPB Netherlands Bureau for Economic Policy Analysis. [Downloadable!]
    24. William A. Brock & Steven N. Durlauf & Kenneth D. West, 2003. "Policy Evaluation in Uncertain Economic Environments," NBER Working Papers 10025, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    25. Robert J. Tetlow & Brian Ironside, 2006. "Real-time model uncertainty in the United States: the Fed from 1996-2003," Finance and Economics Discussion Series 2006-08, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
      Other versions:
    26. Beatrice Pataracchia, 2008. "The Spectral Representation of Markov-Switching Arma Models," Department of Economics University of Siena 528, Department of Economics, University of Siena. [Downloadable!]
    27. Fabio Milani, 2004. "Monetary Policy with a Wider Information Set: a Bayesian Model Averaging Approach," Macroeconomics 0401004, EconWPA. [Downloadable!]
      Other versions:
    28. William A. Brock & Steven N. Durlauf & Giacomo Rondina, 2008. "Design Limits and Dynamic Policy Analysis," NBER Working Papers 14357, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    29. Robert Tetlow & Peter von zur Muehlen, 2004. "Avoiding Nash Inflation: Bayesian and Robus Responses to Model Uncertainty," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 7(4), pages 869-899, October. [Downloadable!] (restricted)
      Other versions:
    30. Carl E.Walsh, 2005. "Parameter misspecification and robust monetary policy rules," Working Paper Series 477, European Central Bank. [Downloadable!]
    31. Marco Del Negro & Frank Schorfheide, 2007. "Monetary Policy Analysis with Potentially Misspecified Models," NBER Working Papers 13099, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    32. Alan S. Blinder & Ricardo Reis, 2005. "Understanding the Greenspan standard," Proceedings, Federal Reserve Bank of Kansas City, issue Aug, pages 11-96. [Downloadable!]
      Other versions:
    33. Cornelia Holthausen & Jean-Charles Rochet, 2002. "Efficient pricing of large value interbank payment systems," Working Paper Series 184, European Central Bank. [Downloadable!]
      Other versions:
    34. Robert J. Tetlow & Peter von zur Muehlen, 2005. "Robustifying learnability," Finance and Economics Discussion Series 2005-58, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
      Other versions:
    35. Carlo Altavilla & Matteo Ciccarelli, 2008. "Inflation models, optimal monetary policy and uncertain unemployment dynamics: Evidence from the US and the euro area," Discussion Papers 8_2008, D.E.S. (Department of Economic Studies), University of Naples "Parthenope", Italy. [Downloadable!]
    36. Q. Farooq Akram & Yakov Ben-Haim & Øyvind Eitrheim, 2006. "Managing uncertainty through robust-satisficing monetary policy," Working Paper 2006/10, Norges Bank. [Downloadable!]
    37. van der Ploeg, Frederick, 2004. "Prudent Monetary Policy: Applications of Cautious LQG Control and Prediction," CEPR Discussion Papers 4222, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    38. David Backus & Bryan Routledge & Stanley Zin, 2004. "Exotic Preferences for Macroeconomists," NBER Working Papers 10597, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    39. Nicole Jonker, 2002. "Constructing quality-adjusted price indices: a comparison of hedonic and discrete choice models," Working Paper Series 172, European Central Bank. [Downloadable!]
      Other versions:
    40. Moons C. & Garretsen H. & Van Aarle B. & Fornero J., 2007. "Monetary policy in the New-Keynesian model: An application to the Euro-Area," Working Papers 2007014, University of Antwerp, Faculty of Applied Economics. [Downloadable!]
      Other versions:
    41. Eleftherios SPYROMITROS & Li QIN, 2006. "Central bank transparency about model uncertainty and wage setters," Economics Bulletin, Economics Bulletin, vol. 5(18), pages 1-5. [Downloadable!]
    42. Gino Cateau, 2006. "Guarding Against Large Policy Errors under Model Uncertainty," Working Papers 06-13, Bank of Canada. [Downloadable!]
    43. Loisel, O., 2006. "Bubble-free interest-rate rules," Documents de Travail 161, Banque de France. [Downloadable!]
    44. Giannis Vardas & Anastasios Xepapadeas, 2004. "Uncertainty Aversion and Robust Portfolio Choices," Working Papers 0408, University of Crete, Department of Economics. [Downloadable!]
    45. William A. Brock & Steven N. Durlauf, 2004. "Elements of a Theory of Design Limits to Optimal Policy," NBER Working Papers 10495, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    46. Giuseppe Diana & Moise Sidiropoulos, 2006. "Robust Control and Monetary Policy Delegation," Working Papers of BETA 2006-26, Bureau d'Economie Théorique et Appliquée, ULP, Strasbourg. [Downloadable!]
    47. Giancarlo Corsetti & Luca Dedola, 2002. "From the ERM to the Euro: new evidence on economic and policy convergence among EU countries," Working Paper Series 176, European Central Bank. [Downloadable!]
      Other versions:
    48. Richhild Moessner, 2005. "Optimal discretionary policy and uncertainty about inflation persistence," Working Paper Series 540, European Central Bank. [Downloadable!]
    49. Michel Juillard & Florian Pelgrin, 2007. "Computing Optimal Policy in a Timeless-Perspective: An Application to a Small-Open Economy," Working Papers 07-32, Bank of Canada. [Downloadable!]
    50. Vardas, Giannis & XEPAPADEAS, Anastasios, 2008. "Model Uncertainty, Ambiguity and the Precautionary Principle: Implications for Biodiversity Management," MPRA Paper 10236, University Library of Munich, Germany. [Downloadable!]
    51. Marc Giannoni, 2006. "Robust Optimal Policy in a Forward-Looking Model with Parameter and Shock Uncertainty," NBER Working Papers 11942, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  9. Noah Williams, 2003. "Small Noise Asymptotics for a Stochastic Growth Model," NBER Working Papers 10194, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
    Published as:

    Cited by:

    1. Dmitri Kolyuzhnov & Anna Bogomolova, 2004. "Escape Dynamics: A Continuous Time Approximation," Econometric Society 2004 Latin American Meetings 27, Econometric Society. [Downloadable!]
    2. S. Boragan Aruoba & Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez, 2003. "Comparing Solution Methods for Dynamic Equilibrium Economies," PIER Working Paper Archive 04-003, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania. [Downloadable!]
      Other versions:
    3. Dmitri Kolyuzhnov & Anna Bogomolova, 2004. "Escape Dynamics: A Continuous Time Approximation," Econometric Society 2004 Far Eastern Meetings 557, Econometric Society. [Downloadable!]
    4. Huyen Pham, 2007. "Some applications and methods of large deviations in finance and insurance," Quantitative Finance Papers math/0702473, arXiv.org, revised Feb 2007. [Downloadable!]
    5. Bruce McGough, 2003. "Shocking Escapes," Computing in Economics and Finance 2003 294, Society for Computational Economics. [Downloadable!]
      Other versions:
    6. Olson, Lars & Roy, Santanu, 2005. "Theory of Stochastic Optimal Economic Growth," Working Papers 28601, University of Maryland, Department of Agricultural and Resource Economics. [Downloadable!]
    7. Martin Ellison & Liam Graham & Jouka Vilmunen, 2005. "Strong Contagion with Weak Spillovers," Money Macro and Finance (MMF) Research Group Conference 2005 91, Money Macro and Finance Research Group. [Downloadable!]
      Other versions:
    8. Dmitri Kolyuzhnov & Anna Bogomolova, 2004. "Escape Dynamics: A Continuous Time Approximation," Computing in Economics and Finance 2004 190, Society for Computational Economics. [Downloadable!]
    9. Laura Veldkamp, 2003. "Learning Asymmetries in Real Business Cycles," Working Papers 03-21, New York University, Leonard N. Stern School of Business, Department of Economics. [Downloadable!]
      Other versions:

  10. Thomas J. Sargent & Noah Williams, 2003. "Impacts of priors on convergence and escapes from Nash inflation," Working Paper 2003-14, Federal Reserve Bank of Atlanta.
    Published as:

    Cited by:

    1. Thomas Sargent & Noah Williams & Tao Zha, 2006. "The conquest of South American inflation," Working Paper 2006-20, Federal Reserve Bank of Atlanta. [Downloadable!]
      Other versions:
    2. J. Huston McCulloch, 2005. "The Kalman Foundations of Adaptive Least Squares: Applications to Unemployment and Inflation," Computing in Economics and Finance 2005 239, Society for Computational Economics. [Downloadable!]
    3. Kevin X.D. Huang & Zheng Liu & Tao Zha, 2008. "Learning, adaptive expectations, and technology shocks," Working Paper 2008-20, Federal Reserve Bank of Atlanta. [Downloadable!]
      Other versions:
    4. Thomas Sargent & Noah Williams & Tao Zha, 2004. "Shocks and government beliefs: the rise and fall of American inflation," Working Paper 2004-22, Federal Reserve Bank of Atlanta. [Downloadable!]
      Other versions:
    5. Carboni, Giacomo & Ellison, Martin, 2007. "Learning and the Great Inflation," CEPR Discussion Papers 6250, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    6. Ellis W. Tallman, 2003. "Monetary policy and learning: Some implications for policy and research," Economic Review, Federal Reserve Bank of Atlanta, issue Q3, pages 1-9. [Downloadable!]
    7. Luca Benati, . "UK monetary regimes and macroeconomic stylised facts," Bank of England working papers 290, Bank of England. [Downloadable!]
      Other versions:
    8. Timothy Cogley & Thomas J. Sargent, 2005. "The conquest of US inflation: Learning and robustness to model uncertainty," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 8(2), pages 528-563, April. [Downloadable!] (restricted)
      Other versions:
    9. Robert Tetlow & Peter von zur Muehlen, 2004. "Avoiding Nash Inflation: Bayesian and Robus Responses to Model Uncertainty," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 7(4), pages 869-899, October. [Downloadable!] (restricted)
      Other versions:
    10. Stefano Eusepi, 2004. "Does Central Bank Transparency Matter for Economic Stability," Computing in Economics and Finance 2004 176, Society for Computational Economics. [Downloadable!]
    11. Lars E.O. Svensson, 2003. "Monetary policy and learning," Economic Review, Federal Reserve Bank of Atlanta, issue Q3, pages 11-16. [Downloadable!]
    12. Seppo Honkapohja & Kaushik Mitra, 2006. "Learning Stability in Economies with Heterogeneous Agents," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 9(2), pages 284-309, April. [Downloadable!] (restricted)
      Other versions:

  11. N. Williams, 2002. "Stability and Long Run Equilibrium in Stochastic Fictitious Play," Princeton Economic Theory Working Papers cbeeeb49cc8afc83f125df5a8, David K. Levine. [Downloadable!]

    Cited by:

    1. George W. Evans & Seppo Honkapohja, 2005. "Policy Interaction, Expectations and the Liquidity Trap," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 8(2), pages 303-323, April. [Downloadable!] (restricted)
      Other versions:
    2. Dmitri Kolyuzhnov & Anna Bogomolova, 2004. "Escape Dynamics: A Continuous Time Approximation," Econometric Society 2004 Latin American Meetings 27, Econometric Society. [Downloadable!]
    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. Dmitri Kolyuzhnov & Anna Bogomolova, 2004. "Escape Dynamics: A Continuous Time Approximation," Econometric Society 2004 Far Eastern Meetings 557, Econometric Society. [Downloadable!]
    5. Dmitri Kolyuzhnov & Anna Bogomolova, 2004. "Escape Dynamics: A Continuous Time Approximation," Computing in Economics and Finance 2004 190, Society for Computational Economics. [Downloadable!]

Articles

  1. Thomas Sargent & Noah Williams & Tao Zha, 2009. "The Conquest of South American Inflation," Journal of Political Economy, University of Chicago Press, vol. 117(2), pages 211-256, 04. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  2. Thomas Sargent & Noah Williams & Tao Zha, 2006. "Shocks and Government Beliefs: The Rise and Fall of American Inflation," American Economic Review, American Economic Association, vol. 96(4), pages 1193-1224, September. [Downloadable!]
    Other versions:

    See citations under working paper version above.

  3. Hansen, Lars Peter & Sargent, Thomas J. & Turmuhambetova, Gauhar & Williams, Noah, 2006. "Robust control and model misspecification," Journal of Economic Theory, Elsevier, vol. 128(1), pages 45-90, May. [Downloadable!] (restricted)

    Cited by:

    1. Ricardo J. Caballero & Arvind Krishnamurthy, 2007. "Collective Risk Management in a Flight to Quality Episode," NBER Working Papers 12896, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    2. Ricardo Caballero & Arvind Krishnamurthy, 2005. "Financial System Risk and Flight to Quality," NBER Working Papers 11834, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    3. Ricardo J. Caballero & Arvind Krishnamurthy, 2006. "Flight to Quality and Collective Risk Management," NBER Working Papers 12136, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    4. Richard Dennis, 2007. "Model uncertainty and monetary policy," Working Paper Series 2007-09, Federal Reserve Bank of San Francisco. [Downloadable!]
      Other versions:
    5. Fabio Maccheroni & Massimo Marinacci & Aldo Rustichini, 2006. "Dynamic Variational Preferences," Carlo Alberto Notebooks 1, Collegio Carlo Alberto. [Downloadable!]
      Other versions:
    6. Kenneth Kasa, 2006. "Robustness and Information Processing," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 9(1), pages 1-33, January. [Downloadable!] (restricted)
    7. Jacek Krawczyk & Rishab Sethi, 2007. "Satisficing Solutions for New Zealand Monetary Policy," Reserve Bank of New Zealand Discussion Paper Series DP2007/03, Reserve Bank of New Zealand. [Downloadable!]
    8. Lars Peter Hansen, 2008. "Modeling the Long Run: Valuation in Dynamic Stochastic Economies," NBER Working Papers 14243, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  4. Alexei Onatski & Noah Williams, 2004. "Empirical and policy performance of a forward-looking monetary model," Proceedings, Federal Reserve Bank of San Francisco, issue Mar. [Downloadable!]

    Cited by:

    1. Andrew T. Levin & Alexei Onatski & John C. Williams & Noah Williams, 2005. "Monetary Policy Under Uncertainty in Micro-Founded Macroeconometric Models," NBER Working Papers 11523, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    2. Adolfson, Malin & Laséen, Stefan & Lindé, Jesper & Villani, Mattias, 2005. "Bayesian Estimation of an Open Economy DSGE Model with Incomplete Pass-Through," Working Paper Series 179, Sveriges Riksbank (Central Bank of Sweden). [Downloadable!]
      Other versions:
    3. Del Negro, Marco & Schorfheide, Frank & Smets, Frank & Wouters, Rafael, 2005. "On the Fit and Forecasting Performance of New Keynesian Models," CEPR Discussion Papers 4848, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
      Other versions:
    4. Paul Levine & Peter McAdam & Joseph Pearlman, 2007. "Quantifying and sustaining welfare gains from monetary commitment," Working Paper Series 709, European Central Bank. [Downloadable!]
      Other versions:
    5. Roland Straub & Günter Coenen, 2005. "Non-Ricardian Households and Fiscal Policy in an Estimated DSGE Model of the Euro Area," Computing in Economics and Finance 2005 102, Society for Computational Economics. [Downloadable!]
    6. Sungbae An & Frank Schorfheide, 2006. "Bayesian analysis of DSGE models," Working Papers 06-5, Federal Reserve Bank of Philadelphia. [Downloadable!]
      Other versions:
    7. Marco Del Negro & Frank Schorfheide, 2004. "Policy predictions if the model doesn’t fit," Working Paper 2004-38, Federal Reserve Bank of Atlanta. [Downloadable!]
      Other versions:
    8. Andrew T. Levin & Richhild Moessner, 2005. "Inflation persistence and monetary policy design - an overview," Working Paper Series 539, European Central Bank. [Downloadable!]
    9. Pelin Ilbas, 2007. "Optimal Monetary Policy Rules for the Euro Area in a DSGE Framework," Money Macro and Finance (MMF) Research Group Conference 2006 59, Money Macro and Finance Research Group. [Downloadable!]
    10. Eric Jondeau & Jean-Guillaume Sahuc, 2008. "Optimal Monetary Policy in an Estimated DSGE Model of the Euro Area with Cross-Country Heterogeneity," International Journal of Central Banking, International Journal of Central Banking, vol. 4(2), pages 23-72, June. [Downloadable!]
      Other versions:
    11. Pytlarczyk, Ernest, 2005. "An estimated DSGE model for the German economy within the euro area," Discussion Paper Series 1: Economic Studies 2005,33, Deutsche Bundesbank, Research Centre. [Downloadable!]
    12. Fabio Milani, 2005. "Expectations, Learning and Macroeconomic Persistence," Working Papers 050608, University of California-Irvine, Department of Economics. [Downloadable!]
      Other versions:
    13. Carl E.Walsh, 2005. "Parameter misspecification and robust monetary policy rules," Working Paper Series 477, European Central Bank. [Downloadable!]
    14. Martin Melecky & Diego Rodríguez Palenzuela & Ulf Söderström, 2008. "Inflation Target Transparency and the Macroeconomy," Working Papers Central Bank of Chile 490, Central Bank of Chile. [Downloadable!]
      Other versions:
    15. John H. Cochrane, 2007. "Identification with Taylor Rules: A Critical Review," NBER Working Papers 13410, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    16. Marco Del Negro & Frank Schorfheide, 2005. "Monetary policy analysis with potentially misspecified models," Working Papers 06-4, Federal Reserve Bank of Philadelphia. [Downloadable!]
      Other versions:
    17. John C. Williams, 2005. "Robust estimation and monetary policy with unobserved structural change," Proceedings, Board of Governors of the Federal Reserve System (U.S.), pages 53-81. [Downloadable!]
      Other versions:
    18. F. Owen Irvine & Scott Schuh, 2005. "The roles of comovement and inventory investment in the reduction of output volatility," Working Papers 05-9, Federal Reserve Bank of Boston. [Downloadable!]
    19. Pelin Ilbas, 2008. "Estimation of monetary policy preferences in a forward-looking model : a Bayesian approach," Research series 200803-12, National Bank of Belgium. [Downloadable!]
    20. Tillmann, Peter, 2005. "The New Keynesian Phillips Curve in Europe : does it fit or does it fail?," Discussion Paper Series 1: Economic Studies 2005,04, Deutsche Bundesbank, Research Centre. [Downloadable!]
    21. Lars E.O. Svensson, 2005. "Targeting versus instrument rules for monetary policy: what is wrong with McCallum and Nelson?," Review, Federal Reserve Bank of St. Louis, issue Sep, pages 613-626. [Downloadable!]
    22. Kolasa, Marcin, 2008. "Structural heterogeneity or asymmetric shocks? Poland and the euro area through the lens of a two-country DSGE model," MPRA Paper 8750, University Library of Munich, Germany, revised Nov 2008. [Downloadable!]
      Other versions:
    23. Owen Irvine & Scott Schuh, 2007. "The roles of comovement and inventory investment in the reduction of output volatility," Proceedings, Federal Reserve Bank of San Francisco, issue Nov. [Downloadable!]
    24. Marc P. Giannoni & Jean Boivin, 2005. "DSGE Models in a Data-Rich Environment," Computing in Economics and Finance 2005 431, Society for Computational Economics. [Downloadable!]
      Other versions:
    25. Lars E.O. Svensson, 2004. "Targeting Rules vs. Instrument Rules for Monetary Policy: What is Wrong with McCallum and Nelson?," NBER Working Papers 10747, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    26. Eilev S. Jansen, 2004. "Modelling inflation in the euro area," Working Paper Series 322, European Central Bank. [Downloadable!]
      Other versions:
    27. G. Peersman & R. Straub, 2006. "Putting the New Keynesian Model to a Test," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 06/375, Ghent University, Faculty of Economics and Business Administration. [Downloadable!]
    28. Roland Straub & Gert Peersman, 2006. "Putting the New Keynesian Model to a Test," IMF Working Papers 06/135, International Monetary Fund. [Downloadable!]

  5. Williams, Noah, 2004. "Small noise asymptotics for a stochastic growth model," Journal of Economic Theory, Elsevier, vol. 119(2), pages 271-298, December. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  6. Alexei Onatski & Noah Williams, 2003. "Modeling Model Uncertainty," Journal of the European Economic Association, MIT Press, vol. 1(5), pages 1087-1122, 09. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  7. Cho, In-Koo & Williams, Noah & Sargent, Thomas J, 2002. "Escaping Nash Inflation," Review of Economic Studies, Blackwell Publishing, vol. 69(1), pages 1-40, January.
    Other versions:
    Also available as:

    Cited by:

    1. Eran Guse, 2004. "Expectational Business Cycles," Money Macro and Finance (MMF) Research Group Conference 2004 97, Money Macro and Finance Research Group. [Downloadable!]
      Other versions:
    2. 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:
    3. James B. Bullard & Stefano Eusepi, 2004. "Did the Great Inflation occur despite policymaker commitment to a Taylor rule?," Working Papers 2003-013, Federal Reserve Bank of St. Louis. [Downloadable!]
      Other versions:
    4. George W. Evans & Seppo Honkapohja, 2005. "Policy Interaction, Expectations and the Liquidity Trap," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 8(2), pages 303-323, April. [Downloadable!] (restricted)
      Other versions:
    5. Thomas Sargent & Noah Williams & Tao Zha, 2006. "The conquest of South American inflation," Working Paper 2006-20, Federal Reserve Bank of Atlanta. [Downloadable!]
      Other versions:
    6. Kevin X.D. Huang & Zheng Liu & Tao Zha, 2008. "Learning, adaptive expectations, and technology shocks," Working Paper 2008-20, Federal Reserve Bank of Atlanta. [Downloadable!]
      Other versions:
    7. Thomas Sargent & Noah Williams & Tao Zha, 2004. "Shocks and government beliefs: the rise and fall of American inflation," Working Paper 2004-22, Federal Reserve Bank of Atlanta. [Downloadable!]
      Other versions:
    8. Dmitri Kolyuzhnov & Anna Bogomolova, 2004. "Escape Dynamics: A Continuous Time Approximation," Econometric Society 2004 Latin American Meetings 27, Econometric Society. [Downloadable!]
    9. Sergey Slobodyan & Anna Bogomolova & Dmitri Kolyuzhnov, 2006. "Stochastic Gradient versus Recursive Least Squares Learning," Computing in Economics and Finance 2006 446, Society for Computational Economics. [Downloadable!]
      Other versions:
    10. Philip R. Lane, 2002. "Monetary-Fiscal Interactions in an Uncertain World: Lessons for European Policymakers," Trinity Economics Papers 200213, Trinity College Dublin, Department of Economics. [Downloadable!]
      Other versions:
    11. Anssi Rantala, 2004. "Adaptive learning and multiple equilibria in a natural rate monetary model with unemployment persistence," GE, Growth, Math methods 0404005, EconWPA. [Downloadable!]
    12. Kosuke Aoki & Kalin Nikolov, . "Rule-based monetary policy under central bank learning," Bank of England working papers 235, Bank of England. [Downloadable!]
      Other versions:
    13. Carboni, Giacomo & Ellison, Martin, 2007. "Learning and the Great Inflation," CEPR Discussion Papers 6250, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    14. 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:
    15. Kaushik Mitra & Seppo Honkapohja, 2004. "Monetary Policy with Internal Central Bank Forecasting: A Case of Heterogenous Information," Royal Holloway, University of London: Discussion Papers in Economics 04/16, Department of Economics, Royal Holloway University of London, revised Jul 2004. [Downloadable!]
    16. Dmitri Kolyuzhnov & Anna Bogomolova, 2004. "Escape Dynamics: A Continuous Time Approximation," Econometric Society 2004 Far Eastern Meetings 557, Econometric Society. [Downloadable!]
    17. Luca Benati, . "UK monetary regimes and macroeconomic stylised facts," Bank of England working papers 290, Bank of England. [Downloadable!]
      Other versions:
    18. Timothy Cogley & Thomas J. Sargent, 2005. "The conquest of US inflation: Learning and robustness to model uncertainty," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 8(2), pages 528-563, April. [Downloadable!] (restricted)
      Other versions:
    19. Robert Tetlow & Peter von zur Muehlen, 2004. "Avoiding Nash Inflation: Bayesian and Robus Responses to Model Uncertainty," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 7(4), pages 869-899, October. [Downloadable!] (restricted)
      Other versions:
    20. Martin Ellison & Liam Graham & Jouko Vilmunen, 2006. "Strong Contagion with Weak Spillovers," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 9(2), pages 263-283, April. [Downloadable!] (restricted)
      Other versions:
    21. Aoki, Kosuke & Nikolov, Kalin, 2005. "Rule-Based Monetary Policy Under Central Banking Learning," CEPR Discussion Papers 5056, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    22. Todd E. Clark & Michael W. McCracken, 2004. "Improving forecast accuracy by combining recursive and rolling forecasts," Research Working Paper RWP 04-10, Federal Reserve Bank of Kansas City. [Downloadable!]
      Other versions:
    23. Honkapohja, Seppo & Mitra, Kaushik, 2002. "Learning Stability in Economies with Heterogenous Agents," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
      Other versions:
    24. Michele Berardi, 2009. "Escape Dynamics and Policy Specification," Centre for Growth and Business Cycle Research Discussion Paper Series 117, Economics, The Univeristy of Manchester. [Downloadable!]
    25. Bruce McGough, 2003. "Shocking Escapes," Computing in Economics and Finance 2003 294, Society for Computational Economics. [Downloadable!]
      Other versions:
    26. Bask, Mikael & Selander, Carina, 2007. "Robust Taylor rules in an open economy with heterogeneous expectations and least squares learning," Research Discussion Papers 6/2007, Bank of Finland. [Downloadable!]
    27. Dave, Chetan & Feigenbaum, James, 2007. "Precautionary Learning and Inflationary Biases," MPRA Paper 14876, University Library of Munich, Germany. [Downloadable!]
    28. Thomas J. Sargent & Noah William, 2005. "Impacts of Priors on Convergence and Escapes from Nash Inflation," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 8(2), pages 360-391, April. [Downloadable!] (restricted)
      Other versions:
    29. Martin Ellison & Tony Yates, . "Escaping Nash and volatile inflation," Bank of England working papers 330, Bank of England. [Downloadable!]
      Other versions:
    30. George W. Evans, 2003. "Comment on "Imperfect Knowledge, Inflation Expectations and Monetary Policy" by Athanasios Orphanides and John C. Williams," University of Oregon Economics Department Working Papers 2003-29, University of Oregon Economics Department, revised 31 Mar 2003. [Downloadable!]
    31. Seppo Honkapohja & Kaushik Mitra, 2002. "Performance of monetary policy with nternal Central Bank forecasting," Working Paper Series 127, European Central Bank. [Downloadable!]
      Other versions:
    32. Drew Fudenberg & David K Levine, 2007. "Self Confirming Equilibrium and the Lucas Critique," Levine's Working Paper Archive 843644000000000022, David K. Levine. [Downloadable!]
    33. Andrea Gerali & Francesco Lippi, 2002. "On the 'conquest' of inflation," Temi di discussione (Economic working papers) 444, Bank of Italy, Economic Research Department. [Downloadable!]
      Other versions:
    34. Selander, Carina, 2006. "Chartist Trading in Exchange Rate Theory," UmeÃ¥ Economic Studies 698, Umeå University, Department of Economics. [Downloadable!]
    35. Dmitri Kolyuzhnov & Anna Bogomolova, 2004. "Escape Dynamics: A Continuous Time Approximation," Computing in Economics and Finance 2004 190, Society for Computational Economics. [Downloadable!]
    36. Rantala, Anssi, 2003. "Adaptive learning and multiple equilibria in a natural rate monetary model with unemployment persistence," Research Discussion Papers 30/2003, Bank of Finland. [Downloadable!]
    37. George W. Evans & Seppo Honkapohja, 2008. "Learning and Macroeconomics," University of Oregon Economics Department Working Papers 2008-3, University of Oregon Economics Department. [Downloadable!]
    38. Carceles-Poveda, Eva & Giannitsarou, Chryssi, 2006. "Adaptive Learning in Practice," CEPR Discussion Papers 5627, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
      Other versions:
    39. Timothy Cogley & Thomas J. Sargent, 2005. "Drift and Volatilities: Monetary Policies and Outcomes in the Post WWII U.S," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 8(2), pages 262-302, April. [Downloadable!] (restricted)
      Other versions:

  8. Marco Cagetti & Lars Peter Hansen & Thomas Sargent & Noah Williams, 2002. "Robustness and Pricing with Uncertain Growth," Review of Financial Studies, Oxford University Press for Society for Financial Studies, vol. 15(2), pages 363-404, March.

    Cited by:

    1. John Driffill & Martin Sola & Turalay Kenc, 2009. "Real Options with Priced Regime-Switching Risk," Department of Economics Working Papers 2009-09, Universidad Torcuato Di Tella. [Downloadable!]
    2. Larry Epstein & Martin Schneider, 2005. "Ambiguity, Information Quality and Asset Pricing," RCER Working Papers 519, University of Rochester - Center for Economic Research (RCER). [Downloadable!]
      Other versions:
    3. Isaac Kleshchelski & Nicolas Vincent, 2007. "Robust Equilibrium Yield Curves," Cahiers de recherche 08-02, HEC Montréal, Institut d'économie appliquée. [Downloadable!]
    4. Larry Epstein & Martin Schneider, 2002. "Learning Under Ambiguity," RCER Working Papers 497, University of Rochester - Center for Economic Research (RCER), revised Mar 2005. [Downloadable!]
      Other versions:
    5. Stijn Van Nieuwerburgh & Laura Veldkamp, 2008. "Information Acquisition and Under-Diversification," NBER Working Papers 13904, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    6. Casey B. Mulligan, 2004. "Robust Aggregate Implications of Stochastic Discount Factor Volatility," NBER Working Papers 10210, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    7. 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!]
    8. Lars Peter Hansen, 2007. "Beliefs, Doubts and Learning: Valuing Economic Risk," NBER Working Papers 12948, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    9. Claudio Campanale, . "Learning, Ambiguity and Life-Cycle Portfolio Allocation," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics. [Downloadable!] (restricted)
    10. James B. Bullard & Aarti Singh, 2009. "Learning and the Great Moderation," Working Papers 2007-027, Federal Reserve Bank of St. Louis. [Downloadable!]
      Other versions:
    11. Casey B. Mulligan, 2004. "What do Aggregate Consumption Euler Equations Say about the Capital Income Tax Burden?," NBER Working Papers 10262, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    12. Garlappi, Lorenzo & Uppal, Raman & Wang, Tan, 2005. "Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach," CEPR Discussion Papers 5148, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    13. Professor George M Constantinides, 2005. "Market Oganization and the prices of financial Assets," Money Macro and Finance (MMF) Research Group Conference 2005 49, Money Macro and Finance Research Group. [Downloadable!]
      Other versions:
    14. Garlappi, Lorenzo & Uppal, Raman & Wang, Tan, 2005. "Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach," CEPR Discussion Papers 5041, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    15. Pietro Veronesi, . "Belief-dependent Utilities, Aversion to State-Uncertainty and Asset Prices,”," CRSP working papers 529, Center for Research in Security Prices, Graduate School of Business, University of Chicago. [Downloadable!]
    16. Ju, Nengjiu & Miao, Jianjun, 2009. "Ambiguity, Learning, and Asset Returns," MPRA Paper 14737, University Library of Munich, Germany, revised Apr 2009. [Downloadable!]
    17. Peter Bossaerts & Paolo Ghirardato & Serena Guarnaschelli & William R. Zame, 2006. "Ambiguity in Asset Markets: Theory and Experiment," Carlo Alberto Notebooks 27, Collegio Carlo Alberto, revised 2009. [Downloadable!]

Chapters

  1. Andrew T. Levin & Alexei Onatski & John Williams & Noah M. Williams, 2006. "Monetary Policy Under Uncertainty in Micro-Founded Macroeconometric Models," NBER Chapters, in: NBER Macroeconomics Annual 2005, Volume 20, pages 229-312 National Bureau of Economic Research, Inc. [Downloadable!]
    Other versions:

    See citations under working paper version above.Sorry, no citations of chapters recorded.

Did you know? You can create your own reading lists on IDEAS.

This page was last updated on 2009-12-5.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.