Learning and Asymmetric Business Cycles

Citations

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.
2. Ryo Horii & Yoshiyasu Ono, 2022. "Financial crisis and slow recovery with Bayesian learning agents," International Journal of Economic Theory, The International Society for Economic Theory, vol. 18(4), pages 578-606, December.
   • Ryo Horii & Yoshiyasu Ono, 2020. "Financial Crisis and Slow Recovery with Bayesian Learning Agents," ISER Discussion Paper 1085, Institute of Social and Economic Research, Osaka University.
3. Li, Shuyun May & Dressler, Scott, 2011. "Business cycle asymmetry via occasionally binding international borrowing constraints," Journal of Macroeconomics, Elsevier, vol. 33(1), pages 33-41, March.
4. Kapil Gupta & Balwinder Singh, 2009. "Information Memory and Pricing Efficiency of Futures Contracts," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 8(2), pages 191-250, May.
5. Toshiya Ishikawa, 2004. "Technology Diffusion and Business Cycle Asymmetry," DEGIT Conference Papers c009_016, DEGIT, Dynamics, Economic Growth, and International Trade.
6. Nadav Ben Zeev, 2019. "Asymmetric Business Cycles In Emerging Market Economies," Working Papers 1909, Ben-Gurion University of the Negev, Department of Economics.
7. Mäkinen, Taneli & Ohl, Björn, 2015. "Information acquisition and learning from prices over the business cycle," Journal of Economic Theory, Elsevier, vol. 158(PB), pages 585-633.
   • Mäkinen, Taneli & Ohl, Björn, 2012. "Information Acquisition and Learning from Prices Over the Business Cycle," SSE/EFI Working Paper Series in Economics and Finance 740, Stockholm School of Economics, revised 19 Mar 2013.
   • BjÖrn Ohl & Taneli Mäkinen, 2014. "Information acquisition and learning from prices over the business cycle," NBP Working Papers 176, Narodowy Bank Polski.
   • Mäkinen, Taneli & Ohl, Björn, 2014. "Information acquisition and learning from prices over the business cycle," Bank of Finland Research Discussion Papers 7/2014, Bank of Finland.
   • Taneli M�kinen & Bj�rn Ohl, 2014. "Information acquisition and learning from prices over the business cycle," Temi di discussione (Economic working papers) 946, Bank of Italy, Economic Research and International Relations Area.
8. repec:zbw:bofrdp:2004_019 is not listed on IDEAS
9. Boyan Jovanovic, 2006. "Asymmetric Cycles," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 73(1), pages 145-162.
   • Boyan Jovanovic, 2004. "Asymmetric Cycles," NBER Working Papers 10573, National Bureau of Economic Research, Inc.
10. Almeida, Pedro Cameira de & Fuinhas, José Alberto & Marques, António Cardoso, 2011. "A assimetria dos ciclos económicos: Evidência internacional usando o teste triples [The asymmetry of business cycles: International evidence using triples test]," MPRA Paper 35208, University Library of Munich, Germany.
11. Potter Simon M., 2000. "A Nonlinear Model of the Business Cycle," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 4(2), pages 1-11, July.
    • Simon M. Potter & Edward E. Leamer, 2004. "A Nonlinear Model of the Business Cycle," Econometric Society 2004 North American Winter Meetings 490, Econometric Society.
12. de Oliveira Souza, Thiago, 2019. "Predictability concentrates in bad times. And so does disagreement," Discussion Papers on Economics 8/2019, University of Southern Denmark, Department of Economics.
13. Eran Guse, 2004. "Expectational Business Cycles," Money Macro and Finance (MMF) Research Group Conference 2004 97, Money Macro and Finance Research Group.
    • Guse, Eran A., 2004. "Expectational business cycles," Research Discussion Papers 19/2004, Bank of Finland.
14. McKay, Alisdair & Reis, Ricardo, 2008. "The brevity and violence of contractions and expansions," Journal of Monetary Economics, Elsevier, vol. 55(4), pages 738-751, May.
    • McKay, Alisdair, 2006. "The Brevity and Violence of Contractions and Expansions," CEPR Discussion Papers 5756, C.E.P.R. Discussion Papers.
    • Alisdair McKay & Ricardo Reis, 2006. "The Brevity and Violence of Contractions and Expansions," NBER Working Papers 12400, National Bureau of Economic Research, Inc.
15. Boyan Jovanovic & Sai Ma, 2022. "Uncertainty and Growth Disasters," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 44, pages 33-64, April.
    • Boyan Jovanovic & Sai Ma, 2020. "Uncertainty and Growth Disasters," International Finance Discussion Papers 1279, Board of Governors of the Federal Reserve System (U.S.).
    • Boyan Jovanovic & Sai Ma, 2020. "Uncertainty and Growth Disasters," NBER Working Papers 28024, National Bureau of Economic Research, Inc.
16. Dangl, Thomas & Halling, Michael, 2012. "Predictive regressions with time-varying coefficients," Journal of Financial Economics, Elsevier, vol. 106(1), pages 157-181.
17. Cao, H. Henry & Han, Bing & Hirshleifer, David, 2011. "Taking the road less traveled by: Does conversation eradicate pernicious cascades?," Journal of Economic Theory, Elsevier, vol. 146(4), pages 1418-1436, July.
    • Henry Cao & David Hirshleifer, 2004. "Taking the Road Less Traveled: Does Conversation Eradicate Pernicious Cascades?," Game Theory and Information 0412001, University Library of Munich, Germany.
18. Van Nieuwerburgh, Stijn & Veldkamp, Laura, 2006. "Learning asymmetries in real business cycles," Journal of Monetary Economics, Elsevier, vol. 53(4), pages 753-772, May.
    • 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.
19. Aubhik Khan & Soyoung Lee, 2023. "Persistent Debt and Business Cycles in an Economy with Production Heterogeneity," Staff Working Papers 23-17, Bank of Canada.
20. Nadav Ben Zeev, 2019. "Identification of Sign-Dependency of Impulse Responses," Working Papers 1907, Ben-Gurion University of the Negev, Department of Economics.
21. Guse, Eran A., 2014. "Adaptive learning, endogenous uncertainty, and asymmetric dynamics," Journal of Economic Dynamics and Control, Elsevier, vol. 40(C), pages 355-373.
22. Süssmuth, Bernd, 2000. "Endogenously-Timed Herding And The Synchronization Of Investment Cycles," Discussion Papers in Economics 24, University of Munich, Department of Economics.
23. Magud, Nicolas E., 2008. "On asymmetric business cycles and the effectiveness of counter-cyclical fiscal policies," Journal of Macroeconomics, Elsevier, vol. 30(3), pages 885-905, September.
    • Nicolas Magud, 2002. "On Asymmetric Business Cycles and the Effectiveness of Counter-Cyclical Fiscal Policies," University of Oregon Economics Department Working Papers 2005-20, University of Oregon Economics Department, revised 01 May 2005.
24. Mäkinen, Taneli & Ohl, Björn, 2015. "Information acquisition and learning from prices over the business cycle," Journal of Economic Theory, Elsevier, vol. 158(PB), pages 585-633.
    • Mäkinen, Taneli & Ohl, Björn, 2012. "Information Acquisition and Learning from Prices Over the Business Cycle," SSE/EFI Working Paper Series in Economics and Finance 740, Stockholm School of Economics, revised 19 Mar 2013.
    • Mäkinen, Taneli & Ohl, Björn, 2014. "Information acquisition and learning from prices over the business cycle," Research Discussion Papers 7/2014, Bank of Finland.
    • BjÖrn Ohl & Taneli Mäkinen, 2014. "Information acquisition and learning from prices over the business cycle," NBP Working Papers 176, Narodowy Bank Polski, Economic Research Department.
    • Mäkinen, Taneli & Ohl, Björn, 2014. "Information acquisition and learning from prices over the business cycle," Bank of Finland Research Discussion Papers 7/2014, Bank of Finland.
    • Taneli M�kinen & Bj�rn Ohl, 2014. "Information acquisition and learning from prices over the business cycle," Temi di discussione (Economic working papers) 946, Bank of Italy, Economic Research and International Relations Area.
25. Han Ozsoylev, 2008. "Amplification and asymmetry in crashes and frenzies," Annals of Finance, Springer, vol. 4(2), pages 157-181, March.
    • Han N. Ozsoylev, 2005. "Amplification and Asymmetry in Crashes and Frenzies," OFRC Working Papers Series 2005fe11, Oxford Financial Research Centre.
    • Han N. Ozsoylev, 2005. "Amplification and Asymmetry in Crashes and Frenzies," Economics Series Working Papers 2005-FE-11, University of Oxford, Department of Economics.
26. Ryo Horii & Yoshiyasu Ono, 2006. "Learning, Inflation Cycles, and Depression," Discussion Papers in Economics and Business 06-14, Osaka University, Graduate School of Economics.
27. repec:zbw:bofrdp:2014_007 is not listed on IDEAS
28. repec:wvu:wpaper:11-01 is not listed on IDEAS
29. Zacharias Psaradakis & Martin Sola, 2003. "On detrending and cyclical asymmetry," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 18(3), pages 271-289.
    • Martin Sola & Zacharias Psaradakis, 2002. "On Detrending and Cyclical Asymmetry," Department of Economics Working Papers 020, Universidad Torcuato Di Tella.
30. Alogoskoufis, George & Malliaris, A.G. & Stengos, Thanasis, 2023. "The scope and methodology of economic and financial asymmetries," The Journal of Economic Asymmetries, Elsevier, vol. 27(C).
31. Mario Coccia, 2010. "Positive and negative stress in business cycle behaviour," CERIS Working Paper 201001, CNR-IRCrES Research Institute on Sustainable Economic Growth - Torino (TO) ITALY - former Institute for Economic Research on Firms and Growth - Moncalieri (TO) ITALY.
32. Santoro, Emiliano & Petrella, Ivan & Pfajfar, Damjan & Gaffeo, Edoardo, 2014. "Loss aversion and the asymmetric transmission of monetary policy," Journal of Monetary Economics, Elsevier, vol. 68(C), pages 19-36.
    • Edoardo Gaffeo & Ivan Petrella & Damjan Pfajfar & Emiliano Santoro, 2012. "Loss Aversion and the Asymmetric Transmission of Monetary Policy," Discussion Papers 12-21, University of Copenhagen. Department of Economics.
    • Petrella, Ivan & Pfajfar, Damjan & Santoro, Emiliano & Gaffeo, Edoardo, 2014. "Loss Aversion and the Asymmetric Transmission of Monetary Policy," CEPR Discussion Papers 10105, C.E.P.R. Discussion Papers.
33. Hirshleifer, David & Teoh, Siew Hong, 2008. "Thought and Behavior Contagion in Capital Markets," MPRA Paper 9164, University Library of Munich, Germany.
    • Hirshleifer, David & Teoh, Siew Hong, 2008. "Thought and Behavior Contagion in Capital Markets," MPRA Paper 9142, University Library of Munich, Germany.
34. Guse, Eran A., 2004. "Expectational business cycles," Bank of Finland Research Discussion Papers 19/2004, Bank of Finland.
35. Palazzo, Francesco & Zhang, Min, 2017. "Information disclosure and asymmetric speed of learning in booms and busts," Economics Letters, Elsevier, vol. 158(C), pages 37-40.
36. Pavan, Alessandro & Vives, Xavier, 2015. "Information, Coordination, and Market Frictions: An Introduction," Journal of Economic Theory, Elsevier, vol. 158(PB), pages 407-426.
37. David Hirshleifer & Siew Hong Teoh, 2003. "Herd Behaviour and Cascading in Capital Markets: a Review and Synthesis," European Financial Management, European Financial Management Association, vol. 9(1), pages 25-66, March.
    • Hirshleifer, David & Teoh, Siew Hong, 2001. "Herd Behavior and Cascading in Capital Markets: A Review and Synthesis," MPRA Paper 5186, University Library of Munich, Germany.
38. Veldkamp, Laura L., 2005. "Slow boom, sudden crash," Journal of Economic Theory, Elsevier, vol. 124(2), pages 230-257, October.
39. Ryo Horii & Yoshiyasu Ono, 2005. "Financial Crisis and Recovery: Learning-based Liquidity Preference Fluctuations," Macroeconomics 0504016, University Library of Munich, Germany.
40. khan, sajawal, 2018. "Business Cycle Fluctuations: why are so undesirable?," MPRA Paper 93172, University Library of Munich, Germany, revised 12 Jan 2019.
41. Huang, Wenli & Liu, Wenqiong & Lu, Lei & Mu, Congming, 2023. "Hedge funds trading strategies and leverage," Journal of Economic Dynamics and Control, Elsevier, vol. 149(C).