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A Bayesian DSGE Model with Infinite-Horizon Learning: Do Mechanical Sources of Persistence Become Superfluous?. (2006). Milani, Fabio.
In: International Journal of Central Banking.
RePEc:ijc:ijcjou:y:2006:q:3:a:3.

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Cited: 34

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Cites: 6

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Cocites: 50

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Citations received by this document

  1. Learning and cross-country correlations in a multi-country DSGE model. (2023). Audzei, Volha.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:120:y:2023:i:c:s0264999322003790.

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  2. Mis-specified Forecasts and Myopia in an Estimated New Keynesian Model. (2022). Hajdini, Ina.
    In: Working Papers.
    RePEc:fip:fedcwq:93720.

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  3. Estimation and inference in adaptive learning models with slowly decreasing gains. (2022). Mayer, Alexander.
    In: Journal of Time Series Analysis.
    RePEc:bla:jtsera:v:43:y:2022:i:5:p:720-749.

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  4. .

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  5. Behavioral New Keynesian Models: Learning vs. Cognitive Discounting. (2021). Milani, Fabio ; Meggiorini, Greta.
    In: Working Papers.
    RePEc:irv:wpaper:202103.

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  6. Behavioral New Keynesian Models: Learning vs. Cognitive Discounting. (2021). Milani, Fabio ; Meggiorini, Greta.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_9039.

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  7. Bounded rationality and heterogeneous expectations: Euler versus anticipated-utility approach. (2020). Serpieri, Carolina ; Di Pietro, Marco ; Di Bartolomeo, Giovanni ; Beqiraj, Elton.
    In: Journal of Economics.
    RePEc:kap:jeczfn:v:130:y:2020:i:3:d:10.1007_s00712-020-00697-6.

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  8. On the perils of stabilizing prices when agents are learning. (2018). Mele, Antonio ; Santoro, Sergio ; Molnar, Krisztina.
    In: Discussion Paper Series in Economics.
    RePEc:hhs:nhheco:2018_022.

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  9. The Misspecification of Expectations in New Keynesian Models: A DSGE-VAR Approach. (2016). Milani, Fabio ; Cole, Stephen.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_6099.

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  10. Central bank accountability under adaptive learning.. (2015). Dai, Meixing ; André, Marine ; Andre, Marine Charlotte.
    In: Working Papers of BETA.
    RePEc:ulp:sbbeta:2015-32.

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  11. On the perils of stabilizing prices when agents are learning. (2015). Molnar, Krisztina ; Mele, Antonio ; Santoro, Sergio .
    In: School of Economics Discussion Papers.
    RePEc:sur:surrec:0215.

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  12. Government debt, learning and the term structure. (2015). Sinha, Arunima.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:53:y:2015:i:c:p:268-289.

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  13. On the Perils of Stabilizing Prices when Agents are Learning. (2015). Molnar, Krisztina ; Mele, Antonio ; Santoro, Sergio .
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_5173.

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  14. Learning and time-varying macroeconomic volatility. (2014). Milani, Fabio.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:47:y:2014:i:c:p:94-114.

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  15. A parsimonious approach to incorporating economic information in measures of potential output. (2014). Juselius, John ; Disyatat, Piti ; BORIO, Claudio.
    In: BIS Working Papers.
    RePEc:bis:biswps:442.

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  16. Inflation Inertia and Inflation Persistence in Romania Using a DSGE Approach. (2012). Spulbar, Cristi ; Niţoi, Mihai ; Mihai, Nioi ; Cristian, STANCIU .
    In: Scientific Annals of Economics and Business.
    RePEc:vrs:aicuec:v:59:y:2012:i:1:p:115-124:n:8.

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  17. Learning in an estimated medium-scale DSGE model. (2012). Wouters, Raf ; Slobodyan, Sergey.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:36:y:2012:i:1:p:26-46.

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  18. Macroeconomics of Growth Cycles and Financial Instability. (2011). Ferri, Piero.
    In: Books.
    RePEc:elg:eebook:14260.

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  19. The impact of foreign stock markets on macroeconomic dynamics in open economies: A structural estimation. (2011). Milani, Fabio.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:30:y:2011:i:1:p:111-129.

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  20. Consistent Estimation of Structural Parameters in Regression Models with Adaptive Learning. (2010). Massmann, Michael ; Christopeit, Norbert.
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20100077.

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  21. Inference in models with adaptive learning. (2010). Mavroeidis, Sophocles ; Massmann, Michael ; Chevillon, Guillaume.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:57:y:2010:i:3:p:341-351.

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  22. Investment and the Taylor rule in a dynamic Keynesian model. (2010). Greenberg, Edward ; Fazzari, Steven ; Ferri, Piero.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:34:y:2010:i:10:p:2010-2022.

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  23. Optimal Monetary Policy when Agents are Learning. (2010). Molnar, Krisztina ; Santoro, Sergio .
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_3072.

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  24. POLITICAL BUSINESS CYCLES IN THE NEW KEYNESIAN MODEL. (2010). Milani, Fabio.
    In: Economic Inquiry.
    RePEc:bla:ecinqu:v:48:y:2010:i:4:p:896-915.

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  25. Monetary Policy, Determinacy, and Learnability in a Two‐Block World Economy. (2009). Schaling, Eric ; Bullard, James.
    In: Journal of Money, Credit and Banking.
    RePEc:wly:jmoncb:v:41:y:2009:i:8:p:1585-1612.

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  26. Estimating a medium–scale DSGE model with expectations based on small forecasting models. (2009). Wouters, Raf ; Slobodyan, Sergey.
    In: 2009 Meeting Papers.
    RePEc:red:sed009:654.

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  27. Expectations, Learning, and the Changing Relationship between Oil Prices and the Macroeconomy. (2009). Milani, Fabio.
    In: Working Papers.
    RePEc:irv:wpaper:080923.

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  28. The Effect of Global Output on U.S. Inflation and Inflation Expectations: A Structural Estimation. (2009). Milani, Fabio.
    In: Working Papers.
    RePEc:irv:wpaper:080920.

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  29. Expectations, learning, and the changing relationship between oil prices and the macroeconomy. (2009). Milani, Fabio.
    In: Energy Economics.
    RePEc:eee:eneeco:v:31:y:2009:i:6:p:827-837.

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  30. Adaptive Learning and Macroeconomic Inertia in the Euro Area. (2009). Milani, Fabio.
    In: Journal of Common Market Studies.
    RePEc:bla:jcmkts:v:47:y:2009:i::p:579-599.

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  31. Adaptive Learning and Macroeconomic Inertia in the Euro Area. (2009). Milani, Fabio.
    In: Journal of Common Market Studies.
    RePEc:bla:jcmkts:v:47:y:2009:i:3:p:579-599.

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  32. Monetary Policy and Inflation in the 70s. (2008). Dellas, Harris ; Collard, Fabrice.
    In: Journal of Money, Credit and Banking.
    RePEc:wly:jmoncb:v:40:y:2008:i:8:p:1765-1781.

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  33. Robust Taylor rules in an open economy with heterogeneous expectations and least squares learnig. (2007). Bask, Mikael ; Selander, Carina .
    In: Research Discussion Papers.
    RePEc:bof:bofrdp:2007_006.

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  34. The Evolution of the Feds Inflation Target in an Estimated Model under RE and Learning. (2006). Milani, Fabio.
    In: Working Papers.
    RePEc:irv:wpaper:060704.

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References

References cited by this document

  1. 2004. Forecasting with a Bayesian DSGE Model: An Application to the Euro Area. Journal of Common Market Studies
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  2. 2004b. Adaptive Learning, Forecast-Based Instrument Rules and Monetary Policy. Journal of Monetary Economics

  3. 2004b. Expectations, Learning and Macroeconomic Persistence. Mimeo, Princeton University.
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  4. 2005. Comparing Shocks and Frictions in US and Euro Business Cycles: A Bayesian DSGE Approach. Journal of Applied Econometrics 20 (2): 161-83.
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  5. 2005. Learning, Monetary Policy Rules, and Macroeconomic Stability. Mimeo, Princeton University. Orphanides, A., and J. Williams. 2005a. The Decline of Activist Stabilization Policy: Natural Rate Misperceptions, Learning, and

  6. 2005a. Adaptive Learning in Infinite Horizon Decisions Problems. Mimeo, Columbia University.
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  12. Business cycle amplification with heterogeneous expectations. (2011). McGough, Bruce ; Branch, William.
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