Skip to main menu
Scroll to content
Full-text resources of CEJSH and other databases are now available in the new Library of Science.
Visit
https://bibliotekanauki.pl
Search
Browse
About
test
PL
EN
BibTeX
PN-ISO 690:2012
Chicago
Chicago (Author-Date)
Harvard
ACS
ACS (no art. title)
IEEE
Article details
Tools
PL
EN
BibTeX
PN-ISO 690:2012
Chicago
Chicago (Author-Date)
Harvard
ACS
ACS (no art. title)
IEEE
Link to site
Copy
Journal
Prace i Materiały Instytutu Rozwoju Gospodarczego SGH
2013
|
93: Expectations and Forecasting
| 71-122
Article title
Volatility as a Choice
Authors
Dudek Maciej K.
Content
Full texts:
Download
Title variants
Languages of publication
EN
Abstracts
EN
endogenous volatility self-confirming beliefs general equilibrium rationality
Keywords
EN
endogenous volatility
self-confirming beliefs
general equilibrium
rationality
Publisher
Szkoła Główna Handlowa w Warszawie
Journal
Prace i Materiały Instytutu Rozwoju Gospodarczego SGH
Year
2013
Volume
93: Expectations and Forecasting
Pages
71-122
Physical description
Dates
published
2013-09-01
Contributors
author
Dudek Maciej K.
Uniwersytet Vistula
Polska Adademia Nauk
References
Angelatos, G.-M., La'O, J. (2012). Sentiments. Econometrica, forthcoming.
Bloom, N. (2009). The impact of uncertainty shocks. Econometrica, 77, 623-685.
Brock, W. A., Hommes, C. H. (1997). A rational route to randomness. Econometrica, 65, 1059-1095.
Calvet, L. (2001). Incomplete markets and volatility. Journal of Economic Theory, 98, 295-338.
Camerer, C. F., Ho, T.-H., Chong, J.-K. (2004). A cognitive hierarchy model of games. Quarterly Journal of Economics, 119, 861-989.
Diamond, P. A. (1965). National debt in a neoclassical growth model. American Economic Review, 55, 1126-1150.
Dudek, M. K. (2010). A consistent route to randomness. Journal of Economic Theory, 145, 354-381.
Dudek, M. K. (2012). Living in an imaginary world that looks real, available at SSRN: http://ssrn.com/abstract=2189708.
Eyster, E., Piccione, M. (2012). An approach to asset-pricing under incomplete and diverse perceptions. Econometrica, forthcoming.
Eusepi, S., Preston, B. (2011). Expectations, learning and business cycle fluctuations. American Economic Review, 101, 2844-2872.
Grandmont, J.-M. (1998). Expectations formation and stability of large socioeconomic systems. Econometrica, 66, 741-781.
Grossman, S. J., Stiglitz, J. E. (1980). On the impossibility of informationally efficient markets. American Economic Review, 70, 393 408.
Hellwig, C., Veldkamp, L. (2009). Knowing what others know: Coordination motives in information acquisition. Review of Economic Studies, 76, 223-251.
Hommes, C. H. (1998). On the consistency of backward-looking expectations: The case of the Cobweb. Journal of Behavior and Organization, 33, 333-362.
Hommes, C. H., Sorger, G. (1998). Consistent expectations equilibria. Macroeconomic Dynamics, 2, 287-321.
Judd, K. (1995). The law of large numbers with a continuum of IID random variables. Journal of Economic Theory, 35, 19-25.
Kurz, M., Motolese, M. (2011). Diverse beliefs and time variability of risk premia. Economic Theory, 47, 293-335.
Lucas, R. E. Jr. (1972). Rational Eexpectations and the neutrality of money. Journal of Economic Theory, 4, 103-124.
Matsuyama, K. (1999). Growing through cycles. Econometrica, 67, 335 347.
Radunskaya, A. (1994). Comparing random and deterministic time series. Economic Theory, 4, 765-777.
Sorger, G. (1998). Imperfect foresight and chaos: An example of a self fulfilling mistake. Journal of Economic Behavior and Organization, 33, 363-383.
Strzałecki, T. (2011). Depth of reasoning and higher order beliefs, working paper, Harvard University.
Townsend, R. (1983). Forecasting the forecasts of others. Journal of Political Economy, 91, 546-588.
Document Type
Publication order reference
Identifiers
ISSN
0866-9503
YADDA identifier
bwmeta1.element.desklight-fc710d6b-48b5-43e0-854d-35918a6a22f6
JavaScript is turned off in your web browser. Turn it on to take full advantage of this site, then refresh the page.