Some searches may not work properly. We apologize for the inconvenience.
My authors Follow this authorJohannes Beutel
Personal Details
First Name: | Johannes |
Middle Name: | |
Last Name: | Beutel |
Suffix: | |
RePEc Short-ID: | pbe1191 |
[This author has chosen not to make the email address public] | |
https://sites.google.com/site/johannesbeutelinfo/research | |
Affiliation
Deutsche Bundesbank
Frankfurt, Germanyhttp://www.bundesbank.de/
RePEc:edi:dbbgvde (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Shifrah Aron-Dine & Johannes Beutel & Monika Piazzesi & Martin Schneider, 2024. "Household Climate Finance: Theory and Survey Data on Safe and Risky Green Assets," NBER Working Papers 32615, National Bureau of Economic Research, Inc.
- Beutel, Johannes & List, Sophia & von Schweinitz, Gregor, 2018.
"An evaluation of early warning models for systemic banking crises: Does machine learning improve predictions?,"
Discussion Papers
48/2018, Deutsche Bundesbank.
- Beutel, Johannes & List, Sophia & von Schweinitz, Gregor, 2019. "An evaluation of early warning models for systemic banking crises: Does machine learning improve predictions?," IWH Discussion Papers 2/2019, Halle Institute for Economic Research (IWH).
- Klaus Adam & Albert Marcet & Sebastian Merkel & Johannes Beutel, 2015.
"Can a Financial Transaction Tax Prevent Stock Price Booms?,"
Working Papers
840, Barcelona School of Economics.
- Adam, Klaus & Beutel, Johannes & Marcet, Albert & Merkel, Sebastian, 2015. "Can a financial transaction tax prevent stock price booms?," Journal of Monetary Economics, Elsevier, vol. 76(S), pages 90-109.
- Marcet, Albert & Adam, Klaus & Beutel, Johannes & Merkel, Sebastian, 2015. "Can a Financial Transaction Tax Prevent Stock Price Booms?," CEPR Discussion Papers 10727, C.E.P.R. Discussion Papers.
- Adam, Klaus & Marcet, Albert & Merkel, Sebastian & Beutel, Johannes, 2015. "Can a financial transaction tax prevent stock price booms?," Working Papers 15-10, University of Mannheim, Department of Economics.
- Klaus Adam & Johannes Beutel & Albert Marcet, 2014.
"Stock Price Booms and Expected Capital Gains,"
UFAE and IAE Working Papers
948.14, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
- Klaus Adam & Albert Marcet & Johannes Beutel, 2017. "Stock Price Booms and Expected Capital Gains," American Economic Review, American Economic Association, vol. 107(8), pages 2352-2408, August.
- Marcet, Albert & Adam, Klaus & Beutel, Johannes, 2014. "Stock Price Booms and Expected Capital Gains," CEPR Discussion Papers 9988, C.E.P.R. Discussion Papers.
- Klaus Adam & Albert Marcet & Johannes Beutel, 2015. "Stock Price Booms and Expected Capital Gains," Working Papers 757, Barcelona School of Economics.
- Adam, Klaus & Beutel, Johannes & Marcet, Albert, 2014. "Stock price booms and expected capital gains," Working Papers 14-12, University of Mannheim, Department of Economics.
Articles
- Klaus Adam & Albert Marcet & Johannes Beutel, 2017.
"Stock Price Booms and Expected Capital Gains,"
American Economic Review, American Economic Association, vol. 107(8), pages 2352-2408, August.
- Klaus Adam & Johannes Beutel & Albert Marcet, 2014. "Stock Price Booms and Expected Capital Gains," UFAE and IAE Working Papers 948.14, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
- Marcet, Albert & Adam, Klaus & Beutel, Johannes, 2014. "Stock Price Booms and Expected Capital Gains," CEPR Discussion Papers 9988, C.E.P.R. Discussion Papers.
- Klaus Adam & Albert Marcet & Johannes Beutel, 2015. "Stock Price Booms and Expected Capital Gains," Working Papers 757, Barcelona School of Economics.
- Adam, Klaus & Beutel, Johannes & Marcet, Albert, 2014. "Stock price booms and expected capital gains," Working Papers 14-12, University of Mannheim, Department of Economics.
- Adam, Klaus & Beutel, Johannes & Marcet, Albert & Merkel, Sebastian, 2015.
"Can a financial transaction tax prevent stock price booms?,"
Journal of Monetary Economics, Elsevier, vol. 76(S), pages 90-109.
- Marcet, Albert & Adam, Klaus & Beutel, Johannes & Merkel, Sebastian, 2015. "Can a Financial Transaction Tax Prevent Stock Price Booms?," CEPR Discussion Papers 10727, C.E.P.R. Discussion Papers.
- Adam, Klaus & Marcet, Albert & Merkel, Sebastian & Beutel, Johannes, 2015. "Can a financial transaction tax prevent stock price booms?," Working Papers 15-10, University of Mannheim, Department of Economics.
- Klaus Adam & Albert Marcet & Sebastian Merkel & Johannes Beutel, 2015. "Can a Financial Transaction Tax Prevent Stock Price Booms?," Working Papers 840, Barcelona School of Economics.
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Wikipedia or ReplicationWiki mentions
(Only mentions on Wikipedia that link back to a page on a RePEc service)- Klaus Adam & Albert Marcet & Johannes Beutel, 2015.
"Stock Price Booms and Expected Capital Gains,"
Working Papers
757, Barcelona School of Economics.
- Klaus Adam & Albert Marcet & Johannes Beutel, 2017. "Stock Price Booms and Expected Capital Gains," American Economic Review, American Economic Association, vol. 107(8), pages 2352-2408, August.
- Klaus Adam & Johannes Beutel & Albert Marcet, 2014. "Stock Price Booms and Expected Capital Gains," UFAE and IAE Working Papers 948.14, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
- Marcet, Albert & Adam, Klaus & Beutel, Johannes, 2014. "Stock Price Booms and Expected Capital Gains," CEPR Discussion Papers 9988, C.E.P.R. Discussion Papers.
- Adam, Klaus & Beutel, Johannes & Marcet, Albert, 2014. "Stock price booms and expected capital gains," Working Papers 14-12, University of Mannheim, Department of Economics.
Mentioned in:
- Stock Price Booms and Expected Capital Gains? (Barcelona GSE WP 2015) in ReplicationWiki ()
Working papers
- Beutel, Johannes & List, Sophia & von Schweinitz, Gregor, 2018.
"An evaluation of early warning models for systemic banking crises: Does machine learning improve predictions?,"
Discussion Papers
48/2018, Deutsche Bundesbank.
- Beutel, Johannes & List, Sophia & von Schweinitz, Gregor, 2019. "An evaluation of early warning models for systemic banking crises: Does machine learning improve predictions?," IWH Discussion Papers 2/2019, Halle Institute for Economic Research (IWH).
Cited by:
- Hristov, Nikolay & Roth, Markus, 2019.
"Uncertainty shocks and financial crisis indicators,"
Discussion Papers
36/2019, Deutsche Bundesbank.
- Nikolay Hristov & Markus Roth, 2019. "Uncertainty Shocks and Financial Crisis Indicators," CESifo Working Paper Series 7839, CESifo.
- Umberto Collodel, 2021. "Finding a needle in a haystack: Do Early Warning Systems for Sudden Stops work?," Working Papers halshs-03185520, HAL.
- Petr Jakubik & Bogdan Gabriel Moinescu, 2023. "What is the optimal capital ratio implying a stable European banking system?," International Finance, Wiley Blackwell, vol. 26(3), pages 324-343, December.
- Mr. Jorge A Chan-Lau, 2020. "UnFEAR: Unsupervised Feature Extraction Clustering with an Application to Crisis Regimes Classification," IMF Working Papers 2020/262, International Monetary Fund.
- Hyeongwoo Kim & Wen Shi, 2016.
"Forecasting Financial Vulnerability in the US: A Factor Model Approach,"
Auburn Economics Working Paper Series
auwp2016-15, Department of Economics, Auburn University.
- Hyeongwoo Kim & Wen Shi, 2018. "Forecasting Financial Vulnerability in the US: A Factor Model Approach," Auburn Economics Working Paper Series auwp2018-07, Department of Economics, Auburn University.
- Kim, Hyeongwoo & Shi, Wen, 2018. "Forecasting Financial Vulnerability in the US: A Factor Model Approach," MPRA Paper 89766, University Library of Munich, Germany.
- Hyeongwoo Kim & Wen Shi, 2020. "Forecasting Financial Vulnerability in the US: A Factor Model Approach," Auburn Economics Working Paper Series auwp2020-04, Department of Economics, Auburn University.
- Hyeongwoo Kim & Wen Shi, 2021. "Forecasting financial vulnerability in the USA: A factor model approach," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 40(3), pages 439-457, April.
- Bluwstein, Kristina & Buckmann, Marcus & Joseph, Andreas & Kapadia, Sujit & Şimşek, Özgür, 2021.
"Credit growth, the yield curve and financial crisis prediction: evidence from a machine learning approach,"
Working Paper Series
2614, European Central Bank.
- Bluwstein, Kristina & Buckmann, Marcus & Joseph, Andreas & Kang, Miao & Kapadia, Sujit & Simsek, Özgür, 2020. "Credit growth, the yield curve and financial crisis prediction: evidence from a machine learning approach," Bank of England working papers 848, Bank of England.
- Bluwstein, Kristina & Buckmann, Marcus & Joseph, Andreas & Kapadia, Sujit & Şimşek, Özgür, 2023. "Credit growth, the yield curve and financial crisis prediction: Evidence from a machine learning approach," Journal of International Economics, Elsevier, vol. 145(C).
- Maria Ludovica Drudi & Stefano Nobili, 2021. "A liquidity risk early warning indicator for Italian banks: a machine learning approach," Temi di discussione (Economic working papers) 1337, Bank of Italy, Economic Research and International Relations Area.
- Sondermann, David & Zorell, Nico, 2019. "A macroeconomic vulnerability model for the euro area," Working Paper Series 2306, European Central Bank.
- Alonso-Alvarez, Irma & Molina, Luis, 2023. "How to foresee crises? A new synthetic index of vulnerabilities for emerging economies," Economic Modelling, Elsevier, vol. 125(C).
- Hinterlang, Natascha & Hollmayr, Josef, 2020. "Classification of monetary and fiscal dominance regimes using machine learning techniques," Discussion Papers 51/2020, Deutsche Bundesbank.
- Denis Shibitov & Mariam Mamedli, 2019. "The finer points of model comparison in machine learning: forecasting based on russian banks’ data," Bank of Russia Working Paper Series wps43, Bank of Russia.
- Aleksei Kipriyanov, 2022. "Comparison of Models for Growth-at-Risk Forecasting," Russian Journal of Money and Finance, Bank of Russia, vol. 81(1), pages 23-45, March.
- Hinterlang, Natascha & Hollmayr, Josef, 2022. "Classification of monetary and fiscal dominance regimes using machine learning techniques," Journal of Macroeconomics, Elsevier, vol. 74(C).
- Chris Reimann, 2024. "Predicting financial crises: an evaluation of machine learning algorithms and model explainability for early warning systems," Review of Evolutionary Political Economy, Springer, vol. 5(1), pages 51-83, June.
- Tarkocin, Coskun & Donduran, Murat, 2024. "Constructing early warning indicators for banks using machine learning models," The North American Journal of Economics and Finance, Elsevier, vol. 69(PB).
- du Plessis, Emile & Fritsche, Ulrich, 2022. "New forecasting methods for an old problem: Predicting 147 years of systemic financial crises," WiSo-HH Working Paper Series 67, University of Hamburg, Faculty of Business, Economics and Social Sciences, WISO Research Laboratory.
- Tihana Škrinjarić, 2023. "Credit-to-GDP Gap Estimates in Real Time: A Stable Indicator for Macroprudential Policy Making in Croatia," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 65(3), pages 582-614, September.
- Umberto Collodel, 2021. "Finding a needle in a haystack: Do Early Warning Systems for Sudden Stops work?," PSE Working Papers halshs-03185520, HAL.
- Hinterlang, Natascha & Hollmayr, Josef, 2021. "Classification of monetary and fiscal dominance regimes using machine learning techniques," IMFS Working Paper Series 160, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Klaus Adam & Albert Marcet & Sebastian Merkel & Johannes Beutel, 2015.
"Can a Financial Transaction Tax Prevent Stock Price Booms?,"
Working Papers
840, Barcelona School of Economics.
- Adam, Klaus & Beutel, Johannes & Marcet, Albert & Merkel, Sebastian, 2015. "Can a financial transaction tax prevent stock price booms?," Journal of Monetary Economics, Elsevier, vol. 76(S), pages 90-109.
- Marcet, Albert & Adam, Klaus & Beutel, Johannes & Merkel, Sebastian, 2015. "Can a Financial Transaction Tax Prevent Stock Price Booms?," CEPR Discussion Papers 10727, C.E.P.R. Discussion Papers.
- Adam, Klaus & Marcet, Albert & Merkel, Sebastian & Beutel, Johannes, 2015. "Can a financial transaction tax prevent stock price booms?," Working Papers 15-10, University of Mannheim, Department of Economics.
Cited by:
- Stefano Giglio & Matteo Maggiori & Johannes Stroebel & Stephen Utkus, 2019.
"Five Facts about Beliefs and Portfolios,"
NBER Working Papers
25744, National Bureau of Economic Research, Inc.
- Stefano Giglio & Matteo Maggiori & Johannes Stroebel & Stephen Utkus, 2021. "Five Facts about Beliefs and Portfolios," American Economic Review, American Economic Association, vol. 111(5), pages 1481-1522, May.
- Maggiori, Matteo & Ströbel, Johannes & Giglio, Stefano & Utkus, Stephen P., 2019. "Five Facts About Beliefs and Portfolios," CEPR Discussion Papers 13657, C.E.P.R. Discussion Papers.
- Stefano Giglio & Matteo Maggiori & Johannes Stroebel & Stephen Utkus, 2019. "Five facts about beliefs and portfolios," CESifo Working Paper Series 7666, CESifo.
- Colin C. Caines, 2016.
"Can Learning Explain Boom-Bust Cycles In Asset Prices? An Application to the US Housing Boom,"
International Finance Discussion Papers
1181, Board of Governors of the Federal Reserve System (U.S.).
- Caines, Colin, 2020. "Can learning explain boom-bust cycles in asset prices? An application to the US housing boom," Journal of Macroeconomics, Elsevier, vol. 66(C).
- Colin Caines, 2017. "Can Learning Explain Boom-Bust Cycles in Asset Prices? An Application to the US Housing Boom," 2017 Meeting Papers 695, Society for Economic Dynamics.
- Beutel, Johannes & Metiu, Norbert & Stockerl, Valentin, 2021.
"Toothless tiger with claws? Financial stability communication, expectations, and risk-taking,"
Discussion Papers
05/2021, Deutsche Bundesbank.
- Beutel, Johannes & Metiu, Norbert & Stockerl, Valentin, 2021. "Toothless tiger with claws? Financial stability communication, expectations, and risk-taking," Journal of Monetary Economics, Elsevier, vol. 120(C), pages 53-69.
- Zeno Enders & Hendrik Hakenes, 2021.
"Market Depth, Leverage, and Speculative Bubbles,"
CRC TR 224 Discussion Paper Series
crctr224_2021_275, University of Bonn and University of Mannheim, Germany.
- Zeno Enders & Hendrik Hakenes, 2021. "Market Depth, Leverage, and Speculative Bubbles," Journal of the European Economic Association, European Economic Association, vol. 19(5), pages 2577-2621.
- Zeno Enders & Hendrik Hakenes, 2021. "Market Depth, Leverage, and Speculative Bubbles," ECONtribute Discussion Papers Series 058, University of Bonn and University of Cologne, Germany.
- Zeno Enders & Hendrik Hakenes, 2017. "Market Depth, Leverage, and Speculative Bubbles," CESifo Working Paper Series 6806, CESifo.
- Yin, Zhichao & Peng, Hongfeng & Xiao, Weiguo & Xiao, Zumian, 2022. "Capital control and monetary policy coordination: Tobin tax revisited," Research in International Business and Finance, Elsevier, vol. 59(C).
- Klaus Adam & Johannes Beutel & Albert Marcet, 2014.
"Stock Price Booms and Expected Capital Gains,"
UFAE and IAE Working Papers
948.14, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
- Klaus Adam & Albert Marcet & Johannes Beutel, 2017. "Stock Price Booms and Expected Capital Gains," American Economic Review, American Economic Association, vol. 107(8), pages 2352-2408, August.
- Marcet, Albert & Adam, Klaus & Beutel, Johannes, 2014. "Stock Price Booms and Expected Capital Gains," CEPR Discussion Papers 9988, C.E.P.R. Discussion Papers.
- Klaus Adam & Albert Marcet & Johannes Beutel, 2015. "Stock Price Booms and Expected Capital Gains," Working Papers 757, Barcelona School of Economics.
- Adam, Klaus & Beutel, Johannes & Marcet, Albert, 2014. "Stock price booms and expected capital gains," Working Papers 14-12, University of Mannheim, Department of Economics.
Cited by:
- John C. Williams, 2014.
"Financial stability and monetary policy: happy marriage or untenable union?,"
Speech
131, Federal Reserve Bank of San Francisco.
- John C. Williams, 2014. "Financial stability and monetary policy: happy marriage or untenable union?," FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
- Kuang, Pei, 2014.
"A model of housing and credit cycles with imperfect market knowledge,"
European Economic Review, Elsevier, vol. 70(C), pages 419-437.
- Pei Kuang, 2014. "A Model of Housing and Credit Cycles with Imperfect Market Knowledge," Discussion Papers 14-07, Department of Economics, University of Birmingham.
- Stefan Nagel & Zhengyang Xu, 2019.
"Asset Pricing with Fading Memory,"
NBER Working Papers
26255, National Bureau of Economic Research, Inc.
- Stefan Nagel & Zhengyang Xu, 2022. "Asset Pricing with Fading Memory," The Review of Financial Studies, Society for Financial Studies, vol. 35(5), pages 2190-2245.
- Stefan Nagel & Zhengyang Xu, 2019. "Asset Pricing with Fading Memory," 2019 Meeting Papers 71, Society for Economic Dynamics.
- Nagel, Stefan & Xu, Zhengyang, 2019. "Asset Pricing with Fading Memory," CEPR Discussion Papers 13973, C.E.P.R. Discussion Papers.
- Stefano Eusepi & Bruce Preston, 2013.
"Fiscal foundations of inflation: imperfect knowledge,"
Staff Reports
649, Federal Reserve Bank of New York.
- Stefano Eusepi & Bruce Preston, 2017. "Fiscal foundations of inflation: Imperfect knowledge," CAMA Working Papers 2017-34, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Stefano Eusepi & Bruce Preston, 2018. "Fiscal Foundations of Inflation: Imperfect Knowledge," American Economic Review, American Economic Association, vol. 108(9), pages 2551-2589, September.
- Cars Hommes & Robert Calvert Jump & Paul Levine, 2017. "Internal rationalityuyuyuy, heterogeneity and complexity in the New Keynesian model," Working Papers 20171706, Department of Accounting, Economics and Finance, Bristol Business School, University of the West of England, Bristol.
- Alejandro Justiniano & Giorgio E. Primiceri & Andrea Tambalotti, 2013.
"The Effects of the Saving and Banking Glut on the U.S. Economy,"
NBER Chapters, in: NBER International Seminar on Macroeconomics 2013, pages 52-67,
National Bureau of Economic Research, Inc.
- Tambalotti, Andrea & Primiceri, Giorgio & Justiniano, Alejandro, 2013. "The Effects of the Saving and Banking Glut on the U.S. Economy," CEPR Discussion Papers 9729, C.E.P.R. Discussion Papers.
- Alejandro Justiniano & Giorgio E. Primiceri & Andrea Tambalotti, 2013. "The Effects of the Saving and Banking Glut on the U.S. Economy," Working Paper Series WP-2013-17, Federal Reserve Bank of Chicago.
- Alejandro Justiniano & Giorgio Primiceri & Andrea Tambalotti, 2013. "The Effects of the Saving and Banking Glut on the U.S. Economy," NBER Working Papers 19635, National Bureau of Economic Research, Inc.
- Alejandro Justiniano & Giorgio E. Primiceri & Andrea Tambalotti, 2013. "The Effects of the saving and banking glut on the U.S. economy," Staff Reports 648, Federal Reserve Bank of New York.
- Adam, Klaus & Woodford, Michael, 2021.
"Robustly optimal monetary policy in a new Keynesian model with housing,"
Journal of Economic Theory, Elsevier, vol. 198(C).
- Klaus Adam & Michael Woodford, 2020. "Robustly Optimal Monetary Policy in a New Keynesian Model with Housing," CESifo Working Paper Series 8127, CESifo.
- Klaus Adam & Michael Woodford, 2020. "Robustly Optimal Monetary Policy in a New Keynesian Model with Housing," NBER Working Papers 26833, National Bureau of Economic Research, Inc.
- Adam, Klaus & Woodford, Michael, 2020. "Robustly Optimal Monetary Policy in a New Keynesian Model with Housing," CEPR Discussion Papers 14445, C.E.P.R. Discussion Papers.
- Klaus Adam & Michael Woodford, 2020. "Robustly Optimal Monetary Policy in a New Keynesian Model With Housing," CRC TR 224 Discussion Paper Series crctr224_2020_154, University of Bonn and University of Mannheim, Germany.
- Adam, Klaus & Marcet, Albert & Nicolini, Juan Pablo, 2011.
"Stock market volatility and learning,"
LSE Research Online Documents on Economics
121739, London School of Economics and Political Science, LSE Library.
- Klaus Adam & Albert Marcet & Juan Pablo Nicolini, 2015. "Stock Market Volatility and Learning," Working Papers 720, Federal Reserve Bank of Minneapolis.
- Klaus Adam & Albert Marcet & Juan Pablo Nicolini, 2011. "Stock Market Volatility and Learning," CEP Discussion Papers dp1077, Centre for Economic Performance, LSE.
- Albert Marcet & Klaus Adam & Juan Pablo Nicolini, 2008. "Stock Market Volatility and Learning," UFAE and IAE Working Papers 732.08, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
- Marcet, Albert & Nicolini, Juan Pablo & Adam, Klaus, 2007. "Stock Market Volatility and Learning," CEPR Discussion Papers 6518, C.E.P.R. Discussion Papers.
- Adam, Klaus & Marcet, Albert & Nicolini, Juan Pablo, 2012. "Stock Market Volatility and Learning," Working Papers 12-06, University of Mannheim, Department of Economics.
- Klaus Adam & Albert Marcet & Juan Pablo Nicolini, 2016. "Stock Market Volatility and Learning," Journal of Finance, American Finance Association, vol. 71(1), pages 33-82, February.
- Klaus Adam & Albert Marcet & Juan Pablo Nicolini, 2014. "Stock Market Volatility and Learning," Working Papers 336, Barcelona School of Economics.
- Adam, Klaus & Marcet, Albert & Nicolini, Juan Pablo, 2008. "Stock market volatility and learning," Working Paper Series 862, European Central Bank.
- Jean-Philippe Bouchaud & Roger Farmer, 2020.
"Self-Fulfilling Prophecies, Quasi Non-Ergodicity and Wealth Inequality,"
Papers
2012.09445, arXiv.org, revised Apr 2022.
- Jean-Philippe Bouchaud & Roger E. A. Farmer, 2023. "Self-Fulfilling Prophecies, Quasi Nonergodicity, and Wealth Inequality," Journal of Political Economy, University of Chicago Press, vol. 131(4), pages 947-993.
- Cakici, Nusret & Zaremba, Adam, 2023. "Recency bias and the cross-section of international stock returns," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 84(C).
- John C. Williams, 2013.
"Bubbles tomorrow and bubbles yesterday, but never bubbles today?,"
FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue sept23.
- John C. Williams, 2013. "Bubbles tomorrow and bubbles yesterday, but never bubbles today?," Speech 122, Federal Reserve Bank of San Francisco.
- Winkler, Fabian, 2020.
"The role of learning for asset prices and business cycles,"
Journal of Monetary Economics, Elsevier, vol. 114(C), pages 42-58.
- Fabian Winkler, 2016. "The Role of Learning for Asset Prices and Business Cycles," Finance and Economics Discussion Series 2016-019, Board of Governors of the Federal Reserve System (U.S.).
- Hommes, Cars & in ’t Veld, Daan, 2017.
"Booms, busts and behavioural heterogeneity in stock prices,"
Journal of Economic Dynamics and Control, Elsevier, vol. 80(C), pages 101-124.
- Hommes, C.H. & in 't Veld, D., 2014. "Booms, busts and behavioural heterogeneity in stock prices," CeNDEF Working Papers 14-14, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Cars Hommes & Daan in't Veld, 2015. "Booms, Busts and Behavioural Heterogeneity in Stock Prices," Tinbergen Institute Discussion Papers 15-088/II, Tinbergen Institute.
- Anton Nakov & Galo Nuño, 2011.
"Learning from experience in the stock market,"
Working Papers
1132, Banco de España.
- Nakov, Anton & Nuño, Galo, 2011. "Learning from experience in the stock market," Working Paper Series 1396, European Central Bank.
- Nakov, Anton & Nuño, Galo, 2015. "Learning from experience in the stock market," Journal of Economic Dynamics and Control, Elsevier, vol. 52(C), pages 224-239.
- Anton Nakov, 2012. "Learning from experience in the stock market," Finance and Economics Discussion Series 2012-41, Board of Governors of the Federal Reserve System (U.S.).
- Nakov, Anton & Nuño, Galo, 2014. "Learning from Experience in the Stock Market," CEPR Discussion Papers 9845, C.E.P.R. Discussion Papers.
- Despina Gavresi & Anastasia Litina & Christos A. Makridis, 2021. "Split Personalities? Behavioral Effects of Temperature on Financial Decision-making," Discussion Paper Series 2021_16, Department of Economics, University of Macedonia, revised Nov 2021.
- Mohrschladt, Hannes, 2021. "The ordering of historical returns and the cross-section of subsequent returns," Journal of Banking & Finance, Elsevier, vol. 125(C).
- Schaal, Edouard & Taschereau-Dumouchel, Mathieu, 2021.
"Herding Through Booms and Busts,"
CEPR Discussion Papers
16368, C.E.P.R. Discussion Papers.
- Schaal, Edouard & Taschereau-Dumouchel, Mathieu, 2023. "Herding through booms and busts," Journal of Economic Theory, Elsevier, vol. 210(C).
- Edouard Schaal & Mathieu Taschereau-Dumouchel, 2020. "Herding Through Booms and Busts," Working Papers 1166, Barcelona School of Economics.
- Colin C. Caines, 2016.
"Can Learning Explain Boom-Bust Cycles In Asset Prices? An Application to the US Housing Boom,"
International Finance Discussion Papers
1181, Board of Governors of the Federal Reserve System (U.S.).
- Caines, Colin, 2020. "Can learning explain boom-bust cycles in asset prices? An application to the US housing boom," Journal of Macroeconomics, Elsevier, vol. 66(C).
- Colin Caines, 2017. "Can Learning Explain Boom-Bust Cycles in Asset Prices? An Application to the US Housing Boom," 2017 Meeting Papers 695, Society for Economic Dynamics.
- Beutel, Johannes & Metiu, Norbert & Stockerl, Valentin, 2021.
"Toothless tiger with claws? Financial stability communication, expectations, and risk-taking,"
Discussion Papers
05/2021, Deutsche Bundesbank.
- Beutel, Johannes & Metiu, Norbert & Stockerl, Valentin, 2021. "Toothless tiger with claws? Financial stability communication, expectations, and risk-taking," Journal of Monetary Economics, Elsevier, vol. 120(C), pages 53-69.
- Camous, Antoine & Van der Ghote, Alejandro, 2022. "Financial cycles under diagnostic beliefs," Working Paper Series 2659, European Central Bank.
- Gandré, Pauline, 2015. "Asset prices and information disclosure under recency-biased learning," CEPREMAP Working Papers (Docweb) 1515, CEPREMAP.
- Di Pace, Frederico & Mitra, Kaushik & Zhang, Shoujian, 2016.
"Adaptive learning and labour market dynamics,"
Bank of England working papers
633, Bank of England.
- F. Di Pace & K. Mitra & S. Zhang, 2021. "Adaptive Learning and Labor Market Dynamics," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 53(2-3), pages 441-475, March.
- Klaus Adam & Dmitry Matveev & Stefan Nagel, 2019.
"Do Survey Expectations of Stock Returns Reflect Risk-Adjustments?,"
2019 Meeting Papers
641, Society for Economic Dynamics.
- Adam, Klaus & Matveev, Dmitry & Nagel, Stefan, 2018. "Do survey expectations of stock returns reflect risk-adjustments?," CFS Working Paper Series 600, Center for Financial Studies (CFS).
- Klaus Adam & Dmitry Matveev & Stefan Nagel, 2019. "Do Survey Expectations of Stock Returns Reflect Risk Adjustments?," Staff Working Papers 19-11, Bank of Canada.
- Adam, Klaus & Nagel, Stefan & Matveev, Dmitry, 2018. "Do Survey Expectations of Stock Returns Reflect Risk-Adjustments?," CEPR Discussion Papers 13213, C.E.P.R. Discussion Papers.
- Adam, Klaus & Matveev, Dmitry & Nagel, Stefan, 2021. "Do survey expectations of stock returns reflect risk adjustments?," Journal of Monetary Economics, Elsevier, vol. 117(C), pages 723-740.
- Klaus Adam & Dmitry Matveev & Stefan Nagel, 2018. "Do Survey Expectations of Stock Returns Reflect Risk-Adjustments?," CESifo Working Paper Series 7285, CESifo.
- Klaus Adam & Dmitry Matveev & Stefan Nagel, 2018. "Do Survey Expectations of Stock Returns Reflect Risk-Adjustments?," NBER Working Papers 25122, National Bureau of Economic Research, Inc.
- Beckers, Benjamin & Bernoth, Kerstin, 2016. "Monetary Policy and Asset Mispricing," VfS Annual Conference 2016 (Augsburg): Demographic Change 145684, Verein für Socialpolitik / German Economic Association.
- Jin, Lawrence J. & Sui, Pengfei, 2022. "Asset pricing with return extrapolation," Journal of Financial Economics, Elsevier, vol. 145(2), pages 273-295.
- Lee, Taehyun & Moutzouris, Ioannis C & Papapostolou, Nikos C & Fatouh, Mahmoud, 2023. "Foreign exchange hedging using regime-switching models: the case of pound sterling," Bank of England working papers 1042, Bank of England.
- Ifrim, Adrian, 2023. "Sentimental Discount Rate Shocks," EconStor Preprints 268363, ZBW - Leibniz Information Centre for Economics.
- Cong Chen & Changsheng Hu & Hongxing Yao, 2022. "Noise Trader Risk and Wealth Effect: A Theoretical Framework," Mathematics, MDPI, vol. 10(20), pages 1-18, October.
- Adam, Klaus & Beutel, Johannes & Marcet, Albert, 2014.
"Stock price booms and expected capital gains,"
Working Papers
14-12, University of Mannheim, Department of Economics.
- Klaus Adam & Johannes Beutel & Albert Marcet, 2014. "Stock Price Booms and Expected Capital Gains," UFAE and IAE Working Papers 948.14, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
- Marcet, Albert & Adam, Klaus & Beutel, Johannes, 2014. "Stock Price Booms and Expected Capital Gains," CEPR Discussion Papers 9988, C.E.P.R. Discussion Papers.
- Klaus Adam & Albert Marcet & Johannes Beutel, 2015. "Stock Price Booms and Expected Capital Gains," Working Papers 757, Barcelona School of Economics.
- Klaus Adam & Albert Marcet & Johannes Beutel, 2017. "Stock Price Booms and Expected Capital Gains," American Economic Review, American Economic Association, vol. 107(8), pages 2352-2408, August.
- Adam, Klaus & Merkel, Sebastian, 2019.
"Stock Price Cycles and Business Cycles,"
CEPR Discussion Papers
13866, C.E.P.R. Discussion Papers.
- Adam, Klaus & Merkel, Sebastian, 2019. "Stock price cycles and business cycles," Working Paper Series 2316, European Central Bank.
- Klaus Adam & Sebastian Merkel, 2019. "Stock Price Cycles and Business Cycles," CRC TR 224 Discussion Paper Series crctr224_2019_105, University of Bonn and University of Mannheim, Germany.
- Klaus Adam & Oliver Pfäuti & Timo Reinelt, 2020. "Falling Natural Rates, Rising Housing Volatility and the Optimal Inflation Target," CRC TR 224 Discussion Paper Series crctr224_2020_235, University of Bonn and University of Mannheim, Germany.
- Nicholas Barberis & Robin Greenwood & Lawrence Jin & Andrei Shleifer, 2013.
"X-CAPM: An Extrapolative Capital Asset Pricing Model,"
NBER Working Papers
19189, National Bureau of Economic Research, Inc.
- Barberis, Nicholas & Greenwood, Robin & Jin, Lawrence & Shleifer, Andrei, 2015. "X-CAPM: An extrapolative capital asset pricing model," Journal of Financial Economics, Elsevier, vol. 115(1), pages 1-24.
- Nicholas Barberis & Robin Greenwood & Lawrence Jin & Andrei Shleifer, "undated". "X-CAPM: An Extrapolative Capital Asset Pricing Model," Working Paper 86521, Harvard University OpenScholar.
- Massenot, Baptiste, 2020. "Credit cycles: Experimental evidence," SAFE Working Paper Series 104 [rev.], Leibniz Institute for Financial Research SAFE, revised 2020.
- Brückbauer, Frank, 2022. "Do financial market experts know their theory? New evidence from survey data," ZEW Discussion Papers 20-092, ZEW - Leibniz Centre for European Economic Research, revised 2022.
- Kelikume, Ikechukwu & Evans, Olaniyi & Iyoha, Faith, 2020. "Efficient Market Hypothesis in the Presence of Market Imperfections: Evidence from Selected Stock Markets in Africa," MPRA Paper 118200, University Library of Munich, Germany.
- Berardi, Michele, 2021. "Uncertainty, sentiments and time-varying risk premia," MPRA Paper 106922, University Library of Munich, Germany.
- Tortorice, Daniel L, 2018.
"The business cycle implications of fluctuating long run expectations,"
Journal of Macroeconomics, Elsevier, vol. 58(C), pages 266-291.
- Dan Tortorice, 2016. "The Business Cycles Implications of Fluctuating Long Run Expectations," Working Papers 100, Brandeis University, Department of Economics and International Business School.
- Pauline Gandré, 2020.
"Learning, house prices and macro-financial linkages,"
Working Papers
hal-04159701, HAL.
- Pauline Gandré, 2020. "Learning, house prices and macro-financial linkages," EconomiX Working Papers 2020-10, University of Paris Nanterre, EconomiX.
- Marcet, Albert & Adam, Klaus & Beutel, Johannes & Merkel, Sebastian, 2015.
"Can a Financial Transaction Tax Prevent Stock Price Booms?,"
CEPR Discussion Papers
10727, C.E.P.R. Discussion Papers.
- Adam, Klaus & Beutel, Johannes & Marcet, Albert & Merkel, Sebastian, 2015. "Can a financial transaction tax prevent stock price booms?," Journal of Monetary Economics, Elsevier, vol. 76(S), pages 90-109.
- Adam, Klaus & Marcet, Albert & Merkel, Sebastian & Beutel, Johannes, 2015. "Can a financial transaction tax prevent stock price booms?," Working Papers 15-10, University of Mannheim, Department of Economics.
- Klaus Adam & Albert Marcet & Sebastian Merkel & Johannes Beutel, 2015. "Can a Financial Transaction Tax Prevent Stock Price Booms?," Working Papers 840, Barcelona School of Economics.
- de Jong, Johan & Sonnemans, Joep & Tuinstra, Jan, 2022.
"The effect of futures markets on the stability of commodity prices,"
Journal of Economic Behavior & Organization, Elsevier, vol. 198(C), pages 176-211.
- Johan de Jong & Joep Sonnemans & Jan Tuinstra, "undated". "The Effect of Futures Markets on the Stability of Commodity Prices," Tinbergen Institute Discussion Papers 19-028/II, Tinbergen Institute.
- Calvert Jump, Robert & Hommes, Cars & Levine, Paul, 2019.
"Learning, heterogeneity, and complexity in the New Keynesian model,"
Journal of Economic Behavior & Organization, Elsevier, vol. 166(C), pages 446-470.
- Robert Calvert Jump & Cars Hommes & Paul Levine, 2018. "Learning, Heterogeneity, and Complexity in the New Keynesian Model," Working Papers 20181807, Department of Accounting, Economics and Finance, Bristol Business School, University of the West of England, Bristol.
- Charles Nathanson & Edward Glaeser, 2015. "An Extrapolative Model of House Price Dynamics," 2015 Meeting Papers 1108, Society for Economic Dynamics.
- YiLi Chien & In-Koo Cho & B. Ravikumar, 2020.
"Convergence to Rational Expectations in Learning Models: A Note of Caution,"
Working Papers
2020-027, Federal Reserve Bank of St. Louis, revised 19 Sep 2020.
- YiLi Chien & In-Koo Cho & B. Ravikumar, 2021. "Convergence to Rational Expectations in Learning Models: A Note of Caution," Review, Federal Reserve Bank of St. Louis, vol. 103(3), pages 351-366, July.
- Anmol Bhandari & Jaroslav Borovicka & Paul Ho, 2019. "Survey Data and Subjective Beliefs in Business Cycle Models," Working Paper 19-14, Federal Reserve Bank of Richmond.
- Katsuhiro Oshima, 2019. "Heterogeneous Beliefs, Monetary Policy, and Stock Price Volatility," KIER Working Papers 1013, Kyoto University, Institute of Economic Research.
- Oliver Pfäuti & Fabian Seyrich, 2022.
"A Behavioral Heterogeneous Agent New Keynesian Model,"
Discussion Papers of DIW Berlin
1995, DIW Berlin, German Institute for Economic Research.
- Oliver Pfäuti & Fabian Seyrich, 2022. "A Behavioral Heterogeneous Agent New Keynesian Model," CRC TR 224 Discussion Paper Series crctr224_2022_334, University of Bonn and University of Mannheim, Germany.
- Greg Kaplan & Kurt Mitman & Giovanni L. Violante, 2020.
"The Housing Boom and Bust: Model Meets Evidence,"
Journal of Political Economy, University of Chicago Press, vol. 128(9), pages 3285-3345.
- Greg Kaplan & Kurt Mitman & Giovanni L. Violante, 2017. "The Housing Boom and Bust: Model Meets Evidence," NBER Working Papers 23694, National Bureau of Economic Research, Inc.
- Violante, Giovanni & Kaplan, Greg & Mitman, Kurt, 2017. "The Housing Boom and Bust: Model Meets Evidence," CEPR Discussion Papers 12215, C.E.P.R. Discussion Papers.
- Yuriy Gorodnichenko & Xiao Yin, 2024.
"Higher-Order Beliefs and Risky Asset Holdings,"
NBER Working Papers
32680, National Bureau of Economic Research, Inc.
- Gorodnichenko, Yuriy & Yin, Xiao, 2024. "Higher-Order Beliefs and Risky Asset Holdings," IZA Discussion Papers 17120, Institute of Labor Economics (IZA).
- Christian Aleman & Christopher Busch & Alexander Ludwig & Raul Santaeulalia-Llopis, 2022.
"A Stage-Based Identification of Policy Effects,"
PIER Working Paper Archive
22-026, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Christian Alemán & Christopher Busch & Alexander Ludwig & Raül Santaeulà lia-Llopis, 2023. "Stage-Based Identification of Policy Effects," Working Papers 2023-026, Human Capital and Economic Opportunity Working Group.
- Alemán, Christian & Busch, Christopher & Ludwig, Alexander & Santaeulàlia-Llopis, Raül, 2023. "Stage-based identification of policy effects," SAFE Working Paper Series 404, Leibniz Institute for Financial Research SAFE.
- Christian Alemán & Christopher Busch & Alexander Ludwig & Raül Santaeulàlia-Llopis, 2023. "Stage-Based Identification of Policy Effects," CESifo Working Paper Series 10722, CESifo.
- Christian Alemán & Christopher Busch & Alexander Ludwig & Raül Santaeulàlia-Llopis, 2022. "A Stage-Based Identification of Policy Effects," Working Papers 1369, Barcelona School of Economics.
- Fatouh, Mahmoud & Giansante, Simone, 2023. "The cyclicality of bank credit losses and capital ratios under expected loss model," Bank of England working papers 1013, Bank of England.
- Anwar, Cep Jandi, 2021. "Heterogeneity Effect of Central Bank Independence on Asset Prices: Evidence from Selected Developing Countries," Jurnal Ekonomi Malaysia, Faculty of Economics and Business, Universiti Kebangsaan Malaysia, vol. 55(2), pages 65-80.
- Paolo Gelain & Kevin J. Lansing & Gisle J. Natvik, 2018.
"Explaining the Boom–Bust Cycle in the U.S. Housing Market: A Reverse‐Engineering Approach,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 50(8), pages 1751-1783, December.
- Paolo Gelain & Kevin J. Lansing & Gisle J. Natvik, 2015. "Explaining the Boom-Bust Cycle in the U.S. Housing Market: A Reverse-Engineering Approach," Working Paper 2015/11, Norges Bank.
- Paolo Gelain & Kevin J. Lansing & Gisele J. Natvik, 2015. "Explaining the Boom-Bust Cycle in the U.S. Housing Market: A Reverse-Engineering Approach," Working Paper Series 2015-2, Federal Reserve Bank of San Francisco.
- Glaeser, Edward L. & Nathanson, Charles G., 2015. "An Extrapolative Model of House Price Dynamics," Working Paper Series rwp15-012, Harvard University, John F. Kennedy School of Government.
- Matteo Benetton & Giovanni Compiani, 2024. "Investors’ Beliefs and Cryptocurrency Prices," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 14(2), pages 197-236.
- Roger Farmer & Jean-Philippe Bouchaud, 2020.
"Self-Fulfilling Prophecies, Quasi Non-Ergodicity & Wealth Inequality,"
NBER Working Papers
28261, National Bureau of Economic Research, Inc.
- Farmer, Roger & Bouchaud, Jean-Philippe, 2022. "Self-Fulfilling Prophecies, Quasi Non-Ergodicity & Wealth Inequality," CEPR Discussion Papers 15573, C.E.P.R. Discussion Papers.
- Edward L. Glaeser & Charles G. Nathanson, 2015. "An Extrapolative Model of House Price Dynamics," NBER Working Papers 21037, National Bureau of Economic Research, Inc.
- Matteo Bizzarri & Daniele d'Arienzo, 2023.
"The social value of overreaction to information,"
CSEF Working Papers
690, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
- Matteo Bizzarri & Daniele d'Arienzo, 2024. "The social value of overreaction to information," Papers 2403.08532, arXiv.org.
- Colin C. Caines & Fabian Winkler, 2018. "Asset Price Learning and Optimal Monetary Policy," International Finance Discussion Papers 1236, Board of Governors of the Federal Reserve System (U.S.).
- Ricardo De La O & Sean Myers, 2021. "Subjective Cash Flow and Discount Rate Expectations," Journal of Finance, American Finance Association, vol. 76(3), pages 1339-1387, June.
- Colin Caines & Fabian Winkler, 2019.
"Asset Price Beliefs and Optimal Monetary Policy,"
2019 Meeting Papers
713, Society for Economic Dynamics.
- Caines, Colin & Winkler, Fabian, 2021. "Asset price beliefs and optimal monetary policy," Journal of Monetary Economics, Elsevier, vol. 123(C), pages 53-67.
- Hollmayr, Josef & Kühl, Michael, 2016.
"Learning about banks' net worth and the slow recovery after the financial crisis,"
Discussion Papers
39/2016, Deutsche Bundesbank.
- Hollmayr, Josef & Kühl, Michael, 2019. "Learning about banks’ net worth and the slow recovery after the financial crisis," Journal of Economic Dynamics and Control, Elsevier, vol. 109(C).
- Suzane Bellue, 2023.
"Why Don’t Poor Families Move? A Spatial Equilibirum Analysis of Parental Decisions with Social Learning,"
CRC TR 224 Discussion Paper Series
crctr224_2023_472, University of Bonn and University of Mannheim, Germany.
- Suzanne Bellue, 2024. "Why Don’t Poor Families Move? A Spatial Equilibrium Analysis of Parental Decisions with Social Learning," Working Papers 2024-07, Center for Research in Economics and Statistics.
- Manuel Macera & Albert Marcet & Juan Pablo Nicolini, 2019. "On the Risk of Leaving the Euro," Working Papers 760, Federal Reserve Bank of Minneapolis.
- Hans-Martin von Gaudecker & Axel Wogrolly, 2019.
"The Dynamics of Households' Stock Market Beliefs,"
CRC TR 224 Discussion Paper Series
crctr224_2019_079, University of Bonn and University of Mannheim, Germany.
- Hans-Martin von Gaudecker & Axel Wogrolly & Hans-Martin von Gaudecker, 2019. "The dynamics of households' stock market beliefs," CESifo Working Paper Series 7602, CESifo.
- Magnus Dahlquist & Markus Ibert, 2024. "Equity Return Expectations and Portfolios: Evidence from Large Asset Managers," The Review of Financial Studies, Society for Financial Studies, vol. 37(6), pages 1887-1928.
- Katsuhiro Oshima, 2019. "Subjective Beliefs, Monetary Policy, and Stock Price Volatility," KIER Working Papers 1012, Kyoto University, Institute of Economic Research.
- Pascal Kieren & Jan Müller-Dethard & Martin Weber, 2023. "Risk-Taking and Asymmetric Learning in Boom and Bust Markets," Review of Finance, European Finance Association, vol. 27(5), pages 1743-1779.
- Daniel L. Tortorice, 2014.
"Equity Return Predictability, Time Varying Volatility and Learning About the Permanence of Shocks,"
Working Papers
70, Brandeis University, Department of Economics and International Business School.
- Tortorice, Daniel L., 2018. "Equity return predictability, time varying volatility and learning about the permanence of shocks," Journal of Economic Behavior & Organization, Elsevier, vol. 148(C), pages 315-343.
- Lansing, Kevin J. & LeRoy, Stephen F. & Ma, Jun, 2022.
"Examining the sources of excess return predictability: Stochastic volatility or market inefficiency?,"
Journal of Economic Behavior & Organization, Elsevier, vol. 197(C), pages 50-72.
- Kevin J. Lansing & Stephen F. LeRoy & Jun Ma, 2022. "Examining the Sources of Excess Return Predictability: Stochastic Volatility or Market Inefficiency?," Working Paper Series 2018-14, Federal Reserve Bank of San Francisco.
- Stefano Eusepi & Marc P. Giannoni & Bruce Preston, 2017.
"Some implications of learning for price stability,"
CAMA Working Papers
2017-08, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Eusepi, Stefano & Giannoni, Marc P. & Preston, Bruce, 2018. "Some implications of learning for price stability," European Economic Review, Elsevier, vol. 106(C), pages 1-20.
- Klaus Adam & Michael Woodford, 2018.
"Leaning Against Housing Prices as Robustly Optimal Monetary Policy,"
NBER Working Papers
24629, National Bureau of Economic Research, Inc.
- Adam, Klaus & Woodford, Michael, 2018. "Leaning against housing prices as robustly optimal monetary policy," CFS Working Paper Series 601, Center for Financial Studies (CFS).
- Klaus Adam & Michael Woodford, 2018. "Leaning Against Housing Prices as Robustly Optimal Monetary Policy," CRC TR 224 Discussion Paper Series crctr224_2018_016, University of Bonn and University of Mannheim, Germany.
- Klaus Adam & Michael Woodford, 2018. "Leaning Against Housing Prices as Robustly Optimal Monetary Policy," CESifo Working Paper Series 7071, CESifo.
- Mikael Bask & João Madeira, 2021. "Extrapolative expectations and macroeconomic dynamics: Evidence from an estimated DSGE model," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(1), pages 1101-1111, January.
- Glaeser, Edward L. & Nathanson, Charles G., 2017. "An extrapolative model of house price dynamics," Journal of Financial Economics, Elsevier, vol. 126(1), pages 147-170.
- Ricardo De la O & Sean Myers, 2018. "Subjective Cash Flows and Discount Rates," 2018 Meeting Papers 291, Society for Economic Dynamics.
- Kuang, Pei & Mitra, Kaushik, 2016.
"Long-run growth uncertainty,"
Journal of Monetary Economics, Elsevier, vol. 79(C), pages 67-80.
- Pei Kuang & Kaushik Mitra, 2015. "Long-Run Growth Uncertainty," Discussion Papers 15-07, Department of Economics, University of Birmingham.
- Pei Kuang & Kaushik Mitra, 2015. "Long Run Growth Uncertainty," Discussion Papers 15-13, Department of Economics, University of Birmingham.
- Benjamin Beckers & Kerstin Bernoth, 2016.
"Monetary Policy and Mispricing in Stock Markets,"
Discussion Papers of DIW Berlin
1605, DIW Berlin, German Institute for Economic Research.
- Beckers, Benjamin & Bernoth, Kerstin, 2023. "Monetary Policy and Mispricing in Stock Markets," MPRA Paper 120502, University Library of Munich, Germany.
- Bouaddi, Mohammed & Moutanabbir, Khouzeima, 2023. "Rational distorted beliefs investor; which risk matters?," Finance Research Letters, Elsevier, vol. 51(C).
- Stefan Nagel & Zhengyang Xu, 2022.
"Dynamics of Subjective Risk Premia,"
NBER Working Papers
29803, National Bureau of Economic Research, Inc.
- Nagel, Stefan & Xu, Zhengyang, 2023. "Dynamics of subjective risk premia," Journal of Financial Economics, Elsevier, vol. 150(2).
- Stefan Nagel & Zhengyang Xu, 2022. "Dynamics of Subjective Risk Premia," CESifo Working Paper Series 9693, CESifo.
- Nagel, Stefan & Xu, Zhengyang, 2022. "Dynamics of Subjective Risk Premia," CEPR Discussion Papers 17064, C.E.P.R. Discussion Papers.
- Zhang, Tongbin, 2021. "Stock prices and the risk-free rate: An internal rationality approach," Journal of Economic Dynamics and Control, Elsevier, vol. 127(C).
- Pooya Molavi, 2019. "Macroeconomics with Learning and Misspecification: A General Theory and Applications," 2019 Meeting Papers 1584, Society for Economic Dynamics.
- Hongye Guo & Jessica A. Wachter, 2019. ""Superstitious" Investors," NBER Working Papers 25603, National Bureau of Economic Research, Inc.
- Christine Laudenbach & Annika Weber & Rüdiger Weber & Johannes Wohlfart, 2021. "Beliefs about the Stock Market and Investment Choices: Evidence from a Survey and a Field Experiment," CESifo Working Paper Series 9427, CESifo.
- Gelain, Paolo & Iskrev, Nikolay & J. Lansing, Kevin & Mendicino, Caterina, 2019. "Inflation dynamics and adaptive expectations in an estimated DSGE model," Journal of Macroeconomics, Elsevier, vol. 59(C), pages 258-277.
- Hommes, Cars, 2018. "Behavioral & experimental macroeconomics and policy analysis: a complex systems approach," Working Paper Series 2201, European Central Bank.
- Florian Schuster & Marco Wysietzki & Jonas Zdrzalek, 2023. "How Heterogeneous Beliefs Trigger Financial Crises," ECONtribute Discussion Papers Series 238, University of Bonn and University of Cologne, Germany.
- Boehl, Gregor, 2022.
"Monetary policy and speculative asset markets,"
European Economic Review, Elsevier, vol. 148(C).
- Gregor Boehl, 2020. "Monetary Policy and Speculative Asset Markets," CRC TR 224 Discussion Paper Series crctr224_2020_224, University of Bonn and University of Mannheim, Germany.
- Pei Kuang, 2019. "New Tests of Expectation Formation with Applications to Asset Pricing Models," 2019 Meeting Papers 187, Society for Economic Dynamics.
- Pei Kuang & Kaushik Mitra, 2022. "Potential Output Pessimism and Austerity in the European Union," Discussion Papers 22-08, Department of Economics, University of Birmingham.
- Cong Chen & Changsheng Hu & Liang Wu, 2023. "Feedback Trading, Investor Sentiment and the Volatility Puzzle: An Infinite Theoretical Framework," Mathematics, MDPI, vol. 11(14), pages 1-15, July.
- Kedar-Levy, Haim, 2020. "Price discovery in the small and in the large: Momentum and reversal, bubbles, and crashes," Journal of Financial Markets, Elsevier, vol. 48(C).
- Vázquez, Jesús & Aguilar, Pablo, 2021. "Adaptive learning with term structure information," European Economic Review, Elsevier, vol. 134(C).
- Jean Paul Rabanal & Aleksei Chernulich & John Horowitz & Olga A. Rud & Manizha Sharifova, 2019. "Market timing under public and private information," Working Papers 151, Peruvian Economic Association.
- Rüdiger Weber & Annika Weber & Christine Laudenbach & Johannes Wohlfart, 2021. "Beliefs About the Stock Market and Investment Choices: Evidence from a Field Experiment," CEBI working paper series 21-17, University of Copenhagen. Department of Economics. The Center for Economic Behavior and Inequality (CEBI).
- Jan Libich & Liam Lenten, 2022. "Hero or villain? The financial system in the 21st century," Journal of Economic Surveys, Wiley Blackwell, vol. 36(1), pages 3-40, February.
- Boqiang Lin & Tianxu Lan, 2024. "The time‐varying volatility spillover effects between China's coal and metal market," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 44(5), pages 699-719, May.
- Andrew Y. Chen & Rebecca Wasyk & Fabian Winkler, 2017. "A Likelihood-Based Comparison of Macro Asset Pricing Models," Finance and Economics Discussion Series 2017-024, Board of Governors of the Federal Reserve System (U.S.).
- Wang, Hailong & Hu, Duni, 2022. "Heterogenous beliefs with sentiments and asset pricing," The North American Journal of Economics and Finance, Elsevier, vol. 63(C).
- Weber, Martin & Kieren, Pascal & Mueller-Dethard, Jan, 2020. "Why so Negative? Belief Formation and Risk Taking in Boom and Bust Markets," CEPR Discussion Papers 14647, C.E.P.R. Discussion Papers.
- Evans, David & Evans, George W. & McGough, Bruce, 2022. "The RPEs of RBCs and other DSGEs," Journal of Economic Dynamics and Control, Elsevier, vol. 143(C).
- Jaccard, Ivan, 2018. "Stochastic discounting and the transmission of money supply shocks," Working Paper Series 2174, European Central Bank.
- Matteo Benetton & Giovanni Compiani, 2020. "Investors’ Beliefs and Asset Prices: A Structural Model of Cryptocurrency Demand," Working Papers 2020-107, Becker Friedman Institute for Research In Economics.
- Ricardo Barahona & Stefano Cassella & Kristy A. E. Jansen, 2023. "Do Teams Alleviate or Exacerbate the Extrapolation Bias in the Stock Market?," Working Papers 2335, Banco de España.
- Francesco Bianchi & Sydney C. Ludvigson & Sai Ma, 2022.
"Belief Distortions and Macroeconomic Fluctuations,"
American Economic Review, American Economic Association, vol. 112(7), pages 2269-2315, July.
- Francesco Bianchi & Sydney C. Ludvigson & Sai Ma, 2020. "Belief Distortions and Macroeconomic Fluctuations," NBER Working Papers 27406, National Bureau of Economic Research, Inc.
- Bianchi, Francesco & Ludvigson, Sydney & Ma, Sai, 2020. "Belief Distortions and Macroeconomic Fluctuations," CEPR Discussion Papers 15003, C.E.P.R. Discussion Papers.
- Pei Kuang & Renbin Zhang & Tongbin Zhang, 2019. "New Tests of Expectation Formation with Applications to Asset Pricing Models," Discussion Papers 19-05, Department of Economics, University of Birmingham.
- Kuang, Pei & Tang, Li & Zhang, Renbin & Zhang, Tongbin, 2022. "Forecast disagreement about long-run macroeconomic relationships," Journal of Economic Behavior & Organization, Elsevier, vol. 200(C), pages 371-387.
- Evans, David & Evans, George W. & McGough, Bruce, 2021. "Learning when to say no," Journal of Economic Theory, Elsevier, vol. 194(C).
- Katsuhiro Oshima, 2021. "Heterogeneous beliefs, monetary policy, and stock price volatility," Annals of Finance, Springer, vol. 17(1), pages 79-125, March.
- Hiebert, Paul & Jaccard, Ivan & Schüler, Yves, 2018. "Contrasting financial and business cycles: Stylized facts and candidate explanations," Journal of Financial Stability, Elsevier, vol. 38(C), pages 72-80.
- Emir Zildžović, 2015. "The Sustainability Of Serbia`S External Position: The Impact Of Fiscal Adjustment And External Shocks," Economic Annals, Faculty of Economics and Business, University of Belgrade, vol. 60(204), pages 31-60, January –.
- Makridis, Christos A., 2022. "The social transmission of economic sentiment on consumption," European Economic Review, Elsevier, vol. 148(C).
- Li, Kai & Liu, Jun, 2023. "Extrapolative asset pricing," Journal of Economic Theory, Elsevier, vol. 210(C).
- von Gaudecker, Hans-Martin & Wogrolly, Axel, 2022. "Heterogeneity in households’ stock market beliefs," Journal of Econometrics, Elsevier, vol. 231(1), pages 232-247.
- Christine Laudenbach & Annika Weber & Johannes Wohlfart, 2021. "Beliefs About the Stock Market and Investment Choices: Evidence from a Field Experiment," ECONtribute Discussion Papers Series 128, University of Bonn and University of Cologne, Germany.
- Gandré, Pauline, 2020. "US stock prices and recency-biased learning in the run-up to the Global Financial Crisis and its aftermath," Journal of International Money and Finance, Elsevier, vol. 104(C).
Articles
- Klaus Adam & Albert Marcet & Johannes Beutel, 2017.
"Stock Price Booms and Expected Capital Gains,"
American Economic Review, American Economic Association, vol. 107(8), pages 2352-2408, August.
See citations under working paper version above.
- Klaus Adam & Johannes Beutel & Albert Marcet, 2014. "Stock Price Booms and Expected Capital Gains," UFAE and IAE Working Papers 948.14, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
- Marcet, Albert & Adam, Klaus & Beutel, Johannes, 2014. "Stock Price Booms and Expected Capital Gains," CEPR Discussion Papers 9988, C.E.P.R. Discussion Papers.
- Klaus Adam & Albert Marcet & Johannes Beutel, 2015. "Stock Price Booms and Expected Capital Gains," Working Papers 757, Barcelona School of Economics.
- Adam, Klaus & Beutel, Johannes & Marcet, Albert, 2014. "Stock price booms and expected capital gains," Working Papers 14-12, University of Mannheim, Department of Economics.
- Adam, Klaus & Beutel, Johannes & Marcet, Albert & Merkel, Sebastian, 2015.
"Can a financial transaction tax prevent stock price booms?,"
Journal of Monetary Economics, Elsevier, vol. 76(S), pages 90-109.
See citations under working paper version above.Sorry, no citations of articles recorded.
- Marcet, Albert & Adam, Klaus & Beutel, Johannes & Merkel, Sebastian, 2015. "Can a Financial Transaction Tax Prevent Stock Price Booms?," CEPR Discussion Papers 10727, C.E.P.R. Discussion Papers.
- Adam, Klaus & Marcet, Albert & Merkel, Sebastian & Beutel, Johannes, 2015. "Can a financial transaction tax prevent stock price booms?," Working Papers 15-10, University of Mannheim, Department of Economics.
- Klaus Adam & Albert Marcet & Sebastian Merkel & Johannes Beutel, 2015. "Can a Financial Transaction Tax Prevent Stock Price Booms?," Working Papers 840, Barcelona School of Economics.
More information
Research fields, statistics, top rankings, if available.Statistics
Access and download statistics for all items
Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 9 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-FMK: Financial Markets (6) 2014-04-05 2014-04-11 2014-12-29 2015-07-25 2015-08-01 2015-10-10. Author is listed
- NEP-CFN: Corporate Finance (4) 2014-04-05 2014-04-11 2015-07-25 2015-10-10
- NEP-BIG: Big Data (2) 2019-01-14 2019-01-28
- NEP-CMP: Computational Economics (2) 2019-01-14 2019-01-28
- NEP-DCM: Discrete Choice Models (1) 2019-01-28
- NEP-FDG: Financial Development and Growth (1) 2024-08-12
- NEP-GER: German Papers (1) 2014-04-11
- NEP-HIS: Business, Economic and Financial History (1) 2019-01-14
- NEP-MAC: Macroeconomics (1) 2024-08-12
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.
To update listings or check citations waiting for approval, Johannes Beutel should log into the RePEc Author Service.
To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.
To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.
Please note that most corrections can take a couple of weeks to filter through the various RePEc services.