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1. Term structure of equity risk premia in rough terrain: 150 years of the French stock market. (2024). Prat, Georges ; le Bris, David.
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2. Analysts’ extrapolative expectations in the cross-section. (2024). Oesinghaus, Andreas.
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3. Do financial market experts know their theory? New evidence from survey data. (2022). Brückbauer, Frank ; Bruckbauer, Frank.
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4. Examining the Sources of Excess Return Predictability: Stochastic Volatility or Market Inefficiency?. (2022). Ma, Jun ; LeRoy, Stephen ; Lansing, Kevin.
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5. Self-Fulfilling Prophecies, Quasi Non-Ergodicity and Wealth Inequality. (2022). Farmer, Roger ; Bouchaud, Jean-Philippe.
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6. Toothless tiger with claws? Financial stability communication, expectations, and risk-taking. (2021). Metiu, Norbert ; Stockerl, Valentin ; Beutel, Johannes.
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7. Adaptive Learning and Labor Market Dynamics. (2021). Mitra, Kaushik ; Di Pace, Federico ; Zhang, S ; Dipace, F.
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8. Extrapolative expectations and macroeconomic dynamics: Evidence from an estimated DSGE model. (2021). Madeira, Joao ; Bask, Mikael.
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9. Uncertainty, sentiments and time-varying risk premia. (2021). Berardi, Michele.
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10. Split Personalities? Behavioral Effects of Temperature on Financial Decision-making. (2021). Makridis, Christos ; Litina, Anastasia ; Gavresi, Despina.
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11. Heterogeneous beliefs, monetary policy, and stock price volatility. (2021). Oshima, Katsuhiro.
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12. Convergence to Rational Expectations in Learning Models: A Note of Caution. (2021). Ravikumar, B ; Chien, YiLi ; Cho, Inkoo.
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13. Toothless tiger with claws? Financial stability communication, expectations, and risk-taking. (2021). Metiu, Norbert ; Stockerl, Valentin ; Beutel, Johannes.
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15. Learning when to say no. (2021). McGough, Bruce ; Evans, George.
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16. The ordering of historical returns and the cross-section of subsequent returns. (2021). Mohrschladt, Hannes.
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17. Adaptive learning with term structure information. (2021). Vázquez, Jesús ; Aguilar, Pablo ; Vazquez, Jesus.
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20. Robustly Optimal Monetary Policy in a New Keynesian Model with Housing. (2020). Woodford, Michael ; Adam, Klaus.
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21. The role of learning for asset prices and business cycles. (2020). Winkler, Fabian.
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22. US stock prices and recency-biased learning in the run-up to the Global Financial Crisis and its aftermath. (2020). Gandré, Pauline ; Gandre, Pauline.
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24. Learning, house prices and macro-financial linkages. (2020). Gandré, Pauline ; Gandre, Pauline.
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26. Robustly Optimal Monetary Policy in a New Keynesian Model with Housing. (2020). Woodford, Michael ; Adam, Klaus.
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27. Robustly Optimal Monetary Policy in a New Keynesian Model with Housing. (2020). Woodford, Michael ; Adam, Klaus.
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29. Asset Price Beliefs and Optimal Monetary Policy. (2019). Winkler, Fabian ; Caines, Colin.
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30. New Tests of Expectation Formation with Applications to Asset Pricing Models. (2019). Kuang, Pei.
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31. Superstitious Investors. (2019). Wachter, Jessica ; Guo, Hongye.
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32. Heterogeneous Beliefs, Monetary Policy, and Stock Price Volatility. (2019). Oshima, Katsuhiro.
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33. Subjective Beliefs, Monetary Policy, and Stock Price Volatility. (2019). Oshima, Katsuhiro.
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34. Survey Data and Subjective Beliefs in Business Cycle Models. (2019). Ho, Paul ; Borovička, Jaroslav ; Horvitz, Paul M ; Bhandari, Anmol.
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35. Learning, heterogeneity, and complexity in the New Keynesian model. (2019). Levine, Paul ; Hommes, Cars ; Calvert Jump, Robert.
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36. Learning about banks’ net worth and the slow recovery after the financial crisis. (2019). Kühl, Michael ; Kuhl, Michael ; Hollmayr, Josef.
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37. Equity Risk Premium and Time Horizon: what do the French secular data say ?. (2019). Prat, Georges ; le Bris, David.
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38. Stock Price Cycles and Business Cycles. (2019). Adam, Klaus ; Merkel, Sebastian.
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39. New Tests of Expectation Formation with Applications to Asset Pricing Models. (2019). Kuang, Pei ; Zhang, Tongbin.
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40. Leaning against housing prices as robustly optimal monetary policy. (2018). Woodford, Michael ; Adam, Klaus.
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41. Explaining the Boom–Bust Cycle in the U.S. Housing Market: A Reverse‐Engineering Approach. (2018). Natvik, Gisle ; Lansing, Kevin ; Gelain, Paolo.
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42. Learning, Heterogeneity, and Complexity in the New Keynesian Model.. (2018). Levine, Paul ; Hommes, Cars ; Calvert Jump, Robert.
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43. Asset Price Learning and Optimal Monetary Policy. (2018). Winkler, Fabian ; Caines, Colin.
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44. The business cycle implications of fluctuating long run expectations. (2018). Tortorice, Daniel.
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45. Equity return predictability, time varying volatility and learning about the permanence of shocks. (2018). Tortorice, Daniel.
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46. Contrasting financial and business cycles: Stylized facts and candidate explanations. (2018). Schüler, Yves ; Jaccard, Ivan ; Schuler, Yves ; Hiebert, Paul.
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47. Some implications of learning for price stability. (2018). Preston, Bruce ; Giannoni, Marc ; Eusepi, Stefano.
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48. Behavioral & experimental macroeconomics and policy analysis: a complex systems approach. (2018). Hommes, Cars.
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49. Stochastic discounting and the transmission of money supply shocks. (2018). Jaccard, Ivan.
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50. Leaning Against Housing Prices as Robustly Optimal Monetary Policy. (2018). Woodford, Michael ; Adam, Klaus.
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51. Leaning Against Housing Prices as Robustly Optimal Monetary Policy. (2018). Woodford, Michael ; Adam, Klaus.
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52. Internal rationalityuyuyuy, heterogeneity and complexity in the New Keynesian model. (2017). Levine, Paul ; Hommes, Cars ; Calvert Jump, Robert.
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53. Equity prices and fundamentals: a DDM–APT mixed approach. (2017). JAWADI, Fredj ; Prat, Georges.
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54. Modelling oil price expectations: evidence from survey data. (2009). Uctum, Remzi ; Prat, Georges.
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55. Specifying the Forecast Generating Process for Exchange Rate Survey Forecasts. (2007). Bonham, Carl.
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56. Economically rational expectations theory: evidence from the WTI oil price survey data. (2006). Uctum, Remzi ; Prat, Georges.
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57. Ex-ante risk premia in the US stock market: analysing experts behaviour at the individual level. (1986). Prat, Georges ; Abou, Alain.
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