Details about William A. Branch

Access statistics for papers by William A. Branch.

Last updated 2009-08-25. Update your information in the RePEc Author Service.

Short-id: pbr196

Working Papers

2008

1. Learning about Risk and Return: A Simple Model of Bubbles and Crashes
   University of Oregon Economics Department Working Papers, University of Oregon Economics Department View citations

2007

2. Expectational stability in regime-switching rational expectations models
   Research Working Paper, Federal Reserve Bank of Kansas City
3. Monetary Policy, Endogenous Inattention, and the Volatility Trade-off
   University of Oregon Economics Department Working Papers, University of Oregon Economics Department View citations
   Also in Working Paper, Federal Reserve Bank of Cleveland (2004) View citations
   2006 Meeting Papers, Society for Economic Dynamics (2006) View citations
   See also Journal Article in Economic Journal (2009)

2006

4. Adaptive Learning, Endogenous Inattention, and Changes in Monetary Policy
   University of Oregon Economics Department Working Papers, University of Oregon Economics Department View citations
   Also in Working Paper, Federal Reserve Bank of Cleveland (2006)
5. Asset Return Dynamics and Learning
   University of Oregon Economics Department Working Papers, University of Oregon Economics Department View citations
6. Model Uncertainty and Endogenous Volatility
   University of Oregon Economics Department Working Papers, University of Oregon Economics Department View citations
   Also in Computing in Economics and Finance 2005, Society for Computational Economics (2005) View citations
   See also Journal Article in Review of Economic Dynamics (2007)

2005

7. A Simple Recursive Forecasting Model
   University of Oregon Economics Department Working Papers, University of Oregon Economics Department View citations
   See also Journal Article in Economics Letters (2006)

2004

8. Intrinsic Heterogeneity in Expectation Formation
   University of Oregon Economics Department Working Papers, University of Oregon Economics Department View citations
   Also in Computing in Economics and Finance 2003, Society for Computational Economics (2003) View citations
   See also Journal Article in Journal of Economic Theory (2006)
9. Monetary Policy, Endogenous Inattention, and the Output-Inflation Variance Tradeoff
   Computing in Economics and Finance 2004, Society for Computational Economics

Journal Articles

2009

1. Monetary Policy, Endogenous Inattention and the Volatility Trade-off
   Economic Journal, 2009, 119, (534), 123-157
   See also Working Paper (2007)

2008

2. Monetary-Fiscal Policy Interactions under Implementable Monetary Policy Rules
   Journal of Money, Credit and Banking, 2008, 40, (5), 1095-1102
3. Replicator dynamics in a Cobweb model with rationally heterogeneous expectations
   Journal of Economic Behavior & Organization, 2008, 65, (2), 224-244 View citations

2007

4. Model Uncertainty and Endogenous Volatility
   Review of Economic Dynamics, 2007, 10, (2), 207-237
   See also Working Paper (2006)
5. Sticky information and model uncertainty in survey data on inflation expectations
   Journal of Economic Dynamics and Control, 2007, 31, (1), 245-276 View citations

2006

6. A simple recursive forecasting model
   Economics Letters, 2006, 91, (2), 158-166 View citations
   See also Working Paper (2005)
7. Intrinsic heterogeneity in expectation formation
   Journal of Economic Theory, 2006, 127, (1), 264-295 View citations
   See also Working Paper (2004)

2005

8. Consistent expectations and misspecification in stochastic non-linear economies
   Journal of Economic Dynamics and Control, 2005, 29, (4), 659-676 View citations

2004

9. The Theory of Rationally Heterogeneous Expectations: Evidence from Survey Data on Inflation Expectations
   Economic Journal, 2004, 114, (497), 592-621 View citations

2002

10. Local convergence properties of a cobweb model with rationally heterogeneous expectations
    Journal of Economic Dynamics and Control, 2002, 27, (1), 63-85 View citations