Details about Michele Berardi
Access statistics for papers by Michele Berardi.
Last updated 2023-03-17. Update your information in the RePEc Author Service.
Short-id: pbe224
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Working Papers
2021
- Beliefs asymmetry and price stability in a cobweb model
MPRA Paper, University Library of Munich, Germany 
See also Journal Article in Journal of Economic Behavior & Organization (2022)
- Uncertainty, sentiments and time-varying risk premia
MPRA Paper, University Library of Munich, Germany
2020
- Learning from Prices: Information Aggregation and Accumulation in an Asset Price Model
Economics Discussion Paper Series, Economics, The University of Manchester
- Learning from prices: information aggregation and accumulation in an asset market
MPRA Paper, University Library of Munich, Germany 
See also Journal Article in Annals of Finance (2021)
- Uncertainty and sentiments in asset prices
MPRA Paper, University Library of Munich, Germany View citations (1)
See also Journal Article in Journal of Economic Behavior & Organization (2022)
2019
- A probabilistic interpretation of the constant gain algorithm
MPRA Paper, University Library of Munich, Germany View citations (3)
2018
- Discrete beliefs space and equilibrium: a cautionary note
Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The University of Manchester 
See also Journal Article in Journal of Evolutionary Economics (2021)
- Information aggregation and learning in a dynamic asset pricing model
Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The University of Manchester
2017
- Smoothing-based Initialization for Learning-to-Forecast Algorithms
KOF Working papers, KOF Swiss Economic Institute, ETH Zurich View citations (1)
See also Journal Article in Macroeconomic Dynamics (2019)
2016
- Herding through learning in an asset pricing model
Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The University of Manchester
- On the Initialization of Adaptive Learning in Macroeconomic Models
KOF Working papers, KOF Swiss Economic Institute, ETH Zurich View citations (5)
See also Journal Article in Journal of Economic Dynamics and Control (2017)
2015
- Empirical Calibration of Adaptive Learning
KOF Working papers, KOF Swiss Economic Institute, ETH Zurich View citations (8)
See also Journal Article in Journal of Economic Behavior & Organization (2017)
- Expectations formation under adaptive learning and evolutionary dynamics
Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The University of Manchester
- Prices, fundamental values and learning
Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The University of Manchester View citations (2)
2014
- A Note on the Representative Adaptive Learning Algorithm
KOF Working papers, KOF Swiss Economic Institute, ETH Zurich View citations (11)
See also Journal Article in Economics Letters (2014)
2013
- On the fragility of sunspot equilibria under learning and evolutionary dynamics
Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The University of Manchester 
See also Journal Article in Journal of Economic Behavior & Organization (2015)
2012
- A note on exact correspondences between adaptive learning algorithms and the Kalman filter
Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The University of Manchester View citations (4)
See also Journal Article in Economics Letters (2013)
- Endogenous time-varying risk aversion and asset return
Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The University of Manchester 
See also Journal Article in Journal of Evolutionary Economics (2016)
- On the initialization of adaptive learning algorithms: A review of methods and a new smoothing-based routine
Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The University of Manchester View citations (7)
- On the plausibility of adaptive learning in macroeconomics: A puzzling conflict in the choice of the representative algorithm
Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The University of Manchester View citations (5)
- Strategic interactions, incomplete information and learning
MPRA Paper, University Library of Munich, Germany 
Also in Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The University of Manchester (2011)
2011
- Fundamentalists vs. chartists: Learning and predictor choice dynamics
Post-Print, HAL View citations (9)
Also in Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The University of Manchester (2008) View citations (2)
See also Journal Article in Journal of Economic Dynamics and Control (2011)
- On the stability properties of optimal interest rules under learning
Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The University of Manchester
- Was Bernanke Right? Targeting Asset Prices may not be a Good Idea after all
CESifo Working Paper Series, CESifo View citations (1)
See also Chapter (2015)
2010
- Heterogeneous learning dynamics and speed of convergence
Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The University of Manchester 
See also Journal Article in Studies in Nonlinear Dynamics & Econometrics (2012)
- Real-Time, Adaptive Learning via Parameterized Expectations
Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The University of Manchester View citations (2)
See also Journal Article in Macroeconomic Dynamics (2015)
2009
- Asset Prices and Monetary Policy: A New View of the Cost Channel
CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance View citations (2)
- Escape Dynamics and Policy Specification
Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The University of Manchester 
See also Journal Article in Macroeconomic Dynamics (2013)
- Expectations, learning and policy rule
Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The University of Manchester
2008
- Learning in a Credit Economy
Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The University of Manchester View citations (3)
See also Journal Article in Journal of Economic Dynamics and Control (2009)
- Should monetary policy respond to private sector expectations?
MPRA Paper, University Library of Munich, Germany View citations (3)
2007
- Beyond the static money multiplier: in search of a dynamic theory of money
MPRA Paper, University Library of Munich, Germany View citations (1)
See also Chapter (2007)
2006
- Heterogeneity and misspecifications in learning
Economics Discussion Paper Series, Economics, The University of Manchester 
See also Journal Article in Journal of Economic Dynamics and Control (2007)
- Monetary policy with heterogeneous and misspecified expectations
Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The University of Manchester 
Also in Economics Discussion Paper Series, Economics, The University of Manchester (2006) 
See also Journal Article in Journal of Money, Credit and Banking (2009)
Journal Articles
2022
- Beliefs asymmetry and price stability in a cobweb model
Journal of Economic Behavior & Organization, 2022, 203, (C), 401-415 
See also Working Paper (2021)
- Uncertainty and sentiments in asset prices
Journal of Economic Behavior & Organization, 2022, 202, (C), 498-516 View citations (1)
See also Working Paper (2020)
2021
- Discrete beliefs space and equilibrium: a cautionary note
Journal of Evolutionary Economics, 2021, 31, (2), 505-532 
See also Working Paper (2018)
- Learning from prices: information aggregation and accumulation in an asset market
Annals of Finance, 2021, 17, (1), 45-77 
See also Working Paper (2020)
2020
- A probabilistic interpretation of the constant gain learning algorithm
Bulletin of Economic Research, 2020, 72, (4), 393-403
2019
- SMOOTHING-BASED INITIALIZATION FOR LEARNING-TO-FORECAST ALGORITHMS
Macroeconomic Dynamics, 2019, 23, (3), 1008-1023 
See also Working Paper (2017)
2017
- Empirical calibration of adaptive learning
Journal of Economic Behavior & Organization, 2017, 144, (C), 219-237 View citations (14)
See also Working Paper (2015)
- On the initialization of adaptive learning in macroeconomic models
Journal of Economic Dynamics and Control, 2017, 78, (C), 26-53 View citations (3)
See also Working Paper (2016)
2016
- Endogenous time-varying risk aversion and asset returns
Journal of Evolutionary Economics, 2016, 26, (3), 581-601 View citations (1)
See also Working Paper (2012)
2015
- Learning and coordination with dispersed information
Journal of Economic Dynamics and Control, 2015, 58, (C), 19-33 View citations (3)
- On the fragility of sunspot equilibria under learning and evolutionary dynamics
Journal of Economic Behavior & Organization, 2015, 112, (C), 251-265 View citations (4)
See also Working Paper (2013)
- REAL-TIME, ADAPTIVE LEARNING VIA PARAMETERIZED EXPECTATIONS
Macroeconomic Dynamics, 2015, 19, (2), 245-269 View citations (4)
See also Working Paper (2010)
- Time-varying policy rule under learning
Economics Letters, 2015, 129, (C), 25-28
2014
- A note on the representative adaptive learning algorithm
Economics Letters, 2014, 124, (1), 104-107 View citations (11)
See also Working Paper (2014)
2013
- A note on exact correspondences between adaptive learning algorithms and the Kalman filter
Economics Letters, 2013, 118, (1), 139-142 View citations (18)
See also Working Paper (2012)
- ESCAPE DYNAMICS AND POLICY SPECIFICATION
Macroeconomic Dynamics, 2013, 17, (1), 123-142 View citations (2)
See also Working Paper (2009)
2012
- Heterogeneous Learning Dynamics and Speed of Convergence
Studies in Nonlinear Dynamics & Econometrics, 2012, 16, (4), 1-20 
See also Working Paper (2010)
2011
- Fundamentalists vs. chartists: Learning and predictor choice dynamics
Journal of Economic Dynamics and Control, 2011, 35, (5), 776-792 View citations (9)
See also Working Paper (2011)
2009
- Heterogeneous expectations, sunspot equilibria and their fragility
Economics Letters, 2009, 105, (3), 276-279 View citations (7)
- Learning in a credit economy
Journal of Economic Dynamics and Control, 2009, 33, (5), 1159-1169 View citations (15)
See also Working Paper (2008)
- Monetary Policy with Heterogeneous and Misspecified Expectations
Journal of Money, Credit and Banking, 2009, 41, (1), 79-100 View citations (15)
Also in Journal of Money, Credit and Banking, 2009, 41, (1), 79-100 (2009) View citations (2)
See also Working Paper (2006)
2007
- Heterogeneity and misspecifications in learning
Journal of Economic Dynamics and Control, 2007, 31, (10), 3203-3227 View citations (46)
See also Working Paper (2006)
- The value of central bank transparency when agents are learning
European Journal of Political Economy, 2007, 23, (1), 9-29 View citations (35)
Chapters
2015
- Was Bernanke Right? Targeting Asset Prices Maynotbe a Good Idea After All
A chapter in Monetary Policy in the Context of the Financial Crisis: New Challenges and Lessons, 2015, vol. 24, pp 451-496 View citations (1)
See also Working Paper (2011)
2007
- Beyond the Static Money Multiplier: In Search of a Dynamic Theory of Money
Springer View citations (1)
See also Working Paper (2007)
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