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Details about Michele Berardi

E-mail:
Homepage:http://sites.google.com/site/micheleberardi/
Workplace:School of Economics, University of Manchester, (more information at EDIRC)
Macroeconomics Growth and Development Research Group, School of Economics, University of Manchester, (more information at EDIRC)

Access statistics for papers by Michele Berardi.

Last updated 2018-06-07. Update your information in the RePEc Author Service.

Short-id: pbe224


Jump to Journal Articles Chapters

Working Papers

2017

  1. Smoothing-based Initialization for Learning-to-Forecast Algorithms
    KOF Working papers, KOF Swiss Economic Institute, ETH Zurich Downloads View citations (1)

2016

  1. Herding through learning in an asset pricing model
    Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The Univeristy of Manchester Downloads
  2. On the Initialization of Adaptive Learning in Macroeconomic Models
    KOF Working papers, KOF Swiss Economic Institute, ETH Zurich Downloads View citations (3)
    See also Journal Article in Journal of Economic Dynamics and Control (2017)

2015

  1. Empirical Calibration of Adaptive Learning
    KOF Working papers, KOF Swiss Economic Institute, ETH Zurich Downloads View citations (1)
    See also Journal Article in Journal of Economic Behavior & Organization (2017)
  2. Expectations formation under adaptive learning and evolutionary dynamics
    Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The Univeristy of Manchester Downloads
  3. Prices, fundamental values and learning
    Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The Univeristy of Manchester Downloads View citations (1)

2014

  1. A Note on the Representative Adaptive Learning Algorithm
    KOF Working papers, KOF Swiss Economic Institute, ETH Zurich Downloads View citations (8)
    See also Journal Article in Economics Letters (2014)

2013

  1. On the fragility of sunspot equilibria under learning and evolutionary dynamics
    Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The Univeristy of Manchester Downloads
    See also Journal Article in Journal of Economic Behavior & Organization (2015)

2012

  1. 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 Univeristy of Manchester Downloads View citations (3)
    See also Journal Article in Economics Letters (2013)
  2. Endogenous time-varying risk aversion and asset return
    Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The Univeristy of Manchester Downloads
    See also Journal Article in Journal of Evolutionary Economics (2016)
  3. 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 Univeristy of Manchester Downloads View citations (7)
  4. 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 Univeristy of Manchester Downloads View citations (4)
  5. Strategic interactions, incomplete information and learning
    MPRA Paper, University Library of Munich, Germany Downloads
    Also in Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The Univeristy of Manchester (2011) Downloads

2011

  1. Fundamentalists vs. chartists: Learning and predictor choice dynamics
    Post-Print, HAL Downloads
    Also in Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The Univeristy of Manchester (2008) Downloads View citations (2)

    See also Journal Article in Journal of Economic Dynamics and Control (2011)
  2. On the stability properties of optimal interest rules under learning
    Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The Univeristy of Manchester Downloads
  3. Was Bernanke Right? Targeting Asset Prices may not be a Good Idea after all
    CESifo Working Paper Series, CESifo Group Munich Downloads View citations (1)
    See also Chapter (2015)

2010

  1. Heterogeneous learning dynamics and speed of convergence
    Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The Univeristy of Manchester Downloads
    See also Journal Article in Studies in Nonlinear Dynamics & Econometrics (2012)
  2. Real-Time, Adaptive Learning via Parameterized Expectations
    Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The Univeristy of Manchester Downloads View citations (2)
    See also Journal Article in Macroeconomic Dynamics (2015)

2009

  1. 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 Downloads View citations (1)
  2. Escape Dynamics and Policy Specification
    Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The Univeristy of Manchester Downloads
    See also Journal Article in Macroeconomic Dynamics (2013)
  3. Expectations, learning and policy rule
    Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The Univeristy of Manchester Downloads

2008

  1. Learning in a Credit Economy
    Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The Univeristy of Manchester Downloads View citations (3)
    See also Journal Article in Journal of Economic Dynamics and Control (2009)
  2. Should monetary policy respond to private sector expectations?
    MPRA Paper, University Library of Munich, Germany Downloads View citations (2)

2007

  1. Beyond the static money multiplier: in search of a dynamic theory of money
    MPRA Paper, University Library of Munich, Germany Downloads

2006

  1. Monetary policy with heterogeneous and misspecified expectations
    Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The Univeristy of Manchester Downloads
    See also Journal Article in Journal of Money, Credit and Banking (2009)

Journal Articles

2017

  1. Empirical calibration of adaptive learning
    Journal of Economic Behavior & Organization, 2017, 144, (C), 219-237 Downloads
    See also Working Paper (2015)
  2. On the initialization of adaptive learning in macroeconomic models
    Journal of Economic Dynamics and Control, 2017, 78, (C), 26-53 Downloads View citations (1)
    See also Working Paper (2016)

2016

  1. Endogenous time-varying risk aversion and asset returns
    Journal of Evolutionary Economics, 2016, 26, (3), 581-601 Downloads
    See also Working Paper (2012)

2015

  1. Learning and coordination with dispersed information
    Journal of Economic Dynamics and Control, 2015, 58, (C), 19-33 Downloads View citations (2)
  2. On the fragility of sunspot equilibria under learning and evolutionary dynamics
    Journal of Economic Behavior & Organization, 2015, 112, (C), 251-265 Downloads View citations (2)
    See also Working Paper (2013)
  3. REAL-TIME, ADAPTIVE LEARNING VIA PARAMETERIZED EXPECTATIONS
    Macroeconomic Dynamics, 2015, 19, (02), 245-269 Downloads View citations (3)
    See also Working Paper (2010)
  4. Time-varying policy rule under learning
    Economics Letters, 2015, 129, (C), 25-28 Downloads

2014

  1. A note on the representative adaptive learning algorithm
    Economics Letters, 2014, 124, (1), 104-107 Downloads View citations (8)
    See also Working Paper (2014)

2013

  1. A note on exact correspondences between adaptive learning algorithms and the Kalman filter
    Economics Letters, 2013, 118, (1), 139-142 Downloads View citations (8)
    See also Working Paper (2012)
  2. ESCAPE DYNAMICS AND POLICY SPECIFICATION
    Macroeconomic Dynamics, 2013, 17, (01), 123-142 Downloads View citations (1)
    See also Working Paper (2009)

2012

  1. Heterogeneous Learning Dynamics and Speed of Convergence
    Studies in Nonlinear Dynamics & Econometrics, 2012, 16, (4), 1-20 Downloads
    See also Working Paper (2010)

2011

  1. Fundamentalists vs. chartists: Learning and predictor choice dynamics
    Journal of Economic Dynamics and Control, 2011, 35, (5), 776-792 Downloads View citations (2)
    See also Working Paper (2011)

2009

  1. Heterogeneous expectations, sunspot equilibria and their fragility
    Economics Letters, 2009, 105, (3), 276-279 Downloads View citations (5)
  2. Learning in a credit economy
    Journal of Economic Dynamics and Control, 2009, 33, (5), 1159-1169 Downloads View citations (14)
    See also Working Paper (2008)
  3. Monetary Policy with Heterogeneous and Misspecified Expectations
    Journal of Money, Credit and Banking, 2009, 41, (1), 79-100 Downloads View citations (10)
    See also Working Paper (2006)

2007

  1. Heterogeneity and misspecifications in learning
    Journal of Economic Dynamics and Control, 2007, 31, (10), 3203-3227 Downloads View citations (40)
  2. The value of central bank transparency when agents are learning
    European Journal of Political Economy, 2007, 23, (1), 9-29 Downloads View citations (28)

Chapters

2015

  1. Was Bernanke Right? Targeting Asset Prices May: not: be 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 Downloads
    See also Working Paper (2011)
 
Page updated 2018-07-12