Details about William A. Branch

Access statistics for papers by William A. Branch.

Last updated 2018-03-11. Update your information in the RePEc Author Service.

Short-id: pbr196

Working Papers

2014

1. Financial Frictions, the Housing Market, and Unemployment
   Working Paper Series, Federal Reserve Bank of San Francisco View citations (4)
   See also Journal Article in Journal of Economic Theory (2016)

2012

2. Finite Horizon Learning
   SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) View citations (13)
   Also in University of Oregon Economics Department Working Papers, University of Oregon Economics Department (2010) View citations (3)

2010

3. Learning about Risk and Return: A Simple Model of Bubbles and Crashes
   SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) View citations (5)
   Also in University of Oregon Economics Department Working Papers, University of Oregon Economics Department
   See also Journal Article in American Economic Journal: Macroeconomics (2011)
4. Monetary Policy and Heterogeneous Expectations
   University of Oregon Economics Department Working Papers, University of Oregon Economics Department View citations (4)
   Also in SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) (2010) View citations (14)
   See also Journal Article in Economic Theory (2011)

2009

5. Introduction to the Journal of Economic Dynamics and Control special issue on Complexity in Economics and Finance
   CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance

2007

6. Expectational stability in regime-switching rational expectations models
   Research Working Paper, Federal Reserve Bank of Kansas City
7. Monetary Policy, Endogenous Inattention, and the Volatility Trade-off
   University of Oregon Economics Department Working Papers, University of Oregon Economics Department View citations (5)
   Also in 2006 Meeting Papers, Society for Economic Dynamics (2006) View citations (3)
   Working Papers (Old Series), Federal Reserve Bank of Cleveland (2004) View citations (1)
   See also Journal Article in Economic Journal (2009)

2006

8. Adaptive Learning, Endogenous Inattention, and Changes in Monetary Policy
   University of Oregon Economics Department Working Papers, University of Oregon Economics Department View citations (4)
   Also in Working Papers (Old Series), Federal Reserve Bank of Cleveland (2006) View citations (2)
9. Model Uncertainty and Endogenous Volatility
   University of Oregon Economics Department Working Papers, University of Oregon Economics Department
   Also in Computing in Economics and Finance 2005, Society for Computational Economics (2005) View citations (9)
   See also Journal Article in Review of Economic Dynamics (2007)

2005

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

2004

11. Intrinsic Heterogeneity in Expectation Formation
    University of Oregon Economics Department Working Papers, University of Oregon Economics Department
    Also in Computing in Economics and Finance 2003, Society for Computational Economics (2003) View citations (5)
    See also Journal Article in Journal of Economic Theory (2006)
12. Monetary Policy, Endogenous Inattention, and the Output-Inflation Variance Tradeoff
    Computing in Economics and Finance 2004, Society for Computational Economics View citations (1)

Undated

13. Asset Return Dynamics and Learning
    University of Oregon Economics Department Working Papers, University of Oregon Economics Department View citations (2)
    See also Journal Article in Review of Financial Studies (2010)

Journal Articles

2017

1. Unstable Inflation Targets
   Journal of Money, Credit and Banking, 2017, 49, (4), 767-806 View citations (9)

2016

2. Financial frictions, the housing market, and unemployment
   Journal of Economic Theory, 2016, 164, (C), 101-135 View citations (15)
   See also Working Paper (2014)
3. Heterogeneous beliefs and trading inefficiencies
   Journal of Economic Theory, 2016, 163, (C), 786-818 View citations (9)
4. Imperfect knowledge, liquidity and bubbles
   Journal of Economic Dynamics and Control, 2016, 62, (C), 17-42 View citations (1)

2014

5. Nowcasting and the Taylor Rule
   Journal of Money, Credit and Banking, 2014, 46, (5), 1035-1055 View citations (13)

2013

6. ADAPTIVE LEARNING IN REGIME-SWITCHING MODELS
   Macroeconomic Dynamics, 2013, 17, (5), 998-1022 View citations (11)
7. Bubbles, crashes and risk
   Economics Letters, 2013, 120, (2), 254-258 View citations (5)

2011

8. Business cycle amplification with heterogeneous expectations
   Economic Theory, 2011, 47, (2), 395-421 View citations (25)
9. Learning about Risk and Return: A Simple Model of Bubbles and Crashes
   American Economic Journal: Macroeconomics, 2011, 3, (3), 159-91 View citations (103)
   See also Working Paper (2010)
10. Monetary policy and heterogeneous expectations
    Economic Theory, 2011, 47, (2), 365-393 View citations (35)
    See also Working Paper (2010)

2010

11. Asset Return Dynamics and Learning
    Review of Financial Studies, 2010, 23, (4), 1651-1680 View citations (59)
    See also Working Paper
12. Dynamic predictor selection in a new Keynesian model with heterogeneous expectations
    Journal of Economic Dynamics and Control, 2010, 34, (8), 1492-1508 View citations (62)

2009

13. A New Keynesian model with heterogeneous expectations
    Journal of Economic Dynamics and Control, 2009, 33, (5), 1036-1051 View citations (157)
14. Introduction to special issue on complexity in economics and finance
    Journal of Economic Dynamics and Control, 2009, 33, (5), 1019-1022 View citations (2)
15. Monetary Policy, Endogenous Inattention and the Volatility Trade-off
    Economic Journal, 2009, 119, (534), 123-157 View citations (19)
    See also Working Paper (2007)

2008

16. Monetary-Fiscal Policy Interactions under Implementable Monetary Policy Rules
    Journal of Money, Credit and Banking, 2008, 40, (5), 1095-1102 View citations (12)
17. Replicator dynamics in a Cobweb model with rationally heterogeneous expectations
    Journal of Economic Behavior & Organization, 2008, 65, (2), 224-244 View citations (47)

2007

18. Model Uncertainty and Endogenous Volatility
    Review of Economic Dynamics, 2007, 10, (2), 207-237 View citations (64)
    See also Working Paper (2006)
19. Sticky information and model uncertainty in survey data on inflation expectations
    Journal of Economic Dynamics and Control, 2007, 31, (1), 245-276 View citations (113)

2006

20. A simple recursive forecasting model
    Economics Letters, 2006, 91, (2), 158-166 View citations (174)
    See also Working Paper (2005)
21. Intrinsic heterogeneity in expectation formation
    Journal of Economic Theory, 2006, 127, (1), 264-295 View citations (146)
    See also Working Paper (2004)

2005

22. Consistent expectations and misspecification in stochastic non-linear economies
    Journal of Economic Dynamics and Control, 2005, 29, (4), 659-676 View citations (17)

2004

23. Multiple Equilibria in Heterogeneous Expectations Models
    The B.E. Journal of Macroeconomics, 2004, 4, (1), 1-16 View citations (32)
24. The Theory of Rationally Heterogeneous Expectations: Evidence from Survey Data on Inflation Expectations
    Economic Journal, 2004, 114, (497), 592-621 View citations (342)

2002

25. Local convergence properties of a cobweb model with rationally heterogeneous expectations
    Journal of Economic Dynamics and Control, 2002, 27, (1), 63-85 View citations (30)