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Details about William A. Branch

E-mail:
Homepage:http://www.williambranch.org
Workplace:Department of Economics, University of California-Irvine, (more information at EDIRC)
CESifo, (more information at EDIRC)

Access statistics for papers by William A. Branch.

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

Short-id: pbr196


Jump to Journal Articles

Working Papers

2014

  1. Financial Frictions, the Housing Market, and Unemployment
    Working Paper Series, Federal Reserve Bank of San Francisco Downloads View citations (3)
    See also Journal Article in Journal of Economic Theory (2016)

2013

  1. Bubbles, Crashes and Risk
    CDMA Working Paper Series, Centre for Dynamic Macroeconomic Analysis Downloads View citations (5)
    See also Journal Article in Economics Letters (2013)

2012

  1. Finite Horizon Learning
    SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) Downloads View citations (5)
    Also in University of Oregon Economics Department Working Papers, University of Oregon Economics Department (2010) Downloads View citations (3)
    CDMA Working Paper Series, Centre for Dynamic Macroeconomic Analysis (2012) Downloads View citations (5)

2010

  1. Learning about Risk and Return: A Simple Model of Bubbles and Crashes
    SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) Downloads View citations (3)
    Also in University of Oregon Economics Department Working Papers, University of Oregon Economics Department Downloads
    CDMA Working Paper Series, Centre for Dynamic Macroeconomic Analysis (2010) Downloads View citations (3)

    See also Journal Article in American Economic Journal: Macroeconomics (2011)
  2. Monetary Policy and Heterogeneous Expectations
    SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) Downloads View citations (6)
    Also in University of Oregon Economics Department Working Papers, University of Oregon Economics Department (2010) Downloads View citations (4)
    CDMA Working Paper Series, Centre for Dynamic Macroeconomic Analysis (2010) Downloads View citations (9)

    See also Journal Article in Economic Theory (2011)

2009

  1. 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 Downloads

2007

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

    See also Journal Article in Economic Journal (2009)

2006

  1. Adaptive Learning, Endogenous Inattention, and Changes in Monetary Policy
    University of Oregon Economics Department Working Papers, University of Oregon Economics Department Downloads View citations (4)
    Also in Working Papers (Old Series), Federal Reserve Bank of Cleveland (2006) Downloads View citations (2)
  2. Model Uncertainty and Endogenous Volatility
    University of Oregon Economics Department Working Papers, University of Oregon Economics Department Downloads
    Also in Computing in Economics and Finance 2005, Society for Computational Economics (2005) View citations (8)

    See also Journal Article in Review of Economic Dynamics (2007)

2005

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

2004

  1. Intrinsic Heterogeneity in Expectation Formation
    University of Oregon Economics Department Working Papers, University of Oregon Economics Department Downloads
    Also in Computing in Economics and Finance 2003, Society for Computational Economics (2003) View citations (4)

    See also Journal Article in Journal of Economic Theory (2006)
  2. Monetary Policy, Endogenous Inattention, and the Output-Inflation Variance Tradeoff
    Computing in Economics and Finance 2004, Society for Computational Economics View citations (1)

Undated

  1. Asset Return Dynamics and Learning
    University of Oregon Economics Department Working Papers, University of Oregon Economics Department Downloads 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 Downloads View citations (2)

2016

  1. Financial frictions, the housing market, and unemployment
    Journal of Economic Theory, 2016, 164, (C), 101-135 Downloads View citations (7)
    See also Working Paper (2014)
  2. Heterogeneous beliefs and trading inefficiencies
    Journal of Economic Theory, 2016, 163, (C), 786-818 Downloads View citations (6)
  3. Imperfect knowledge, liquidity and bubbles
    Journal of Economic Dynamics and Control, 2016, 62, (C), 17-42 Downloads View citations (1)

2014

  1. Nowcasting and the Taylor Rule
    Journal of Money, Credit and Banking, 2014, 46, (5), 1035-1055 Downloads View citations (8)

2013

  1. ADAPTIVE LEARNING IN REGIME-SWITCHING MODELS
    Macroeconomic Dynamics, 2013, 17, (5), 998-1022 Downloads View citations (8)
  2. Bubbles, crashes and risk
    Economics Letters, 2013, 120, (2), 254-258 Downloads View citations (5)
    See also Working Paper (2013)

2011

  1. Business cycle amplification with heterogeneous expectations
    Economic Theory, 2011, 47, (2), 395-421 Downloads View citations (19)
  2. Learning about Risk and Return: A Simple Model of Bubbles and Crashes
    American Economic Journal: Macroeconomics, 2011, 3, (3), 159-91 Downloads View citations (71)
    See also Working Paper (2010)
  3. Monetary policy and heterogeneous expectations
    Economic Theory, 2011, 47, (2), 365-393 Downloads View citations (19)
    See also Working Paper (2010)

2010

  1. Asset Return Dynamics and Learning
    Review of Financial Studies, 2010, 23, (4), 1651-1680 Downloads View citations (52)
    See also Working Paper
  2. Dynamic predictor selection in a new Keynesian model with heterogeneous expectations
    Journal of Economic Dynamics and Control, 2010, 34, (8), 1492-1508 Downloads View citations (43)

2009

  1. A New Keynesian model with heterogeneous expectations
    Journal of Economic Dynamics and Control, 2009, 33, (5), 1036-1051 Downloads View citations (111)
  2. Introduction to special issue on complexity in economics and finance
    Journal of Economic Dynamics and Control, 2009, 33, (5), 1019-1022 Downloads View citations (1)
  3. Monetary Policy, Endogenous Inattention and the Volatility Trade-off
    Economic Journal, 2009, 119, (534), 123-157 Downloads View citations (15)
    See also Working Paper (2007)

2008

  1. Monetary-Fiscal Policy Interactions under Implementable Monetary Policy Rules
    Journal of Money, Credit and Banking, 2008, 40, (5), 1095-1102 View citations (10)
  2. Replicator dynamics in a Cobweb model with rationally heterogeneous expectations
    Journal of Economic Behavior & Organization, 2008, 65, (2), 224-244 Downloads View citations (39)

2007

  1. Model Uncertainty and Endogenous Volatility
    Review of Economic Dynamics, 2007, 10, (2), 207-237 Downloads View citations (44)
    See also Working Paper (2006)
  2. Sticky information and model uncertainty in survey data on inflation expectations
    Journal of Economic Dynamics and Control, 2007, 31, (1), 245-276 Downloads View citations (89)

2006

  1. A simple recursive forecasting model
    Economics Letters, 2006, 91, (2), 158-166 Downloads View citations (151)
    See also Working Paper (2005)
  2. Intrinsic heterogeneity in expectation formation
    Journal of Economic Theory, 2006, 127, (1), 264-295 Downloads View citations (118)
    See also Working Paper (2004)

2005

  1. Consistent expectations and misspecification in stochastic non-linear economies
    Journal of Economic Dynamics and Control, 2005, 29, (4), 659-676 Downloads View citations (11)

2004

  1. Multiple Equilibria in Heterogeneous Expectations Models
    The B.E. Journal of Macroeconomics, 2004, 4, (1), 1-16 Downloads View citations (23)
  2. The Theory of Rationally Heterogeneous Expectations: Evidence from Survey Data on Inflation Expectations
    Economic Journal, 2004, 114, (497), 592-621 Downloads View citations (252)

2002

  1. Local convergence properties of a cobweb model with rationally heterogeneous expectations
    Journal of Economic Dynamics and Control, 2002, 27, (1), 63-85 Downloads View citations (26)
 
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