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Details about Fabio Milani

E-mail:
Homepage:http://www.socsci.uci.edu/~fmilani/
Phone:949-824-4519
Postal address:3151 Social Science Plaza Department of Economics University of California Irvine, CA 92697-5100
Workplace:Department of Economics, University of California-Irvine, (more information at EDIRC)

Access statistics for papers by Fabio Milani.

Last updated 2023-10-07. Update your information in the RePEc Author Service.

Short-id: pmi35


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Working Papers

2021

  1. Behavioral New Keynesian Models: Learning vs. Cognitive Discounting
    Working Papers, University of California-Irvine, Department of Economics Downloads View citations (5)
    Also in CESifo Working Paper Series, CESifo (2021) Downloads View citations (4)
  2. Heterogeneity in Individual Expectations, Sentiment, and Constant-Gain Learning
    Working Papers and Research, Marquette University, Center for Global and Economic Studies and Department of Economics Downloads View citations (2)
    Also in Working Papers, University of California-Irvine, Department of Economics (2020) Downloads View citations (3)
    CESifo Working Paper Series, CESifo (2020) Downloads View citations (1)

    See also Journal Article Heterogeneity in individual expectations, sentiment, and constant-gain learning, Journal of Economic Behavior & Organization, Elsevier (2021) Downloads View citations (2) (2021)

2020

  1. COVID-19 Outbreak, Social Response, and Early Economic Effects: A Global VAR Analysis of Cross-Country Interdependencies
    Working Papers, University of California-Irvine, Department of Economics Downloads View citations (22)
    Also in GLO Discussion Paper Series, Global Labor Organization (GLO) (2020) Downloads View citations (22)
    CESifo Working Paper Series, CESifo (2020) Downloads View citations (22)

    See also Journal Article COVID-19 outbreak, social response, and early economic effects: a global VAR analysis of cross-country interdependencies, Journal of Population Economics, Springer (2021) Downloads View citations (56) (2021)
  2. Heterogeneous Expectations, Indeterminacy, and Postwar US Business Cycles
    CESifo Working Paper Series, CESifo Downloads
    Also in Working Papers, University of California-Irvine, Department of Economics (2020) Downloads

    See also Journal Article Heterogeneous expectations, indeterminacy, and postwar US business cycles, Journal of Macroeconomics, Elsevier (2021) Downloads View citations (5) (2021)
  3. Perceived Uncertainty Shocks, Excess Optimism-Pessimism, and Learning in the Business Cycle
    Working Papers, University of California-Irvine, Department of Economics Downloads View citations (6)
    Also in CESifo Working Paper Series, CESifo (2020) Downloads View citations (6)

    See also Journal Article Perceived uncertainty shocks, excess optimism-pessimism, and learning in the business cycle, Journal of Economic Behavior & Organization, Elsevier (2020) Downloads View citations (6) (2020)

2019

  1. Bounded Rationality, Monetary Policy, and Macroeconomic Stability
    CESifo Working Paper Series, CESifo Downloads
    Also in Working Papers, University of California-Irvine, Department of Economics (2019) Downloads View citations (5)

    See also Journal Article Bounded rationality, monetary policy, and macroeconomic stability, Economics Letters, Elsevier (2020) Downloads View citations (14) (2020)

2016

  1. The Misspecification of Expectations in New Keynesian Models: A DSGE-VAR Approach
    CESifo Working Paper Series, CESifo Downloads View citations (8)
    Also in Working Papers, University of California-Irvine, Department of Economics (2014) Downloads View citations (14)

    See also Journal Article THE MISSPECIFICATION OF EXPECTATIONS IN NEW KEYNESIAN MODELS: A DSGE-VAR APPROACH, Macroeconomic Dynamics, Cambridge University Press (2019) Downloads View citations (24) (2019)

2014

  1. Sentiment and the U.S. Business Cycle
    2014 Meeting Papers, Society for Economic Dynamics Downloads View citations (8)
    Also in Working Papers, University of California-Irvine, Department of Economics (2014) Downloads View citations (23)

    See also Journal Article Sentiment and the U.S. business cycle, Journal of Economic Dynamics and Control, Elsevier (2017) Downloads View citations (35) (2017)
  2. The Effects of Globalization on Macroeconomic Dynamics in a Trade-Dependent Economy: the Case of Korea
    Working Papers, Economic Research Institute, Bank of Korea Downloads
    Also in Working Papers, University of California-Irvine, Department of Economics (2013) Downloads

    See also Journal Article The effects of globalization on macroeconomic dynamics in a trade-dependent economy: The case of Korea, Economic Modelling, Elsevier (2015) Downloads View citations (10) (2015)

2012

  1. Expectation Formation and Monetary DSGE Models: Beyond the Rational Expectations Paradigm
    Working Papers, University of California-Irvine, Department of Economics Downloads View citations (22)
    See also Chapter Expectation Formation and Monetary DSGE Models: Beyond the Rational Expectations Paradigm, Advances in Econometrics, Emerald Group Publishing Limited (2012) Downloads View citations (1) (2012)
  2. Observed Expectations, News Shocks, and the Business Cycle
    Working Papers, University of California-Irvine, Department of Economics Downloads View citations (25)
    See also Journal Article Observed expectations, news shocks, and the business cycle, Research in Economics, Elsevier (2020) Downloads View citations (10) (2020)
  3. The Modeling of Expectations in Empirical DSGE Models: a Survey
    Working Papers, University of California-Irvine, Department of Economics Downloads View citations (37)
    See also Chapter The Modeling of Expectations in Empirical DSGE Models: A Survey, Advances in Econometrics, Emerald Group Publishing Limited (2012) Downloads View citations (1) (2012)

2011

  1. The Effects of Monetary Policy "News" and "Surprises"
    Working Papers, University of California-Irvine, Department of Economics Downloads View citations (15)
    See also Journal Article The Effects of Monetary Policy “News” and “Surprises”, Journal of Money, Credit and Banking, Blackwell Publishing (2012) Downloads View citations (11) (2012)

2010

  1. Expectation Shocks and Learning as Drivers of the Business Cycle
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (26)
    See also Journal Article Expectation Shocks and Learning as Drivers of the Business Cycle, Economic Journal, Royal Economic Society (2011) View citations (165) (2011)

2009

  1. Expectations, Learning, and the Changing Relationship between Oil Prices and the Macroeconomy
    Working Papers, University of California-Irvine, Department of Economics Downloads View citations (21)
    See also Journal Article Expectations, learning, and the changing relationship between oil prices and the macroeconomy, Energy Economics, Elsevier (2009) Downloads View citations (21) (2009)
  2. Global Slack and Domestic Inflation Rates: A Structural Investigation for G-7 Countries
    Working Papers, University of California-Irvine, Department of Economics Downloads View citations (5)
    Also in Globalization Institute Working Papers, Federal Reserve Bank of Dallas (2009) Downloads View citations (2)

    See also Journal Article Global slack and domestic inflation rates: A structural investigation for G-7 countries, Journal of Macroeconomics, Elsevier (2010) Downloads View citations (43) (2010)
  3. Has Globalization Transformed U.S. Macroeconomic Dynamics?
    Working Papers, University of California-Irvine, Department of Economics Downloads View citations (2)
    Also in Globalization Institute Working Papers, Federal Reserve Bank of Dallas (2009) Downloads View citations (1)

    See also Journal Article HAS GLOBALIZATION TRANSFORMED U.S. MACROECONOMIC DYNAMICS?, Macroeconomic Dynamics, Cambridge University Press (2012) Downloads View citations (16) (2012)
  4. The Effect of Global Output on U.S. Inflation and Inflation Expectations: A Structural Estimation
    Working Papers, University of California-Irvine, Department of Economics Downloads View citations (2)

2008

  1. Does Global Slack Matter More than Domestic Slack in Determining U.S. Inflation?
    Working Papers, University of California-Irvine, Department of Economics Downloads
    See also Journal Article Does global slack matter more than domestic slack in determining U.S. inflation?, Economics Letters, Elsevier (2009) Downloads View citations (19) (2009)
  2. Learning about the Interdependence between the Macroeconomy and the Stock Market
    Working Papers, University of California-Irvine, Department of Economics Downloads View citations (25)
    See also Journal Article Learning about the interdependence between the macroeconomy and the stock market, International Review of Economics & Finance, Elsevier (2017) Downloads View citations (4) (2017)

2007

  1. Learning and Time-Varying Macroeconomic Volatility
    Working Papers, University of California-Irvine, Department of Economics Downloads View citations (28)
    See also Journal Article Learning and time-varying macroeconomic volatility, Journal of Economic Dynamics and Control, Elsevier (2014) Downloads View citations (51) (2014)
  2. Political Business Cycles in the New Keynesian Model
    Working Papers, University of California-Irvine, Department of Economics Downloads View citations (2)
    See also Journal Article POLITICAL BUSINESS CYCLES IN THE NEW KEYNESIAN MODEL, Economic Inquiry, Western Economic Association International (2010) Downloads View citations (7) (2010)

2006

  1. A Bayesian DSGE Model with Infinite-Horizon Learning: Do "Mechanical" Sources of Persistence Become Superfluous?
    MPRA Paper, University Library of Munich, Germany Downloads View citations (36)
    Also in Working Papers, University of California-Irvine, Department of Economics (2005) Downloads View citations (1)

    See also Journal Article A Bayesian DSGE Model with Infinite-Horizon Learning: Do "Mechanical" Sources of Persistence Become Superfluous?, International Journal of Central Banking, International Journal of Central Banking (2006) Downloads View citations (34) (2006)
  2. The Conquest of U.S. Inflation in an Estimated DSGE Model with Labor Market Search
    Computing in Economics and Finance 2006, Society for Computational Economics
  3. The Evolution of the Fed's Inflation Target in an Estimated Model under RE and Learning
    Working Papers, University of California-Irvine, Department of Economics Downloads View citations (5)

2005

  1. Adaptive Learning and Inflation Persistence
    Macroeconomics, University Library of Munich, Germany Downloads View citations (36)
    Also in Working Papers, University of California-Irvine, Department of Economics (2005) Downloads View citations (60)
  2. Expectations, Learning and Macroeconomic Persistence
    Macroeconomics, University Library of Munich, Germany Downloads View citations (75)
    Also in Working Papers, University of California-Irvine, Department of Economics (2005) Downloads View citations (17)

    See also Journal Article Expectations, learning and macroeconomic persistence, Journal of Monetary Economics, Elsevier (2007) Downloads View citations (381) (2007)
  3. Learning, Monetary Policy Rules, and Macroeconomic Stability
    Macroeconomics, University Library of Munich, Germany Downloads View citations (17)
    See also Journal Article Learning, monetary policy rules, and macroeconomic stability, Journal of Economic Dynamics and Control, Elsevier (2008) Downloads View citations (41) (2008)
  4. Parameter Instability, Model Uncertainty and the Choice of Monetary Policy
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (5)
    See also Journal Article Parameter Instability, Model Uncertainty and the Choice of Monetary Policy, The B.E. Journal of Macroeconomics, De Gruyter (2005) Downloads View citations (8) (2005)
  5. Structural Factor-Augmented VAR (SFAVAR) and the Effects of Monetary Policy
    Macroeconomics, University Library of Munich, Germany Downloads View citations (8)
    See also Journal Article Structural Factor-Augmented VARs (SFAVARs) and the Effects of Monetary Policy, The B.E. Journal of Macroeconomics, De Gruyter (2006) Downloads View citations (73) (2006)

2004

  1. Monetary Policy with a Wider Information Set: a Bayesian Model Averaging Approach
    Macroeconomics, University Library of Munich, Germany Downloads View citations (11)
    See also Journal Article MONETARY POLICY WITH A WIDER INFORMATION SET: A BAYESIAN MODEL AVERAGING APPROACH, Scottish Journal of Political Economy, Scottish Economic Society (2008) Downloads View citations (3) (2008)
  2. Persistence in Monetary Policy Models: Indexation, Habits and Learning with Long-Horizon Expectations
    Econometric Society 2004 North American Summer Meetings, Econometric Society

2003

  1. Adaptive Learning, Model Uncertainty and Monetary Policy Inertia in a Large Information Environment
    Computing in Economics and Finance 2003, Society for Computational Economics View citations (3)
  2. Structural Factor-Augmented VAR (SFAVAR)
    Computing in Economics and Finance 2003, Society for Computational Economics View citations (14)

Undated

  1. Parameters´ Instability, Model Uncertainty and Optimal Monetary Policy
    Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University Downloads View citations (4)

Journal Articles

2021

  1. COVID-19 outbreak, social response, and early economic effects: a global VAR analysis of cross-country interdependencies
    Journal of Population Economics, 2021, 34, (1), 223-252 Downloads View citations (56)
    See also Working Paper COVID-19 Outbreak, Social Response, and Early Economic Effects: A Global VAR Analysis of Cross-Country Interdependencies, Working Papers (2020) Downloads View citations (22) (2020)
  2. Heterogeneity in individual expectations, sentiment, and constant-gain learning
    Journal of Economic Behavior & Organization, 2021, 188, (C), 627-650 Downloads View citations (2)
    See also Working Paper Heterogeneity in Individual Expectations, Sentiment, and Constant-Gain Learning, Working Papers and Research (2021) Downloads View citations (2) (2021)
  3. Heterogeneous expectations, indeterminacy, and postwar US business cycles
    Journal of Macroeconomics, 2021, 68, (C) Downloads View citations (5)
    See also Working Paper Heterogeneous Expectations, Indeterminacy, and Postwar US Business Cycles, CESifo Working Paper Series (2020) Downloads (2020)

2020

  1. Bounded rationality, monetary policy, and macroeconomic stability
    Economics Letters, 2020, 186, (C) Downloads View citations (14)
    See also Working Paper Bounded Rationality, Monetary Policy, and Macroeconomic Stability, CESifo Working Paper Series (2019) Downloads (2019)
  2. LEARNING AND THE EVOLUTION OF THE FED’S INFLATION TARGET
    Macroeconomic Dynamics, 2020, 24, (8), 1904-1923 Downloads View citations (2)
  3. Observed expectations, news shocks, and the business cycle
    Research in Economics, 2020, 74, (2), 95-118 Downloads View citations (10)
    See also Working Paper Observed Expectations, News Shocks, and the Business Cycle, Working Papers (2012) Downloads View citations (25) (2012)
  4. Perceived uncertainty shocks, excess optimism-pessimism, and learning in the business cycle
    Journal of Economic Behavior & Organization, 2020, 179, (C), 342-360 Downloads View citations (6)
    See also Working Paper Perceived Uncertainty Shocks, Excess Optimism-Pessimism, and Learning in the Business Cycle, Working Papers (2020) Downloads View citations (6) (2020)

2019

  1. Expectations and Macro-Housing Interactions in a Small Open Economy: Evidence from Korea
    Open Economies Review, 2019, 30, (2), 375-402 Downloads View citations (1)
  2. THE MISSPECIFICATION OF EXPECTATIONS IN NEW KEYNESIAN MODELS: A DSGE-VAR APPROACH
    Macroeconomic Dynamics, 2019, 23, (3), 974-1007 Downloads View citations (24)
    See also Working Paper The Misspecification of Expectations in New Keynesian Models: A DSGE-VAR Approach, CESifo Working Paper Series (2016) Downloads View citations (8) (2016)

2017

  1. Learning about the interdependence between the macroeconomy and the stock market
    International Review of Economics & Finance, 2017, 49, (C), 223-242 Downloads View citations (4)
    See also Working Paper Learning about the Interdependence between the Macroeconomy and the Stock Market, Working Papers (2008) Downloads View citations (25) (2008)
  2. Sentiment and the U.S. business cycle
    Journal of Economic Dynamics and Control, 2017, 82, (C), 289-311 Downloads View citations (35)
    See also Working Paper Sentiment and the U.S. Business Cycle, 2014 Meeting Papers (2014) Downloads View citations (8) (2014)

2015

  1. The effects of globalization on macroeconomic dynamics in a trade-dependent economy: The case of Korea
    Economic Modelling, 2015, 48, (C), 292-305 Downloads View citations (10)
    See also Working Paper The Effects of Globalization on Macroeconomic Dynamics in a Trade-Dependent Economy: the Case of Korea, Working Papers (2014) Downloads (2014)

2014

  1. Learning and time-varying macroeconomic volatility
    Journal of Economic Dynamics and Control, 2014, 47, (C), 94-114 Downloads View citations (51)
    See also Working Paper Learning and Time-Varying Macroeconomic Volatility, Working Papers (2007) Downloads View citations (28) (2007)

2012

  1. HAS GLOBALIZATION TRANSFORMED U.S. MACROECONOMIC DYNAMICS?
    Macroeconomic Dynamics, 2012, 16, (2), 204-229 Downloads View citations (16)
    See also Working Paper Has Globalization Transformed U.S. Macroeconomic Dynamics?, Working Papers (2009) Downloads View citations (2) (2009)
  2. The Effects of Monetary Policy “News” and “Surprises”
    Journal of Money, Credit and Banking, 2012, 44, (8), 1667-1692 Downloads View citations (31)
  3. The Effects of Monetary Policy “News” and “Surprises”
    Journal of Money, Credit and Banking, 2012, 44, (8), 1667-1692 Downloads View citations (11)
    See also Working Paper The Effects of Monetary Policy "News" and "Surprises", Working Papers (2011) Downloads View citations (15) (2011)

2011

  1. Expectation Shocks and Learning as Drivers of the Business Cycle
    Economic Journal, 2011, 121, (552), 379-401 View citations (165)
    See also Working Paper Expectation Shocks and Learning as Drivers of the Business Cycle, CEPR Discussion Papers (2010) Downloads View citations (26) (2010)
  2. The impact of foreign stock markets on macroeconomic dynamics in open economies: A structural estimation
    Journal of International Money and Finance, 2011, 30, (1), 111-129 Downloads View citations (11)

2010

  1. Global slack and domestic inflation rates: A structural investigation for G-7 countries
    Journal of Macroeconomics, 2010, 32, (4), 968-981 Downloads View citations (43)
    See also Working Paper Global Slack and Domestic Inflation Rates: A Structural Investigation for G-7 Countries, Working Papers (2009) Downloads View citations (5) (2009)
  2. POLITICAL BUSINESS CYCLES IN THE NEW KEYNESIAN MODEL
    Economic Inquiry, 2010, 48, (4), 896-915 Downloads View citations (7)
    See also Working Paper Political Business Cycles in the New Keynesian Model, Working Papers (2007) Downloads View citations (2) (2007)
  3. Public option and private profits
    Applied Health Economics and Health Policy, 2010, 8, (3), 155-165 Downloads View citations (2)

2009

  1. Adaptive Learning and Macroeconomic Inertia in the Euro Area
    Journal of Common Market Studies, 2009, 47, (3), 579-599 Downloads View citations (17)
  2. Does global slack matter more than domestic slack in determining U.S. inflation?
    Economics Letters, 2009, 102, (3), 147-151 Downloads View citations (19)
    See also Working Paper Does Global Slack Matter More than Domestic Slack in Determining U.S. Inflation?, Working Papers (2008) Downloads (2008)
  3. Expectations, learning, and the changing relationship between oil prices and the macroeconomy
    Energy Economics, 2009, 31, (6), 827-837 Downloads View citations (21)
    See also Working Paper Expectations, Learning, and the Changing Relationship between Oil Prices and the Macroeconomy, Working Papers (2009) Downloads View citations (21) (2009)

2008

  1. Learning, monetary policy rules, and macroeconomic stability
    Journal of Economic Dynamics and Control, 2008, 32, (10), 3148-3165 Downloads View citations (41)
    See also Working Paper Learning, Monetary Policy Rules, and Macroeconomic Stability, Macroeconomics (2005) Downloads View citations (17) (2005)
  2. MONETARY POLICY WITH A WIDER INFORMATION SET: A BAYESIAN MODEL AVERAGING APPROACH
    Scottish Journal of Political Economy, 2008, 55, (1), 1-30 Downloads View citations (3)
    See also Working Paper Monetary Policy with a Wider Information Set: a Bayesian Model Averaging Approach, Macroeconomics (2004) Downloads View citations (11) (2004)

2007

  1. Econometric Issues in DSGE Models
    Econometric Reviews, 2007, 26, (2-4), 201-204 Downloads View citations (2)
  2. Expectations, learning and macroeconomic persistence
    Journal of Monetary Economics, 2007, 54, (7), 2065-2082 Downloads View citations (381)
    See also Working Paper Expectations, Learning and Macroeconomic Persistence, Macroeconomics (2005) Downloads View citations (75) (2005)

2006

  1. A Bayesian DSGE Model with Infinite-Horizon Learning: Do "Mechanical" Sources of Persistence Become Superfluous?
    International Journal of Central Banking, 2006, 2, (3) Downloads View citations (34)
    See also Working Paper A Bayesian DSGE Model with Infinite-Horizon Learning: Do "Mechanical" Sources of Persistence Become Superfluous?, MPRA Paper (2006) Downloads View citations (36) (2006)
  2. Structural Factor-Augmented VARs (SFAVARs) and the Effects of Monetary Policy
    The B.E. Journal of Macroeconomics, 2006, 6, (3), 46 Downloads View citations (73)
    See also Working Paper Structural Factor-Augmented VAR (SFAVAR) and the Effects of Monetary Policy, Macroeconomics (2005) Downloads View citations (8) (2005)

2005

  1. Parameter Instability, Model Uncertainty and the Choice of Monetary Policy
    The B.E. Journal of Macroeconomics, 2005, 5, (1), 33 Downloads View citations (8)
    See also Working Paper Parameter Instability, Model Uncertainty and the Choice of Monetary Policy, CEPR Discussion Papers (2005) Downloads View citations (5) (2005)

Chapters

2012

  1. Expectation Formation and Monetary DSGE Models: Beyond the Rational Expectations Paradigm
    A chapter in DSGE Models in Macroeconomics: Estimation, Evaluation, and New Developments, 2012, pp 253-288 Downloads View citations (1)
    See also Working Paper Expectation Formation and Monetary DSGE Models: Beyond the Rational Expectations Paradigm, University of California-Irvine, Department of Economics (2012) Downloads View citations (22) (2012)
  2. The Modeling of Expectations in Empirical DSGE Models: A Survey
    A chapter in DSGE Models in Macroeconomics: Estimation, Evaluation, and New Developments, 2012, pp 3-38 Downloads View citations (1)
    See also Working Paper The Modeling of Expectations in Empirical DSGE Models: a Survey, University of California-Irvine, Department of Economics (2012) Downloads View citations (37) (2012)
 
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