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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 2019-11-05. Update your information in the RePEc Author Service.

Short-id: pmi35


Jump to Journal Articles

Working Papers

2019

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

2016

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

    See also Journal Article in Macroeconomic Dynamics (2019)

2014

  1. Sentiment and the U.S. Business Cycle
    2014 Meeting Papers, Society for Economic Dynamics Downloads
    Also in Working Papers, University of California-Irvine, Department of Economics (2014) Downloads View citations (14)

    See also Journal Article in Journal of Economic Dynamics and Control (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 in Economic Modelling (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 (16)
  2. Observed Expectations, News Shocks, and the Business Cycle
    Working Papers, University of California-Irvine, Department of Economics Downloads View citations (18)
  3. The Modeling of Expectations in Empirical DSGE Models: a Survey
    Working Papers, University of California-Irvine, Department of Economics Downloads View citations (18)

2011

  1. The Effects of Monetary Policy "News" and "Surprises"
    Working Papers, University of California-Irvine, Department of Economics Downloads View citations (6)

2010

  1. Expectation Shocks and Learning as Drivers of the Business Cycle
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (7)
    See also Journal Article in Economic Journal (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 (12)
    See also Journal Article in Energy Economics (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 (2)
    Also in Globalization Institute Working Papers, Federal Reserve Bank of Dallas (2009) Downloads View citations (2)

    See also Journal Article in Journal of Macroeconomics (2010)
  3. Has Globalization Transformed U.S. Macroeconomic Dynamics?
    Working Papers, University of California-Irvine, Department of Economics Downloads View citations (1)
    Also in Globalization Institute Working Papers, Federal Reserve Bank of Dallas (2009) Downloads View citations (1)

    See also Journal Article in Macroeconomic Dynamics (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 (1)

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 in Economics Letters (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 (20)
    See also Journal Article in International Review of Economics & Finance (2017)

2007

  1. Learning and Time-Varying Macroeconomic Volatility
    Working Papers, University of California-Irvine, Department of Economics Downloads View citations (18)
    See also Journal Article in Journal of Economic Dynamics and Control (2014)
  2. Political Business Cycles in the New Keynesian Model
    Working Papers, University of California-Irvine, Department of Economics Downloads
    See also Journal Article in Economic Inquiry (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 (19)
    Also in Working Papers, University of California-Irvine, Department of Economics (2005) Downloads View citations (1)

    See also Journal Article in International Journal of Central Banking (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 (3)

2005

  1. Adaptive Learning and Inflation Persistence
    Macroeconomics, University Library of Munich, Germany Downloads View citations (24)
    Also in Working Papers, University of California-Irvine, Department of Economics (2005) Downloads View citations (37)
  2. Expectations, Learning and Macroeconomic Persistence
    Macroeconomics, University Library of Munich, Germany Downloads View citations (47)
    Also in Working Papers, University of California-Irvine, Department of Economics (2005) Downloads View citations (11)

    See also Journal Article in Journal of Monetary Economics (2007)
  3. Learning, Monetary Policy Rules, and Macroeconomic Stability
    Macroeconomics, University Library of Munich, Germany Downloads View citations (12)
    See also Journal Article in Journal of Economic Dynamics and Control (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 in The B.E. Journal of Macroeconomics (2005)
  5. Structural Factor-Augmented VAR (SFAVAR) and the Effects of Monetary Policy
    Macroeconomics, University Library of Munich, Germany Downloads View citations (4)
    See also Journal Article in The B.E. Journal of Macroeconomics (2006)

2004

  1. Monetary Policy with a Wider Information Set: a Bayesian Model Averaging Approach
    Macroeconomics, University Library of Munich, Germany Downloads View citations (8)
    See also Journal Article in Scottish Journal of Political Economy (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 (1)
  2. Structural Factor-Augmented VAR (SFAVAR)
    Computing in Economics and Finance 2003, Society for Computational Economics View citations (11)

Undated

  1. Parameters´ Instability, Model Uncertainty and Optimal Monetary Policy
    Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University Downloads View citations (3)

Journal Articles

2019

  1. Expectations and Macro-Housing Interactions in a Small Open Economy: Evidence from Korea
    Open Economies Review, 2019, 30, (2), 375-402 Downloads
  2. THE MISSPECIFICATION OF EXPECTATIONS IN NEW KEYNESIAN MODELS: A DSGE-VAR APPROACH
    Macroeconomic Dynamics, 2019, 23, (3), 974-1007 Downloads View citations (1)
    See also Working Paper (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
    See also Working Paper (2008)
  2. Sentiment and the U.S. business cycle
    Journal of Economic Dynamics and Control, 2017, 82, (C), 289-311 Downloads View citations (1)
    See also Working Paper (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 (5)
    See also Working Paper (2014)

2014

  1. Learning and time-varying macroeconomic volatility
    Journal of Economic Dynamics and Control, 2014, 47, (C), 94-114 Downloads View citations (19)
    See also Working Paper (2007)

2012

  1. HAS GLOBALIZATION TRANSFORMED U.S. MACROECONOMIC DYNAMICS?
    Macroeconomic Dynamics, 2012, 16, (2), 204-229 Downloads View citations (11)
    See also Working Paper (2009)
  2. The Effects of Monetary Policy “News” and “Surprises”
    Journal of Money, Credit and Banking, 2012, 44, (8), 1667-1692 Downloads View citations (32)

2011

  1. Expectation Shocks and Learning as Drivers of the Business Cycle
    Economic Journal, 2011, 121, (552), 379-401 View citations (99)
    See also Working Paper (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 (10)

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 (24)
    See also Working Paper (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 (2007)
  3. Public option and private profits
    Applied Health Economics and Health Policy, 2010, 8, (3), 155-165 Downloads

2009

  1. Adaptive Learning and Macroeconomic Inertia in the Euro Area
    Journal of Common Market Studies, 2009, 47, 579-599 Downloads View citations (13)
    Also in Journal of Common Market Studies, 2009, 47, (3), 579-599 (2009) Downloads View citations (3)
  2. Does global slack matter more than domestic slack in determining U.S. inflation?
    Economics Letters, 2009, 102, (3), 147-151 Downloads View citations (14)
    See also Working Paper (2008)
  3. Expectations, learning, and the changing relationship between oil prices and the macroeconomy
    Energy Economics, 2009, 31, (6), 827-837 Downloads View citations (13)
    See also Working Paper (2009)

2008

  1. Learning, monetary policy rules, and macroeconomic stability
    Journal of Economic Dynamics and Control, 2008, 32, (10), 3148-3165 Downloads View citations (22)
    See also Working Paper (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 (2)
    See also Working Paper (2004)

2007

  1. Econometric Issues in DSGE Models
    Econometric Reviews, 2007, 26, (2-4), 201-204 Downloads View citations (1)
  2. Expectations, learning and macroeconomic persistence
    Journal of Monetary Economics, 2007, 54, (7), 2065-2082 Downloads View citations (235)
    See also Working Paper (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 (16)
    See also Working Paper (2006)
  2. Structural Factor-Augmented VARs (SFAVARs) and the Effects of Monetary Policy
    The B.E. Journal of Macroeconomics, 2006, 6, (3), 1-46 Downloads View citations (52)
    See also Working Paper (2005)

2005

  1. Parameter Instability, Model Uncertainty and the Choice of Monetary Policy
    The B.E. Journal of Macroeconomics, 2005, 5, (1), 1-33 Downloads View citations (7)
    See also Working Paper (2005)
 
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