Nothing Special   »   [go: up one dir, main page]
create a website
Information Aggregation in a DSGE Model. (2014). Hassan, Tarek ; Mertens, Thomas M..
In: CEPR Discussion Papers.
RePEc:cpr:ceprdp:10020.

Full description at Econpapers || Download paper

Cited: 2

Citations received by this document

Cites: 38

References cited by this document

Cocites: 64

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. BKK the EZ Way. International Long-Run Growth News and Capital Flows.. (2018). Colacito, Riccardo ; Howard, Philip ; Croce, Mariano Massimiliano.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:12783.

    Full description at Econpapers || Download paper

  2. Advance Information and Distorted Beliefs in Macroeconomic and Financial Fluctuations. (2016). Jurado, Kyle.
    In: 2016 Meeting Papers.
    RePEc:red:sed016:154.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Albagli, E., C. Hellwig, and A. Tsyvinski (2011, October). A theory of asset pricing based on heterogeneous information. NBER Working Paper No. 17548 (17548).

  2. Allen, F., S. Morris, and H. S. Shin (2006). Beauty contests and interaded expectations in asset markets. The Review of Financial Studies 13 (3), 719–752.
    Paper not yet in RePEc: Add citation now

  3. Amador, M. and P.-O. Weill (2012). Learning from private and public observations of others? actions. Journal of Economic Theory 147(3), 910–940.

  4. Angeletos, G.-M., G. Lorenzoni, and A. Pavan (2012). Wall street and silicon valley: A delicate interaction. NBER Working Paper No. 13475.
    Paper not yet in RePEc: Add citation now

  5. Bacchetta, P. and E. Van Wincoop (2008). Higher order expectations in asset pricing. Journal of Money, Credit and Banking 40(5), 837–866.

  6. Bansal, R. and A. Yaron (2004). Risks for the long run: A potential resolution of asset pricing puzzles. The Journal of Finance, 1481–1509.

  7. Barsky, R. B. and E. R. Sims (2011). News shocks and business cycles. Journal of Monetary Economics 58(3), 273–289.

  8. Bernanke, B. S. and M. Gertler (1989). Agency costs, net worth and business fluctuations. American Economic Review 79 (1), 14–31.

  9. Bernanke, B., M. Gertler, and S. Gilchrist (1999). The financial accelerator in a quantitative business cycle framework. Handbook of Macroeconomics.

  10. Blanchard, O. J., J.-P. L’Huillier, and G. Lorenzoni (2013). News, noise, and fluctuations: An empirical exploration. American Economic Review 103(7), 3045–70.

  11. Brunnermeier, M. K. (2001). Asset Pricing under Assymmetric Information. Oxford University Press.
    Paper not yet in RePEc: Add citation now
  12. Brunnermeier, M. K. and Y. Sannikov (2013). A macroecnomic model with a financial sector. American Economic Review.
    Paper not yet in RePEc: Add citation now
  13. Croce, M. M. (2013). Long-run productivity risk: A new hope for production-based asset pricing? mimeo The University of North Carolina.
    Paper not yet in RePEc: Add citation now

  14. Devereux, M. B. and A. Sutherland (2011). Country portfolios in open economy macro-models. Journal of the European Economic Association 9(2), 337–369.

  15. Epstein, L. G. and S. E. Zin (1989). Substitution, risk aversion, and the temporal behavior of consumption and asset returns: A theoretical framework. Econometrica: Journal of the Econometric Society, 937–969.

  16. Goldstein, I., E. Ozdenoren, and K. Yuan (2013). Trading frenzies and their impact on real investment. Journal of Financial Economics.

  17. Grossman, S. (1976). On the efficiency of competitive stock markets where trades have diverse information. The Journal of Finance 31(2), 573–585.

  18. Grossman, S. J. and J. E. Stiglitz (1980). On the impossibility of informationally efficient markets. The American economic review 70(3), 393–408.

  19. Hassan, T. A. and T. M. Mertens (2010). The social cost of near-rational investment. NYU Working Paper No. FIN-10-008.

  20. Hayek, F. A. (1945). The use of knowledge in society. American Economic Review 35 (4), 519–530.
    Paper not yet in RePEc: Add citation now
  21. He, Z. and A. Krishnamurthy (2011). A model of capital and crises. Review of Economic Studies.
    Paper not yet in RePEc: Add citation now

  22. Hellwig, M. (1980). On the aggregation of information in competitive markets. Journal of Economic Theory 22, 477–498.

  23. Jaimovich, N. and S. Rebelo (2009). Can news about the future drive the business cycle? The American Economic Review 99, 4, 1097–1118.

  24. Jermann, U. J. (1998). Asset pricing in production economies. Journal of Monetary Economics 41(2), 257–275.

  25. Judd, K. L. (1998). Numerical Methods in Economics. The MIT Press.

  26. Judd, K. L. (2002). Perturbation methods with nonlinear change of variables. mimeo, Hoover Institution, Stanford University.
    Paper not yet in RePEc: Add citation now

  27. Judd, K. L. and S.-M. Guu (2001). Asymptotic methods for asset market equilibrium analysis. Economic Theory 18(1), 127–157.

  28. Mertens, T. (2009). Excessively volatile stock markets: Equilibrium computation and policy analysis. mimeo New York University.
    Paper not yet in RePEc: Add citation now
  29. Mertens, T. M. and K. L. Judd (2013). Equilibrium existence and approximation for incomplete market models with substantial heterogeneity. mimeo New York University.
    Paper not yet in RePEc: Add citation now
  30. Qiu, W. and J. Wang (2010). Asset pricing under heterogeneous information. mimeo MIT Sloan School of Management.
    Paper not yet in RePEc: Add citation now
  31. Rauh, J. D. and A. Sufi (2012). Explaining corporate capital structure: Product markets, leases, and asset similarity. Review of Finance 16(1), 115–155.
    Paper not yet in RePEc: Add citation now

  32. Schmitt-Groh e, S. and M. Uribe (2012). What’s news in business cycles. Econometrica 80, 2733–2764.

  33. Tallarini, T. D. (2000). Risk-sensitive real business cycles. Journal of Monetary Economics 45(3), 507–532.

  34. Tille, C. and E. van Wincoop (2008). International capital flows with dispersed information: Theory and evidence. mimeo University of Virginia.

  35. Tille, C. and E. van Wincoop (2013). Solving dsge portfolio choice models with dispersed private information. mimeo University of Virginia.
    Paper not yet in RePEc: Add citation now

  36. Veldkamp, L. L. (2011). Information choice in macroeconomics and finance. Princeton University Press.

  37. Verrecchia, R. E. (1982). Information acquisition in a noisy rational expectations economy.

  38. Woodford, M. and V. Curdia (2009). Credit spreads and monetary policy. Journal of Money, Credit and Banking. 5 10 15 20 ΣΝΣΗ 0.2 0.4 0.6 0.8 1.0 Vt@ΗDΣΗ 5 10 15 20 ΣΝΣΗ 0.01 0.02 0.03 0.04 0.05 ΣxsHE@dyDLH%L 5 10 15 20 ΣΝΣΗ 0.005 0.010 0.015 0.020 0.025 0.030 0.035 ΣHkiHKSSLLH%L

Cocites

Documents in RePEc which have cited the same bibliography

  1. Information asymmetry, sentiment interactions, and asset price. (2023). Zhang, Weiguo.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000438.

    Full description at Econpapers || Download paper

  2. Learning From Reviews: The Selection Effect and the Speed of Learning. (2022). Ozdaglar, Asuman ; Malekian, Azarakhsh ; Makhdoumi, Ali ; Acemoglu, Daron.
    In: Econometrica.
    RePEc:wly:emetrp:v:90:y:2022:i:6:p:2857-2899.

    Full description at Econpapers || Download paper

  3. A Model of Challenge Funds: How Funding Availability and Selection Rigor Affect Project Quality. (2021). Cotton, Christopher ; Carlin, Bruce ; Boleslavsky, Raphael.
    In: Working Paper.
    RePEc:qed:wpaper:1470.

    Full description at Econpapers || Download paper

  4. Learning from prices: information aggregation and accumulation in an asset market. (2021). Berardi, Michele.
    In: Annals of Finance.
    RePEc:kap:annfin:v:17:y:2021:i:1:d:10.1007_s10436-020-00378-w.

    Full description at Econpapers || Download paper

  5. Can central bank communication help to stabilise inflation expectations?. (2021). Jung, Alexander ; Kuhl, Patrick.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20212547.

    Full description at Econpapers || Download paper

  6. Can central bank communication help to stabilise inflation expectations?. (2021). Jung, Alexander ; Kuehl, Patrick.
    In: Scottish Journal of Political Economy.
    RePEc:bla:scotjp:v:68:y:2021:i:3:p:298-321.

    Full description at Econpapers || Download paper

  7. Observing and Shaping the Market: The Dilemma of Central Banks. (2020). Baeriswyl, Romain ; Cornand, Camille ; Ziliotto, Bruno.
    In: Journal of Money, Credit and Banking.
    RePEc:wly:jmoncb:v:52:y:2020:i:8:p:1973-2005.

    Full description at Econpapers || Download paper

  8. Learning from prices: information aggregation and accumulation in an asset market. (2020). Berardi, Michele.
    In: MPRA Paper.
    RePEc:pra:mprapa:102139.

    Full description at Econpapers || Download paper

  9. Learning from prices: information aggregation and accumulation in an asset price model. (2020). Berardi, Michele.
    In: The School of Economics Discussion Paper Series.
    RePEc:man:sespap:2009.

    Full description at Econpapers || Download paper

  10. An informational rationale for action over disclosure. (2020). Kohlhas, Alexandre N.
    In: Journal of Economic Theory.
    RePEc:eee:jetheo:v:187:y:2020:i:c:s0022053120300284.

    Full description at Econpapers || Download paper

  11. Herding Cycles. (2020). Schaal, Edouard ; Taschereau-Dumouchel, Mathieu.
    In: Working Papers.
    RePEc:bge:wpaper:1166.

    Full description at Econpapers || Download paper

  12. Macroeconomic Models with Incomplete Information and Endogenous Signals. (2019). Adams, Jonathan.
    In: Working Papers.
    RePEc:ufl:wpaper:001004.

    Full description at Econpapers || Download paper

  13. Booms and busts with dispersed information. (2019). Benhima, Kenza.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:107:y:2019:i:c:p:32-47.

    Full description at Econpapers || Download paper

  14. News media and delegated information choice. (2019). Pitschner, Stefan ; Nimark, Kristoffer P.
    In: Journal of Economic Theory.
    RePEc:eee:jetheo:v:181:y:2019:i:c:p:160-196.

    Full description at Econpapers || Download paper

  15. Consumers Price Beliefs, Central Bank Communication, and Inflation Dynamics. (2019). Okuda, Tatsushi ; Ichiue, Hibiki ; Aoki, Kosuke .
    In: Bank of Japan Working Paper Series.
    RePEc:boj:bojwps:wp19e14.

    Full description at Econpapers || Download paper

  16. Observing and shaping the market: the dilemma of central banks. (2018). Cornand, Camille ; Baeriswyl, Romain ; Ziliotto, Bruno.
    In: Working Papers.
    RePEc:snb:snbwpa:2018-03.

    Full description at Econpapers || Download paper

  17. Learning about Competitors: Evidence from SME Lending. (2018). Sutherland, Andrew ; Darmouni, Olivier.
    In: MPRA Paper.
    RePEc:pra:mprapa:93668.

    Full description at Econpapers || Download paper

  18. Information aggregation and learning in a dynamic asset pricing model. (2018). Berardi, Michele.
    In: Centre for Growth and Business Cycle Research Discussion Paper Series.
    RePEc:man:cgbcrp:241.

    Full description at Econpapers || Download paper

  19. Central bank forward guidance and the signal value of market prices. (2018). Shin, Hyun Song ; Morris, Stephen.
    In: BIS Working Papers.
    RePEc:bis:biswps:692.

    Full description at Econpapers || Download paper

  20. The Social Value of Information: A Test of a Beauty and Non-Beauty Contest. (2017). Rossi, Enzo ; Lustenberger, Thomas.
    In: Working Papers.
    RePEc:snb:snbwpa:2017-17.

    Full description at Econpapers || Download paper

  21. Competing For Capital: Auditing And Credibility In Financial Reporting. (2017). Cotton, Christopher ; Carlin, Bruce ; Boleslavsky, Raphael.
    In: Working Paper.
    RePEc:qed:wpaper:1377.

    Full description at Econpapers || Download paper

  22. Fast and Slow Learning From Reviews. (2017). Acemoglu, Daron ; Ozdaglar, Asuman ; Malekian, Azarakhsh ; Makhdoumi, Ali.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:24046.

    Full description at Econpapers || Download paper

  23. Competing for Capital: Auditing and Credibility in Financial Reporting. (2017). Cotton, Christopher ; Carlin, Bruce I ; Boleslavsky, Raphael.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:23273.

    Full description at Econpapers || Download paper

  24. Assignment of Stock Market Coverage. (2017). Hong, Harrison ; Chang, Briana.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:23115.

    Full description at Econpapers || Download paper

  25. Optimal Monetary Policy when Information is Market-Generated. (2017). Benhima, Kenza ; Blengini, Isabella .
    In: Cahiers de Recherches Economiques du Département d'économie.
    RePEc:lau:crdeep:17.14.

    Full description at Econpapers || Download paper

  26. Dynamic beauty contests: Learning from the winners to win?. (2017). Yi, Ming.
    In: Journal of Economics.
    RePEc:kap:jeczfn:v:122:y:2017:i:1:d:10.1007_s00712-017-0530-z.

    Full description at Econpapers || Download paper

  27. Is inflation default? The role of information in debt crises. (2017). Galli, Carlo ; Bassetto, Marco.
    In: IFS Working Papers.
    RePEc:ifs:ifsewp:17/05.

    Full description at Econpapers || Download paper

  28. Is Inflation Default? The Role of Information in Debt Crises. (2017). Galli, Carlo ; Bassetto, Marco.
    In: Working Paper Series.
    RePEc:fip:fedhwp:wp-2017-06.

    Full description at Econpapers || Download paper

  29. Is inflation default? The role of information in debt crises. (2017). Galli, Carlo ; Bassetto, Marco.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:86160.

    Full description at Econpapers || Download paper

  30. Considering the investment decisions with real options games approach. (2017). Arasteh, Abdollah .
    In: Renewable and Sustainable Energy Reviews.
    RePEc:eee:rensus:v:72:y:2017:i:c:p:1282-1294.

    Full description at Econpapers || Download paper

  31. Is Inflation Default? The Role of Information in Debt Crises. (2017). Galli, Carlo ; Bassetto, Marco.
    In: Discussion Papers.
    RePEc:cfm:wpaper:1715.

    Full description at Econpapers || Download paper

  32. The Social Cost of Near-Rational Investment. (2017). Hassan, Tarek ; Mertens, Thomas M.
    In: American Economic Review.
    RePEc:aea:aecrev:v:107:y:2017:i:4:p:1059-1103.

    Full description at Econpapers || Download paper

  33. Balance sheet recessions with informational and trading frictions. (2016). Asriyan, Vladimir.
    In: Economics Working Papers.
    RePEc:upf:upfgen:1463.

    Full description at Econpapers || Download paper

  34. Endogenous Public Information and Welfare in Market Games. (2016). Vives, Xavier.
    In: 2016 Meeting Papers.
    RePEc:red:sed016:413.

    Full description at Econpapers || Download paper

  35. Learning to Coordinate in Social Networks. (2016). Molavi, Pooya ; Jadbabaie, Ali ; Ribeiro, Alejandro ; Eksin, Ceyhun .
    In: Operations Research.
    RePEc:inm:oropre:v:64:y:2016:i:3:p:605-621.

    Full description at Econpapers || Download paper

  36. Observing and shaping the market: the dilemma of central banks. (2016). Cornand, Camille ; Ziliotto, Bruno ; Baeriswyl, Romain.
    In: Working Papers.
    RePEc:hal:wpaper:halshs-01340635.

    Full description at Econpapers || Download paper

  37. Observing and shaping the market: the dilemma of central banks. (2016). Cornand, Camille ; Baeriswyl, Romain ; Ziliotto, Bruno.
    In: Working Papers.
    RePEc:gat:wpaper:1623.

    Full description at Econpapers || Download paper

  38. The Social Cost of Near-Rational Investment. (2016). Mertens, Thomas ; Hassan, Tarek.
    In: Working Paper Series.
    RePEc:fip:fedfwp:2016-16.

    Full description at Econpapers || Download paper

  39. Incomplete Information in Macroeconomics. (2016). , ; Lian, C.
    In: Handbook of Macroeconomics.
    RePEc:eee:macchp:v2-1065.

    Full description at Econpapers || Download paper

  40. Balance Sheet Recessions with Informational and Trading Frictions. (2016). Asriyan, Vladimir.
    In: Working Papers.
    RePEc:bge:wpaper:806.

    Full description at Econpapers || Download paper

  41. Information Aggregation in a Dynamic Stochastic General Equilibrium Model. (2015). Hassan, Tarek ; Mertens, Thomas M.
    In: NBER Macroeconomics Annual.
    RePEc:ucp:macann:doi:10.1086/680621.

    Full description at Econpapers || Download paper

  42. Financial prices and information acquisition in large Cournot markets. (2015). Shim, Myung Kyu ; Rondina, Giacomo.
    In: Journal of Economic Theory.
    RePEc:eee:jetheo:v:158:y:2015:i:pb:p:769-786.

    Full description at Econpapers || Download paper

  43. Information quality and crises in regime-change games. (2015). Iachan, Felipe ; Nenov, Plamen T..
    In: Journal of Economic Theory.
    RePEc:eee:jetheo:v:158:y:2015:i:pb:p:739-768.

    Full description at Econpapers || Download paper

  44. Should we regulate financial information?. (2015). Veldkamp, Laura ; Kurlat, Pablo.
    In: Journal of Economic Theory.
    RePEc:eee:jetheo:v:158:y:2015:i:pb:p:697-720.

    Full description at Econpapers || Download paper

  45. Information acquisition and learning from prices over the business cycle. (2015). Mäkinen, Taneli ; Makinen, Taneli ; Ohl, Bjorn .
    In: Journal of Economic Theory.
    RePEc:eee:jetheo:v:158:y:2015:i:pb:p:585-633.

    Full description at Econpapers || Download paper

  46. Private information and sunspots in sequential asset markets. (2015). Wang, Pengfei ; Benhabib, Jess.
    In: Journal of Economic Theory.
    RePEc:eee:jetheo:v:158:y:2015:i:pb:p:558-584.

    Full description at Econpapers || Download paper

  47. Cournot competition and the social value of information. (2015). Wallace, Chris ; Myatt, David ; DavidP. Myatt, .
    In: Journal of Economic Theory.
    RePEc:eee:jetheo:v:158:y:2015:i:pb:p:466-506.

    Full description at Econpapers || Download paper

  48. Information, Coordination, and Market Frictions: An Introduction. (2015). Vives, Xavier ; Pavan, Alessandro.
    In: Journal of Economic Theory.
    RePEc:eee:jetheo:v:158:y:2015:i:pb:p:407-426.

    Full description at Econpapers || Download paper

  49. Understanding Uncertainty Shocks and the Role of Black Swans. (2014). Veldkamp, Laura ; Orlik, Anna.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:20445.

    Full description at Econpapers || Download paper

  50. Information Aggregation in a DSGE Model. (2014). Hassan, Tarek ; Mertens, Thomas M..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:20193.

    Full description at Econpapers || Download paper

  51. Private Information and Sunspots in Sequential Asset Markets. (2014). Wang, Pengfei ; Benhabib, Jess.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:20044.

    Full description at Econpapers || Download paper

  52. Dynamic Dispersed Information and the Credit Spread Puzzle. (2014). Tsyvinski, Aleh ; Hellwig, Christian ; Albagli, Elias.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:19788.

    Full description at Econpapers || Download paper

  53. Information Aggregation in a Dynamic Stochastic General Equilibrium Model. (2014). Hassan, Tarek Alexander ; Mertens, Thomas .
    In: NBER Chapters.
    RePEc:nbr:nberch:13415.

    Full description at Econpapers || Download paper

  54. Excessive Dynamic Trading: Propagation of Belief Shocks in Small Markets. (2014). .
    In: Department of Economics - Working Papers Series.
    RePEc:mlb:wpaper:1188.

    Full description at Econpapers || Download paper

  55. Information Aggregation in a DSGE Model. (2014). Hassan, Tarek ; Mertens, Thomas M..
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:10020.

    Full description at Econpapers || Download paper

  56. The Social Cost of Near-Rational Investment. (2014). Hassan, Tarek ; Mertens, Thomas M..
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:10007.

    Full description at Econpapers || Download paper

  57. Dynamic Dispersed Information and the Credit Spread Puzzle. (2014). Tsyvinski, Aleh ; Hellwig, Christian ; Albagli, Elias.
    In: Working Papers Central Bank of Chile.
    RePEc:chb:bcchwp:720.

    Full description at Econpapers || Download paper

  58. Financial Market Shocks and the Macroeconomy. (2013). Titman, Sheridan ; Subrahmanyam, Avanidhar.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:19383.

    Full description at Econpapers || Download paper

  59. Booms and Busts with dispersed information. (2013). Benhima, Kenza.
    In: Cahiers de Recherches Economiques du Département d'Econométrie et d'Economie politique (DEEP).
    RePEc:lau:crdeep:13.11.

    Full description at Econpapers || Download paper

  60. Rational Inattention, Multi-Product Firms and the Neutrality of Money. (2012). Pasten, Ernesto.
    In: 2012 Meeting Papers.
    RePEc:red:sed012:346.

    Full description at Econpapers || Download paper

  61. Forecasting the forecasts of others: Implications for asset pricing. (2012). Makarov, Igor ; Rytchkov, Oleg.
    In: Journal of Economic Theory.
    RePEc:eee:jetheo:v:147:y:2012:i:3:p:941-966.

    Full description at Econpapers || Download paper

  62. Rational Inattention, Multi-Product Firms and the Neutrality of Money. (2012). Pasten, Ernesto.
    In: Working Papers Central Bank of Chile.
    RePEc:chb:bcchwp:664.

    Full description at Econpapers || Download paper

  63. Asset Prices and Monetary Policy – A sticky-dispersed information model. (2012). Areosa, Waldyr.
    In: Working Papers Series.
    RePEc:bcb:wpaper:285.

    Full description at Econpapers || Download paper

  64. Too much cocited documents. This list is not complete

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-01-11 19:10:24 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.