Zobrazeno 1 - 10
of 25
pro vyhledávání: '"Chetan Dave"'
Publikováno v:
Public Choice.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::7d5a5a1487a688e5c4ea148cd457ddc2
https://doi.org/10.1007/s11127-023-01053-0
https://doi.org/10.1007/s11127-023-01053-0
Publikováno v:
Studies in Nonlinear Dynamics & Econometrics. 25:365-391
We build a small open economy RBC model with financial frictions to analyse spending and tax based fiscal consolidations in emerging market economies (EMEs). We show that if government spending is a substitute to private consumption in household util
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::b0edb6af7b2565cd9dfa195a23a54cbd
https://doi.org/10.1515/snde-2019-0042
https://doi.org/10.1515/snde-2019-0042
Publikováno v:
Eurasian Economic Review. 10:533-553
We compare standard (laboratory) and non-standard (field) subject pool behavior in an extensive form public goods game with random punishment. Our experimental investigation is motivated by real-world ‘Activists’ encouraging public goods provisio
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::8919d53febbefa8a07396b31b3b65f47
https://doi.org/10.1007/s40822-020-00144-3
https://doi.org/10.1007/s40822-020-00144-3
Autor:
Chetan Dave, Marco M. Sorge
Empirical growth-rate distributions of major macroeconomic aggregates are typically non-Normal and exhibit fat tails. We advance the idea that indeterminacies in standard rational expectations models can qualify as a source of high-frequency extreme
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::c4678f932d846d335ed48193c259b82e
http://hdl.handle.net/11386/4747699
http://hdl.handle.net/11386/4747699
Autor:
James A. Feigenbaum, Chetan Dave
Publikováno v:
Macroeconomic Dynamics. 24:1124-1150
Recursive least squares learning is a central concept employed in selecting amongst competing outcomes of dynamic stochastic economic models. In employing least squares estimators, such learning relies on the assumption of a symmetric loss function d
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::12ff11bd42edf2dbff6b1eb73fa0227c
https://doi.org/10.1017/s1365100518000731
https://doi.org/10.1017/s1365100518000731
Autor:
Marco M. Sorge, Chetan Dave
Publikováno v:
European Economic Review. 140:103933
We argue that dynamic indeterminacy in structural models can help rationalize statistical regularities regarding higher-order properties of macroeconomic time series. Without departing from the Gaussian rational expectations paradigm, we formally est
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::826d07692aa1dd849aa985200e2e2d72
https://doi.org/10.1016/j.euroecorev.2021.103933
https://doi.org/10.1016/j.euroecorev.2021.103933
Autor:
Samreen Malik, Chetan Dave
Publikováno v:
European Economic Review. 100:293-317
We document the extent to which major macroeconomic series, used to inform linear DSGE models, can be characterized by power laws whose indices we estimate via maximum likelihood. Assuming data follow a linear recursion with multiplicative noise, low
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::23e1e2399fd92df2343505f975e09386
https://doi.org/10.1016/j.euroecorev.2017.08.010
https://doi.org/10.1016/j.euroecorev.2017.08.010
Autor:
Gary Charness, Chetan Dave
Publikováno v:
Games and Economic Behavior. 104:1-23
We investigate whether the confirmation bias is mitigated in signal-extraction environments by outside financial interests. We include a background strategic consideration leading to ‘motivated beliefs’ for people in one role, as they receive hig
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::185cc04ee231195c06f11b97a635ceff
https://doi.org/10.1016/j.geb.2017.02.015
https://doi.org/10.1016/j.geb.2017.02.015
Autor:
Kwok Ping Tsang, Chetan Dave
Publikováno v:
Economics Letters. 124:329-334
We estimate the relative contribution of recursive preferences versus adaptive learning in accounting for the tail thickness of price–dividends/rents ratios. We find that both of these sources of volatility account for volatility in liquid (stocks)
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::972011724c8ea22d7e385550d6ff1e1c
https://doi.org/10.1016/j.econlet.2014.06.014
https://doi.org/10.1016/j.econlet.2014.06.014
Publikováno v:
Journal of Money, Credit and Banking. 45:1705-1720
We examine the bank lending channel (BLC) of monetary transmission in a factor-augmented vector autoregression (FAVAR). A FAVAR exploits large numbers of macro-economic indicators and allows us to consider an alternative identification of monetary sh
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::90b38cb94187443dd81b04814d6e16eb
https://doi.org/10.1111/jmcb.12067
https://doi.org/10.1111/jmcb.12067