Model uncertainty and endogenous volatility

Review of Economic Dynamics

Volumn 10, Issue 2, 2007, Pages 207-237

  Branch, William A ^a   Evans, George W ^b  

^a UNIVERSITY OF CALIFORNIA   (United States)

^b UNIVERSITY OF OREGON   (United States)

Author keywords

Adaptive learning; Lucas model; Model uncertainty; Rational expectations; Volatility

Indexed keywords

EID: 33947598485     PISSN: 10942025     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.red.2006.10.002     Document Type: Article

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