VITA

William Branch CV

Publications

Finite Horizon Learning, with George W. Evans and Bruce McGough, November, 2010.

Adaptive Learning in Regime Switching Models, with Troy Davig and Bruce McGough, forthcoming Macroeconomic Dynamics, 2012.

Learning about Risk and Return: A Simple Model of Bubbles and Crashes, with George W. Evans, American Economic Journal: Macro, July 2011, 3, 159-191.

Business Cycle Amplification with Heterogeneous Expectations, with Bruce McGough, Economic Theory, May 2011, 47,2-3,395-421.

Monetary Policy and Heterogeneous Expectations, with George W. Evans, Economic Theory, May 2011, 47, 2-3, 365-393.

Dynamic Predictor Selection in a New Keynesian Model with Heterogeneous Expectations, with Bruce McGough, Journal of Economic Dynamics and Control, December 2010, 34, 8, 1492-1504.

Asset Return Dynamics and Learning, with George W. Evans, Review of Financial Studies, Jan. 2010, 23, 4, 1651-1680.

A New Keynesian Model with Heterogeneous Expectations, with Bruce McGough, Journal of Economic Dynamics and Control, May 2009, 33, 5, 1036-1051.

Introduction to Special Issue on Complexity in Economics and Finance,  with Mikhail Anufriev, Journal of Economic Dynamics and Control, May 2009, 33, 5, 1019-1022.

Monetary Policy, Endogenous Inattention, and the Volatility Trade-off, with John Carlson, George W. Evans, and Bruce McGough, Economic Journal, January 2009.

Monetary-Fiscal Policy Interactions under Implementable Monetary Policy Rules with Troy Davig and Bruce McGough, Journal of Money, Credit, and Banking, August 2008, 40, 5.

Model Uncertainty and Endogenous Volatility, with George W. Evans, Review of Economic Dynamics, April 2007, 10, 207-237.

Sticky Information and Model Uncertainty in Survey Data on Ination Expectations, Journal of Economic Dynamics and Control, 31, 245-276.

Restricted Perceptions Equilibria and Learning in Macroeconomics, March 2004.

Intrinsic Heterogeneity in Expectation Formation, with George W. Evans, Journal of Economic Theory,127, 264-295, 2006.

Replicator Dynamics in a Cobweb Model with Rationally Heterogeneous Expectations, with Bruce McGough, Journal of Economic Behavior and Organization, 2008, 65, 224-244.

A Simple Recursive Forecasting Model, with George W. Evans, Economics Letters, 92, 2, 2006.

Multiple Equilibria in Heterogeneous Expectations Models, with Bruce McGough, Contributions to Macroeconomics.

Consistent Expectations and Misspecification in Stochastic Non-linear Economies, with Bruce McGough, Journal of Economic Dynamics and Control, 29, 659-676, April 2005.

The Theory of Rationally Heterogeneous Expectations: Evidence from Survey Data on Ination Expectations, Economic Journal, 114, 592-621, July 2004.

Local Convergence Properties of a Cobweb Model with Rationally Heterogeneous Expectations, Journal of Economic Dynamics and Control, 27, 63-85, Nov. 2002.

 

Working Papers

Imperfect Knowledge, Liquidity, and Bubbles, July 2012.

Unstable Inflation Targets, with George W. Evans, April 2012.

Nowcasting and the Taylor Rule, revise and resubmit Journal of Money, Credit and Banking September 2012.

Bubbles, Crashes, and Risk, with George W. Evans, revise and resubmit Economics Letters, August 2011.

Adaptive Learning and Endogenous Inattention, with John Carlson, George W. Evans, and Bruce McGough, revise and resubmit Macroeconomic Dynamics, June 2010.

 

 

 

 

 

 

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