Browsing Scholarly Works by Subject "Mathematical and quantitative methods"

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  • Are Stationary Hyperinflation Paths Learnable? 
    Adam, Klaus; Evans, George W., 1949-; Honkapohja, Seppo, 1951- (University of Oregon, Dept of Economics, 2003-03-17)
    Earlier studies of the seigniorage inflation model have found that the high-inflation steady state is not stable under adaptive learning. We reconsider this issue and analyze the full set of solutions for the linearized ...
  • Coordination on Saddle-Path Solutions: The Eductive Viewpoint -- Linear Multivariate Models 
    Evans, George W., 1949-; Guesnerie, R. (University of Oregon, Dept of Economics, 2003-10-10)
    We examine local strong rationality (LSR) in multivariate models with both forward-looking expectations and predetermined variables. Given hypothetical common knowledge restrictions that the dynamics will be close to those ...
  • Eliciting Individual-Specific Discount Rates 
    Cameron, Trudy Ann; Gerdes, Geoffrey R. (University of Oregon, Dept. of Economics, 2003-01-01)
    Longstanding debate over the appropriate social discount rate for public projects stems from our lack of knowledge about how individual discount rates vary across people and across choice contexts. Using a sample of roughly ...
  • Expectations and the Stability Problem for Optimal Monetary Policies 
    Evans, George W., 1949-; Honkapohja, Seppo, 1951- (University of Oregon, Dept. of Economics, 2001-08-03)
    A fundamentals based monetary policy rule, which would be the optimal monetary policy without commitment when private agents have perfectly rational expectations, is unstable if in fact these agents follow standard adaptive ...
  • Intrinsic Heterogeneity in Expectation Formation 
    Branch, William A.; Evans, George W., 1949- (University of Oregon, Dept. of Economics, 2003-05-16)
    We introduce the concept of a Misspecification Equilibrium to dynamic macroeconomics. Agents choose between a list of misspecified econometric models and base their selection on relative forecast performance. A Misspecification ...
  • Stable Sunspot Equilibira in a Cash-in-Advance Economy 
    Evans, George W., 1949-; Honkapohja, Seppo, 1951-; Marimon, Ramon, 1953- (University of Oregon, Dept. of Economics, 2002-10-25)
    We develop a monetary model with flexible supply of labor, cash in advance constraints and government spending financed by seignorage. This model has two regimes. One regime is conventional with two steady states. The other ...
  • Test of Choice Set Misspecification for Discrete Models of Consumer Choice 
    DeShazo, J. R.; Cameron, Trudy Ann; Saenz, Manrique, 1971- (University of Oregon, Dept. of Economics, 2001-11-05)
    We develop and evaluate a test of choice set misspecification for a multinomial logit choice model. This test determines whether the choice set designated by the researcher mistakenly assigns relevant substitutes to the ...

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