“...In this paper, I estimate a simple Bayesian learning model to expectations data from the Survey of Professional Forecasters. I reformulate the model in terms...”

“...•We model the quantiles of returns conditional on realized volatility measures.•We forecast and evaluate the return distribution relative to the GARCH...”

“...We estimate a dynamic asset pricing model characterized by heterogeneous boundedly rational agents. The fundamental value of the risky asset is publicly...”

“...I investigate how professional forecasters update their uncertainty forecasts of output and inflation in response to macroeconomic news. I obtain a measure of...”

“...The evaluation of the impact of an increase in gasoline tax on demand relies crucially on the estimate of the price elasticity. This article presents an...”

“...The selected papers collected in this special issue were presented at the “Interacting agents and nonlinear dynamics in macroeconomics” workshop organized by...”

“...Guided by psychological evidence, we develop a behavioral exchange rate model in which investors’ perception of fundamental shocks switches between two states...”