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Asset Prices and Macro Policy when Agents Learn and are Heterogeneous

Deliverables

Data Management Plan

Our plan is to develop the APMPAL-HET research project with publicly available or comercial data sets such as Compustat, Eurostat, CRSP etc We do not plan to generate nor process new data sets. This was true of the previous project APMPAL project as well. If the project developed is such a way that we had to develop our own data sets we would make them as open as possible according to the guidelines or opt-out of the agreement.

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Publications

Optimal policy with general signal extraction

Author(s): Esther Hauk, Andrea Lanteri, Albert Marcet
Published in: Journal of Monetary Economics, Issue 118, 2021, Page(s) 54-86, ISSN 0304-3932
DOI: 10.1016/j.jmoneco.2021.01.002