Asset Prices and Macro Policy when Agents Learn and are Heterogeneous

Project Information

APMPAL-HET

Grant agreement ID: 788547

DOI

10.3030/788547

Project closed

EC signature date 8 June 2018

Start date 1 September 2018

End date 29 February 2024

Funded under

• EXCELLENT SCIENCE - European Research Council (ERC)

Total cost

€ 1 524 144,00

EU contribution

€ 1 524 144,00

Coordinated by

Centre de Recerca en Economia Internacional (CREI)
Spain

CORDIS provides links to public deliverables and publications of HORIZON projects.

Links to deliverables and publications from FP7 projects, as well as links to some specific result types such as dataset and software, are dynamically retrieved from OpenAIRE .

Deliverables

Open Research Data Pilot (1)

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.

Publications

Peer reviewed articles (5)

Are survey stock price forecasts anchored by fundamental forecasts? A long-run perspective

Author(s): Pei Kuang, Li Tang, Renbin Zhang, Tongbin Zhang
Published in: Economic Theory, 2024, ISSN 0938-2259
Publisher: Springer Verlag
DOI: 10.1007/s00199-024-01597-2

Higher-order income risk over the business cycle

Author(s): Christopher Busch and Alexander Ludwig
Published in: International Economic Review, 2023, ISSN 0020-6598
Publisher: Blackwell Publishing Inc.
DOI: 10.1111/iere.12685

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
Publisher: Elsevier BV
DOI: 10.1016/j.jmoneco.2021.01.002

Informal Risk Sharing with Local Information

Author(s): Attila Ambrus, Wayne Gao, Pau Milán
Published in: The Review of Economic Studies, 2022, ISSN 0034-6527
Publisher: Blackwell Publishing Inc.
DOI: 10.1093/restud/rdab091

Pareto-Improving Optimal Capital and Labor Taxes

Author(s): Katharina Greulich, Sarolta Laczó, and Albert Marcet
Published in: Journal of Political Economy, 2023, ISSN 0022-3808
Publisher: University of Chicago Press
DOI: 10.1086/723635