20th Street and Constitution Avenue NW
Washington, DC 20551
United States
http://www.fabianwinkler.com
Board of Governors of the Federal Reserve System
Long run risks, Rare Disasters, Habit, Bayesian Estimation, Particle Filter, Time-Varying Beliefs, Time-Varying Preferences, Excess Volatility
Bayesian Estimation, Equity Premium Puzzle, Excess Volatility, Habit, long-run risks, Particle Filter, Rare Disasters
Optimal Monetary Policy, Asset Prices, Natural Real Interest Rate, Learning, Leaning Against The Wind
Asset Pricing, Credit Constraints, Expectations, Financial Frictions, Learning, Monetary policy, Survey Data, Survey Forecasts
Unemployment Insurance, International Business Cycles, Fiscal Union, International Risk Sharing
Fiscal Union, International Business Cycles, International Risk Sharing, Unemployment Insurance
Natural rate of interest, Learning, Misperception, Overreaction, Dispersed information, Long-term rates, Demand shocks, Monetary policy shocks
Disagreement, Forecast Dispersion, Heterogeneous Expectations, Noisy Information, Dynamic Factor Model
behavioral bias, forecasting, out-of-sample prediction, rational expectations, survey data