Øster Farimagsgade 5
Bygning 26
1353 Copenhagen K.
Denmark
University of Copenhagen - Department of Economics
Unforeseeable Change; Knightian Uncertainty; Muth’s Hypothesis; Model Ambiguity; REH; Behavioral Finance
Asset-Price Movements, Model Ambiguity, Models with Time-Varying Parameters, REH, Behavioral Finance, GAS Models
Asset Prices, Unforeseeable Change, Knightian Uncertainty, Muth’s Hypothesis, Model Ambiguity, Rational Expectations (REH), Behavioral Finance
Uncertainty in Economic Models; Kahneman and Tversky's Experimental Findings; Behavioral Finance; Muth's Hypothesis; REH.
Cointegration of trends, State space models, CVAR models
Expectations; Structural Shifts; Unforeseeable Change; Knightian Uncertainty; Muth’s Hypothesis.