Browsing All of EconStor by Author Jang, Tae-Seok
Showing results 1 to 13 of 13
Year of Publication | Title | Author(s) |
2009 | Productivity shocks and the New Keynesian Phillips Curve: Evidence from US and Euro area | Ambrocio, Gene; Jang, Tae-Seok |
2011 | Moment matching versus Bayesian estimation: Backward-looking behaviour in the new-Keynesian three-equations model | Franke, Reiner; Jang, Tae-Seok; Sacht, Stephen |
2012 | Identification of Animal Spirits in a Bounded Rationality Model: An Application to the Euro Area | Sacht, Stephen; Jang, Tae-Seok |
2012 | Identification of animal spirits in a bounded rationality model: An application to the euro area | Jang, Tae-Seok; Sacht, Stephen |
2012 | Moment matching versus Bayesian estimation: Backward-looking behaviour in a New-Keynesian baseline model | Franke, Reiner; Jang, Tae-Seok; Sacht, Stephen |
2012 | Structural estimation of the New-Keynesian model: A formal test of backward- and forward-looking behavior | Jang, Tae-Seok |
2012 | Identification of animal spirits in a bounded rationality model: An application to the euro area | Jang, Tae-Seok; Sacht, Stephen |
2013 | Moment Matching versus Bayesian Estimation: Backward-Looking Behaviour in a New-Keynesian Baseline Model | Sacht, Stephen; Franke, Reiner; Jang, Tae-Seok |
2014 | Animal spirits and the business cycle: Empirical evidence from moment matching | Jang, Tae-Seok; Sacht, Stephen |
2017 | Modeling consumer confidence and its role for expectation formation: A horse race | Jang, Tae-Seok; Sacht, Stephen |
2018 | Macroeconomic dynamics under bounded rationality: On the impact of consumers' forecast heuristics | Jang, Tae-Seok; Sacht, Stephen |
2018 | Forecast heuristics, consumer expectations, and new-Keynesian macroeconomics: A horse race | Jang, Tae-Seok; Sacht, Stephen |
2018 | On the estimation of behavioral macroeconomic models via simulated maximum likelihood | Kukacka, Jiri; Jang, Tae-Seok; Sacht, Stephen |