Quantifying Confidence

S-Tier
Journal: Econometrica
Year: 2018
Volume: 86
Issue: 5
Pages: 1689-1726

Authors (3)

George‐Marios Angeletos (Northwestern University) Fabrice Collard (not in RePEc) Harris Dellas (not in RePEc)

Score contribution per author:

2.681 = (α=2.01 / 3 authors) × 4.0x S-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

We develop a tractable method for augmenting macroeconomic models with autonomous variation in higher‐order beliefs. We use this to accommodate a certain type of waves of optimism and pessimism that can be interpreted as the product of frictional coordination and, unlike the one featured in the news literature, regards the short‐term economic outlook rather than the medium‐ to long‐run prospects. We show that this enrichment provides a parsimonious explanation of salient features of the data; it accounts for a significant fraction of the business‐cycle volatility in estimated models that allow for various competing structural shocks; and it captures a type of fluctuations that have a Keynesian flavor but do not rely on nominal rigidities.

Technical Details

RePEc Handle
repec:wly:emetrp:v:86:y:2018:i:5:p:1689-1726
Journal Field
General
Author Count
3
Added to Database
2026-01-24