A Dynare toolbox for social learning expectations

B-Tier
Journal: Journal of Economic Dynamics and Control
Year: 2025
Volume: 172
Issue: C

Score contribution per author:

0.670 = (α=2.01 / 3 authors) × 1.0x B-tier

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

Abstract

Social learning (SL) is a behavioral model in which expectations and the resulting aggregate dynamics stem from the interactions of a large number of heterogeneous agents. Nonetheless, this framework has so far lacked a parsimonious development with a general-solution method. This paper bridges this gap and introduces a Dynare toolbox to solve any linear state-space model with SL expectations, opening up a wide range of potential applications. As an illustration, optimal monetary policy rules are studied in a microfounded New Keynesian (NK) model under SL and rational expectations (RE).

Technical Details

RePEc Handle
repec:eee:dyncon:v:172:y:2025:i:c:s0165188924001763
Journal Field
Macro
Author Count
3
Added to Database
2026-01-25