Coherence without rationality at the zero lower bound

A-Tier
Journal: Journal of Economic Theory
Year: 2023
Volume: 214
Issue: C

Score contribution per author:

1.341 = (α=2.01 / 3 authors) × 2.0x A-tier

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

Abstract

Standard rational expectations models with an occasionally binding zero lower bound constraint either admit no solutions (incoherence) or multiple solutions (incompleteness). This paper shows that deviations from full-information rational expectations mitigate concerns about incoherence and incompleteness. Models with no rational expectations equilibria admit self-confirming equilibria involving the use of simple mis-specified forecasting models. Completeness and coherence are restored if expectations are adaptive or if agents are less forward-looking due to some information or behavioral friction. In the case of incompleteness, the E-stability criterion selects an equilibrium.

Technical Details

RePEc Handle
repec:eee:jetheo:v:214:y:2023:i:c:s0022053123001412
Journal Field
Theory
Author Count
3
Added to Database
2026-01-24