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Myopia and Anchoring / George-Marios Angeletos, Zhen Huo.

NBER Working papers Available online

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Format:
Book
Author/Creator:
Angeletos, George-Marios.
Contributor:
National Bureau of Economic Research.
Huo, Zhen.
Series:
Working Paper Series (National Bureau of Economic Research) no. w24545.
NBER working paper series no. w24545
Language:
English
Physical Description:
1 online resource: illustrations (black and white);
Place of Publication:
Cambridge, Mass. National Bureau of Economic Research 2018.
Summary:
We develop an equivalence between the equilibrium effects of incomplete information and those of two behavioral distortions: myopia, or extra discounting of the future; and anchoring of current behavior to past behavior, as in models with habit persistence or adjustment costs. We show how these distortions depend on higher-order beliefs and GE mechanisms, and how they can be disciplined by evidence on expectations. We finally illustrate the use of our toolbox with a quantitative application in the context of inflation, a bridge to the HANK literature, and an extension to networks.
Notes:
Print version record
April 2018.

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