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Chryssi Giannitsarou
Researcher at University of Cambridge
Publications - 43
Citations - 842
Chryssi Giannitsarou is an academic researcher from University of Cambridge. The author has contributed to research in topics: General equilibrium theory & Adaptive learning. The author has an hindex of 15, co-authored 43 publications receiving 718 citations. Previous affiliations of Chryssi Giannitsarou include Economic Policy Institute & Center for Economic and Policy Research.
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Adaptive Learning in Practice
TL;DR: This article propose three ways of initializing, one that uses randomly generated data, a second that is ad-hoc and a third that uses an appropriate distribution, and provide a computing toolbox for analysing the quantitative properties of dynamic stochastic macroeconomic models under adaptive learning.
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Adaptive learning in practice
TL;DR: This work proposes three ways of initializing, one that uses randomly generated data, a second that is ad-hoc and a third that uses an appropriate distribution, which provide a computing toolbox for analysing the quantitative properties of dynamic stochastic macroeconomic models under adaptive learning.
Posted Content
Asset Pricing with Adaptive Learning
TL;DR: In this article, the authors study the effect of recursive least squares and constant gain learning on asset pricing in a general equilibrium framework and conclude that, contrary to popular belief, standard self-referential learning cannot fully resolve the asset pricing puzzles observed in the data.
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Asset pricing with adaptive learning
TL;DR: In this article, the authors study the effect of recursive least squares and constant gain learning on asset pricing in a general equilibrium framework and conclude that in the context of these two commonly used models, standard linear self-referential learning does not resolve the asset pricing puzzles observed in the data.
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Balanced Budget Rules and Aggregate Instability: The Role of Consumption Taxes*
TL;DR: In this article, the authors show that when the government finances its expenditures via an endogenous consumption tax instead, a steady state is always saddle-path stable, and that combining income taxes with consumption taxes makes the ranges of indeterminacy shrink.