Eric Gaus

Assistant Professor

318 Bomberger Hall egaus (at) ursinus.edu
610.409.3080 (office) 484.762.4324 (dept fax)

PUBLICATIONS

"Characterizing Investor Expectations for Assets with Varying Risk." (2016) with Arunima Sinha. Research in International Business and Finance (Forthcoming)
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"Learning and Loss Functions: Comparing Optimal and Operational Monetary Policy Rules." (2014) with Srikanth Ramamurthy, Interntational Journal of Mathematical Modeling and Numerical Optimisation, 5(1/2), 64-78.
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"Robust Stability of Monetary Policy Rules under Adaptive Learning." (2013) Southern Economic Journal, 80(2), 439-453.
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WORKING PAPERS

"Time-Varying Parameters and Endogenous Learning Algorithms." (2014) 2nd Round Revise and resubmit requested at Macroeconomic Dynamics
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"Can Policy Makers Influence the Inflation with an Expectational Nudge?" (2015) Under review.
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Previously: "Adaptive Learning, Heterogeneous Expectations and Forward Guidance."

"What do Yield Curves imply about the Evolution of Investor Expectations?" (2015) with Arunima Sinha, under review.
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"Estimation of Constant Gain Learning Models." (2014) with Srikanth Ramamurthy
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Gauss code for simulated examples: Example 1a Example 1b Example 1c Example 2

"Expectational Effects on Macroeconomic Estimation." (2013) with Srikanth Ramamurthy.
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WORK IN PROGRESS

"Expectations and the Empirical Fit of DSGE Models" (2016) with Christopher Gibbs.

Updated: April, 2016