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American Economic Review Vol. 111 No. 4 2021

Myopia and Anchoring

George‐Marios Angeletos1; Zhen Huo2

1 Department of Economics, Massachusetts Institute of Technology (email: ) · 2 Department of Economics, Yale University (email: )

Abstract

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.

DOI
10.1257/aer.20191436
Volume
111
Issue
4
Pages
1166-1200
Language
en
Sources
openalex bibtex:phds-export.bib crossref

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