Damjan Pfajfar
Assistant Professor
University of Tilburg
Research Fellow, CentER and EBC, University of Tilburg
Department of Economics
P.O. box 90153
5000 LE, Tilburg, Netherlands
Tel: +31 13 466 3420
Tel (Cell): +31 681 294 503
Tel (SLO): +386 41 602 139
Email.: d.pfajfar@uvt.nl
Research
Research Interests
Primary fields: Macroeconomics, and Monetary Economics.
Secondary fields: Banking and Finance, Applied Econometrics, Experimental Economics, and Quantitative Methods.
Working Papers
Credit Market Distortions, Asset Prices and Monetary Policy (with Emiliano Santoro)
Asymmetries in Inflation Expectations across Sociodemographic Groups (with Emiliano Santoro)
Experimental Evidence on Inflation Expectation Formation (with Blaž Žakelj, Job market candidate at UPF).
Heterogeneity, Learning and Information Stickiness in Inflation Expectations (with Emiliano Santoro)
Formation of Rationally Heterogeneous Expectations
Determinacy, Stock Market Dynamics and Monetary Policy Inertia (with Emiliano Santoro)
Work in Progress
Expectations and Monetary Policy Design (with Blaž Žakelj)
Providing Microfoundations for VARs (with Eran Guse)
Estimating Recursive Learning in Macroeconomic Model with Survey Data (with Eran Guse)
Asset Prices, Credit Channel and Optimal Monetary Policy (with Emiliano Santoro)
Adaptive Learning and Credit Cycles (with Michele Berardi and Emiliano Santoro)
Heterogeneous Expectations, Adaptive Learning and Monetary Policy Transmission Mechanism (with Alessandro Flamini)
Heterogeneous Expectations in the New-Keynesian Macroeconomic Model: Empirical Investigation
Adaptive Learning Toolbox
Available Here
Toolbox Manual for Multivariate Reduced Forms (with Chryssi Giannitsarou and Eva Carceles-Poveda)
