Dynamic predictor selection in a new Keynesian model with heterogeneous expectations

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Heterogeneous Expectations in Monetary DSGE Models (2013, background): “…examples of models with heterogeneous expectations in macroeconomics include Brock and de Fontnouvelle (2000), Evans and Honkapohja (2003, 2006), Branch and McGough (2009, 2010), Berardi (2007), Tuinstra and Wagener (2007), Brazier, Harrison, King, and Yates (2008), Anufriev, Assenza, Hommes,…”
Behavioral & Experimental Macroeconomics and Policy Analysis: A Complex Systems Approach (2018, methodology): “They then study a misspecification equilbrium with intrinsic heterogeneity, and fractions of the two types of agents based on their relative performance as in Brock & Hommes (1997). The model exhibits multiple misspecification equilibria (ME) and the real time learning dynamics switches between thes”
The science of monetary policy: an imperfect knowledge perspective (2018, unknown): “In addition, such models successfully track the evolution of long- and short-term survey forecasts see Branch and Evans (2006), Edge, Laubach, and Williams (2007), Kozicki and Tinsley (2012) and Crump, Eusepi, and Moench (2015).”
Individual Expectations and Aggregate Macro Behavior (2011, background): “More recently a number of authors have extended the NK model to include heterogeneous expectations, e.g. Gali and Gertler (1999), De Grauwe (2010) and Branch and McGough (2009, 2010).”