Bayesian learning and convergence to rational expectations
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Publication:1099061
DOI10.1016/0304-4068(87)90015-2zbMath0637.90023MaRDI QIDQ1099061
Publication date: 1987
Published in: Journal of Mathematical Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4068(87)90015-2
convergence to rational expectations; agents' forecasts; probability distribution of equilibrium outcomes
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Stability of functional rational expectations equilibria, On rationally confident beliefs and rational overconfidence, On the generic nonconvergence of Bayesian actions and beliefs, On the structure and diversity of rational beliefs, Bayesian learning behaviour and the stability of equilibrium forecasts
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