LEARNING AND EXCESS VOLATILITY

DOI10.1017/S1365100501019071zbMath0980.91031OpenAlexW3022961351WikidataQ128705478 ScholiaQ128705478MaRDI QIDQ2741053

John Duffy, James Bullard

Publication date: 9 September 2001

Published in: Macroeconomic Dynamics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s1365100501019071

zbMATH Keywords

learningcapital marketsexcess volatilityleast-squares learninglearning equilibria

Mathematics Subject Classification ID

Related Items (5)

Market liquidity and excess volatility: theory and experiment ⋮ Behavioral learning equilibria ⋮ Adaptive learning and distributional dynamics in an incomplete markets model ⋮ Properties of equilibrium asset prices under alternative learning schemes ⋮ Approximating and simulating the stochastic growth model: Parameterized expectations, neural networks, and the genetic algorithm

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