Consistency of Linear Forecasts in a Nonlinear Stochastic Economy

DOI10.1007/978-3-642-29503-4_10zbMath1296.91196OpenAlexW2142436768MaRDI QIDQ3191533

Gerhard Sorger, Florian O. O. Wagener, Cars H. Hommes

Publication date: 2 October 2014

Published in: Global Analysis of Dynamic Models in Economics and Finance (Search for Journal in Brave)

Full work available at URL: http://dare.uva.nl/personal/pure/en/publications/consistency-of-linear-forecasts-in-a-nonlinear-stochastic-economy(4967b439-2637-4152-81a7-8bf28e632d49).html

zbMATH Keywords

bounded rationalitypath dependenceexpectation formationconsistent expectationssample autocorrelation learning

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Inference from stochastic processes and prediction (62M20) Stochastic models in economics (91B70) Economic growth models (91B62)

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