Rational Expectations Equilibria, Learning, and Model Specification
From MaRDI portal
Publication:3743057
DOI10.2307/1912325zbMath0605.90038OpenAlexW2005949885MaRDI QIDQ3743057
No author found.
Publication date: 1986
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1912325
learningrational expectationsmodel specificationstandard linear regression modellinear stochastic supply and demand modelproduction lag
Related Items (63)
Local convergence properties of a cobweb model with rationally heterogeneous expectations ⋮ On the asymptotic behaviour of linear learning processes with partial forgetting ⋮ Learning about monetary regime shifts in an overlapping wage contract model ⋮ On rational belief equilibria ⋮ Evolution of forecast disagreement in a Bayesian learning model ⋮ REPRESENTATIONS AND SUNSPOT STABILITY ⋮ Convergence of least squares learning to a non-stationary equilibrium ⋮ Central bank learning and Taylor rules with sticky import prices ⋮ Learning in linear models with expectational leads ⋮ LEARNING IN COBWEB EXPERIMENTS ⋮ On the initialization of adaptive learning in macroeconomic models ⋮ The stability of macroeconomic systems with Bayesian learners ⋮ Oligopoly game: price makers meet price takers ⋮ Adaptive learning and monetary exchange ⋮ Intelligent mutation rate control in an economic application of genetic algorithms ⋮ Convergence of least squares learning mechanisms in self-referential linear stochastic models ⋮ Expectations, learning and empirical macroeconomic models ⋮ A time-varying model of rational learning ⋮ Limited rationality and the strategic environment: further theory and experimental evidence ⋮ A learning-to-forecast experiment on the foreign exchange market with a classifier system ⋮ E-equilibria and adaptive expectations: Output and inflation in the LBS model ⋮ Least squares learning with heterogeneous expectations ⋮ EXPECTATIONS, STAGNATION, AND FISCAL POLICY: A NONLINEAR ANALYSIS ⋮ LEARNING FROM THE EXPECTATIONS OF OTHERS ⋮ Estimation and inference in adaptive learning models with slowly decreasing gains ⋮ Out-of-Equilibrium Dynamics with Heterogeneous Capital Goods ⋮ Memory and market stability: the case of the cobweb ⋮ Heterogeneous distribution of information and convergence to rational expectations equilibrium in a partial equilibrium model ⋮ ESTIMATING STRUCTURAL PARAMETERS IN REGRESSION MODELS WITH ADAPTIVE LEARNING ⋮ Money as a medium of exchange in an economy with artificially intelligent agents ⋮ Learning, estimation, and the stability of rational expectations ⋮ On the convergence of Bayesian posterior processes in linear economic models. Counting equations and unknowns ⋮ Expectational diversity in monetary economies ⋮ Heterogeneous beliefs and the non-linear cobweb model ⋮ Adaptive learning of rational expectations using neural networks ⋮ Stochastic equilibrium: Learning by exponential smoothing ⋮ Adjustment costs, learning, and indeterminacy ⋮ Optimal pricing against a simple learning rule ⋮ Stability properties for learning with heterogeneous expectations and multiple equilibria ⋮ Escape dynamics: a continuous-time approximation ⋮ Sequential coordination, higher-order belief dynamics and the E-stability principle ⋮ ADAPTIVE LEARNING IN REGIME-SWITCHING MODELS ⋮ Average behavior in learning models ⋮ Properties of equilibrium asset prices under alternative learning schemes ⋮ Periodic learning about a hidden state variable ⋮ Stability of functional rational expectations equilibria ⋮ Intrinsic heterogeneity in expectation formation ⋮ On learning to forecast in an endogenous growth model with externalities ⋮ Committee, expert advice, and the weighted majority algorithm: an application to the pricing decision of a monopolist ⋮ Price stability and volatility in markets with positive and negative expectations feedback: an experimental investigation ⋮ Robustifying learnability ⋮ Learning when to say no ⋮ Stable near-rational sunspot equilibria ⋮ Rational behavior and rational expectations ⋮ Nonparametric adaptive learning with feedback ⋮ Stochastic gradient learning in the cobweb model ⋮ Inflation targeting, learning and Q volatility in small open economies ⋮ On learning and rational expectations in an overlapping generations model ⋮ Bounded rationality and unemployment dynamics ⋮ The RPEs of RBCs and other DSGEs ⋮ Genetic algorithm learning and the cobweb model ⋮ Learning rational expectations in a policy game ⋮ Convergence of Bayesian learning to general equilibrium in mis-specified models.
This page was built for publication: Rational Expectations Equilibria, Learning, and Model Specification
