LEARNING TO FORECAST AND CYCLICAL BEHAVIOR OF OUTPUT AND INFLATION

DOI10.1017/S1365100505040101zbMath1101.91343OpenAlexW3121921953MaRDI QIDQ5464349

Klaus Adam

Publication date: 17 August 2005

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

Full work available at URL: https://doi.org/10.1017/s1365100505040101

zbMATH Keywords

LearningBusiness CyclesOutputConstrained Rational ExpectationsInefficient ForecastsInflation Persistence

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64) Microeconomic theory (price theory and economic markets) (91B24)

Cites Work

• Equilibrium with signal extraction from endogenous variables
• INTRODUCTION TO THE SPECIAL ISSUE: NEW APPROACHES TO LEARNING IN MACROECONOMIC MODELS
• Rational Expectations Equilibrium with Econometric Models
• A Rational Route to Randomness
• Macroeconomic Expectations of Households and Professional Forecasters
• Expectations and the Stability Problem for Optimal Monetary Policies
• Learning and Equilibrium Selection in a Monetary Overlapping Generations Model with Sticky Prices
• Inflation Persistence
• Self-Confirming Equilibrium

Related Items (8)

Learning in a misspecified multivariate self-referential linear stochastic model ⋮ Sparse restricted perceptions equilibrium ⋮ Optimal monetary policy in a New Keynesian model with animal spirits and financial markets ⋮ LEARNING FROM THE EXPECTATIONS OF OTHERS ⋮ Learning and time-varying macroeconomic volatility ⋮ THE SIGNAL EXTRACTION PROBLEM REVISITED: A NOTE ON ITS IMPACT ON A MODEL OF MONETARY POLICY ⋮ Internal rationality, imperfect market knowledge and asset prices ⋮ LEARNING DYNAMICS AND NONLINEAR MISSPECIFICATION IN AN ARTIFICIAL FINANCIAL MARKET

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