Determinacy and e-stability under reduced-form learning

DOI10.1016/J.ECONLET.2015.01.020MaRDI QIDQ498870zbMATH OpenOpenAlexFDO

Authors Seong-Hoon Cho

Publication date 29 September 2015

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.econlet.2015.01.020

zbMATH Keywords

determinacye-stabilityEuler-equation learninglaw of iterative expectationreduced-form learning

Mathematics Subject Classification ID

Rationality and learning in game theory (91A26)

Recommendations

• Determinacy and stability under learning of rational expectations equilibria
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Cites work

• Convergence in monetary inflation models with heterogeneous learning rules
• E-stability vis-a-vis determinacy results for a broad class of linear rational expectations models
• When does determinacy imply expectational stability?

Cited in

(1)

• Saddlepath learning, MSV learning and consistency of subjective expectations

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