Learning and the saddle point property

DOI10.1016/S0165-1765(01)00501-8MaRDI QIDQ5958412zbMATH OpenOpenAlexFDO

Authors Stéphane Gauthier

Publication date 3 March 2002

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0165-1765(01)00501-8

zbMATH Keywords

determinacylearningrational expectationssaddle path

Mathematics Subject Classification ID

Rationality and learning in game theory (91A26) General equilibrium theory (91B50)

Recommendations

• Determinacy and stability under learning of rational expectations equilibria
• Saddlepath learning
• Saddlepath learning, MSV learning and consistency of subjective expectations
• When does determinacy imply expectational stability?
• Global stability in spite of local instability with learning

Cites work

• scientific article; zbMATH DE number 4209881 (Why is no real title available?)
• scientific article; zbMATH DE number 19468 (Why is no real title available?)
• scientific article; zbMATH DE number 19473 (Why is no real title available?)
• Least-Squares Learning and the Stability of Equilibria with Externalities
• On learning and the nonuniqueness of equilibrium in an overlapping generations model with fiat money
• On the Robustness of Bubbles in Linear RE Models
• Stability of cycles and expectations

Cited in

(4)

• Saddlepath learning, MSV learning and consistency of subjective expectations
• Learning systems
• Saddlepath learning
• Determinacy and stability under learning of rational expectations equilibria

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