Learning in linear models with expectational leads
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Cites work
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- scientific article; zbMATH DE number 1972910 (Why is no real title available?)
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- scientific article; zbMATH DE number 3296351 (Why is no real title available?)
- A Complete Characterization of ARMA Solutions to Linear Rational Expectations Models
- A theory of modal control
- Asymptotically Efficient Self-Tuning Regulators
- Convergence in monetary inflation models with heterogeneous learning rules
- Counterexamples to general convergence of a commonly used recursive identification method
- EXPECTATIONS, FORECASTING, AND PERFECT FORESIGHT
- Economic Dynamics with Learning: New Stability Results
- Expectational Stability and the Multiple Equilibria Problem in Linear Rational Expectations Models
- Extended least squares and their applications to adaptive control and prediction in linear systems
- Fast projection methods for minimal design problems in linear system theory
- Global convergence of adaptive learning in models of pure exchange
- Global stability in spite of local instability with learning
- Learning in economic systems with expectations feedback
- Learning to Believe in Sunspots
- Learning to predict rationally when beliefs are heterogeneous
- Learning, estimation, and the stability of rational expectations
- Least squares estimates in stochastic regression models with applications to identification and control of dynamic systems
- Nonparametric adaptive learning with feedback
- On positive real transfer functions and the convergence of some recursive schemes
- On self tuning regulators
- On the Robustness of Bubbles in Linear RE Models
- On the concept of excitation in least squares identification and adaptive control†
- On the relationship between determinate and MSV solutions in linear RE models
- PERFECT PREDICTIONS IN ECONOMIC DYNAMICAL SYSTEMS WITH RANDOM PERTURBATIONS
- Rational Expectations Equilibria, Learning, and Model Specification
- Solutions to linear rational expectations models: a compact exposition
- Stochastic approximation methods for constrained and unconstrained systems
- The convergence of AML
- The impact of multiperiod planning horizons on portfolios and asset prices in a dynamic CAPM
Cited in
(7)- When are adaptive expectations rational? A generalization
- Two problems in applying Ljung's projection algorithms to the analysis of decentralized learning
- Adaptive learning in practice
- Learning to predict rationally when beliefs are heterogeneous
- Learning in economic systems with expectations feedback
- CONVERGENCE OF ADAPTIVE LEARNING AND EXPECTATIONAL STABILITY: THE CASE OF MULTIPLE RATIONAL-EXPECTATIONS EQUILIBRIA
- Least squares learning with heterogeneous expectations
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