Learning integrated inflation forecasts in a simple multi-agent macroeconomic model

DOI10.1016/J.JEDC.2024.104979MaRDI QIDQ6973009zbMATH OpenFDO

Authors Blake LeBaron, K. E. Smith

Publication date 11 June 2025

Published in Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.JEDC.2024.104979

zbMATH Keywords

agent-based macroeconomicsbehavioral macroeconomicsforecastingheterogeneity

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64) Economic time series analysis (91B84)

Cites work

• A New Keynesian model with heterogeneous expectations
• A Rational Route to Randomness
• An illustration of the essential difference between individual and social learning, and its consequences for computational analyses.
• Animal spirits and monetary policy
• Evolutionary dynamics in markets with many trader types
• Genetic algorithm learning and the cobweb model
• Monetary policy and heterogeneous expectations
• Optimal Properties of Exponentially Weighted Forecasts

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