The stability of macroeconomic systems with Bayesian learners
DOI10.1016/J.JEDC.2015.09.004zbMATH Open1401.91327OpenAlexW3123872238MaRDI QIDQ1656502FDOQ1656502
Authors: James Bullard, Jacek Suda 
Publication date: 10 August 2018
Published in: Journal of Economic Dynamics and Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jedc.2015.09.004
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Bayesian learningrecursive learningexpectational stabilitylearnability of rational expectations equilibrium
Macroeconomic theory (monetary models, models of taxation) (91B64) Statistical methods; economic indices and measures (91B82)
Cites Work
- Title not available (Why is that?)
- Learning by doing and the value of optimal experimentation
- Optimal Control of an Unknown Linear Process with Learning
- Convergence of least squares learning mechanisms in self-referential linear stochastic models
- Rational Expectations Equilibria, Learning, and Model Specification
- Learning and control in a changing economic environment.
- Properties of equilibrium asset prices under alternative learning schemes
- Time-varying parameters and nonconvergence to rational expectations under least squares learning
- STATISTICAL LEARNING WITH TIME-VARYING PARAMETERS
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