Perpetual learning and apparent long memory

DOI10.1016/j.jedc.2018.03.012zbMath1401.91341OpenAlexW2795135262MaRDI QIDQ1657333

Guillaume Chevillon, Sophocles Mavroeidis

Publication date: 13 August 2018

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

Full work available at URL: https://ora.ox.ac.uk/objects/uuid:89297f88-37da-459e-8f0e-b4302235fe7a

zbMATH Keywords

long memorypresent-value modelsconsistent expectationsperpetual learning

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64)

Related Items (2)

Estimation and inference in adaptive learning models with slowly decreasing gains ⋮ Stationarity of econometric learning with bounded memory and a predicted state variable

Uses Software

• longmemo

Cites Work

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