Exponentially fading memory learning in forward-looking economic models.
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Publication:1978601
DOI10.1016/S0165-1889(99)00035-4zbMATH Open1136.91573MaRDI QIDQ1978601FDOQ1978601
Authors: Emilio Barucci 
Publication date: 4 June 2000
Published in: Journal of Economic Dynamics and Control (Search for Journal in Brave)
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Cites Work
- On Endogenous Competitive Business Cycles
- Mean Value Methods in Iteration
- Expectationally driven market volatility: An experimental study
- Fixed point iterations for real functions
- A Theorem on Mean-Value Iterations
- Comparative Statics and Perfect Foresight in Infinite Horizon Economies
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- Title not available (Why is that?)
- MEMORY EFFECTS IN DISCRETE DYNAMICAL SYSTEMS
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- Theoretical tests of the rational expectations hypothesis in economic dynamical models
- Economic Dynamics with Learning: New Stability Results
- Stability of competitive equilibrium with respect to recursive and learning processes
Cited In (8)
- Properties of equilibrium asset prices under alternative learning schemes
- Path dependence in models with fading memory or adaptive learning
- Ways of learning in a simple economic setting: A comparison
- Fundamentalists, chartists and asset pricing anomalies
- Error learning behaviour and stability revisited
- Learning can generate long memory
- Stationarity of econometric learning with bounded memory and a predicted state variable
- Mann iteration with power means
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