Exponentially fading memory learning in forward-looking economic models.

DOI10.1016/S0165-1889(99)00035-4MaRDI QIDQ1978601zbMATH OpenFDO

Authors Emilio Barucci

Publication date 4 June 2000

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

Full work available at URL https://doi.org/10.1016/S0165-1889(99)00035-4

Mathematics Subject Classification ID

Mathematical economics (91B99)

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Cites work

• A Theorem on Mean-Value Iterations
• Adaptive learning and roads to chaos. The case of the cobweb
• Comparative Statics and Perfect Foresight in Infinite Horizon Economies
• Economic Dynamics with Learning: New Stability Results
• Expectationally driven market volatility: An experimental study
• Fixed point iterations for real functions
• scientific article; zbMATH DE number 19473 (Why is no real title available?)
• scientific article; zbMATH DE number 1281936 (Why is no real title available?)
• Learning, estimation, and the stability of rational expectations
• Mean Value Methods in Iteration
• MEMORY EFFECTS IN DISCRETE DYNAMICAL SYSTEMS
• On Endogenous Competitive Business Cycles
• Stability of competitive equilibrium with respect to recursive and learning processes
• Theoretical tests of the rational expectations hypothesis in economic dynamical models

Cited in

(8)

• Learning can generate long memory
• Mann iteration with power means
• Fundamentalists, chartists and asset pricing anomalies
• Stationarity of econometric learning with bounded memory and a predicted state variable
• Path dependence in models with fading memory or adaptive learning
• Ways of learning in a simple economic setting: A comparison
• Error learning behaviour and stability revisited
• Properties of equilibrium asset prices under alternative learning schemes

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