Market Anticipations, Rational Expectations, and Bayesian Analysis
From MaRDI portal
Publication:3048542
DOI10.2307/2526314zbMath0413.90017OpenAlexW2082329658MaRDI QIDQ3048542
Publication date: 1978
Published in: International Economic Review (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/2526314
Bayesian analysisrational expectationscompetitive marketgame theoretic modelcontinuum of firmsgeneral equilibrium analysisexistence and convergence of Nash-equilibriumexogeneous stochastic demandlimiting Nash equilibrium decision rulemarket anticipationsstability of self-fulfilling equilibrium
Related Items (25)
Local convergence properties of a cobweb model with rationally heterogeneous expectations ⋮ On the generic nonconvergence of Bayesian actions and beliefs ⋮ On rational belief equilibria ⋮ Bayesian learning and convergence to rational expectations ⋮ Bayesian learning behaviour and the stability of equilibrium forecasts ⋮ Non-stationary, stable Markov processes on a continuous state space ⋮ Convergence in economic models with Bayesian hierarchies of beliefs ⋮ Learning from others: A welfare analysis ⋮ Intelligent mutation rate control in an economic application of genetic algorithms ⋮ Expectations, learning and empirical macroeconomic models ⋮ A time-varying model of rational learning ⋮ The effect of the time-structure of information on the expectational-stability of rational expectations ⋮ E-equilibria and adaptive expectations: Output and inflation in the LBS model ⋮ Can we estimate macroforecasters' mis-behavior? ⋮ Introduction to the stability of rational expectations equilibrium ⋮ Beauty contests under private information and diverse beliefs: How different? ⋮ On rationally confident beliefs and rational overconfidence ⋮ Bayesian learning in normal form games ⋮ Eductive expectations coordination on deterministic cycles in an economy with heterogeneous agents ⋮ Properties of equilibrium asset prices under alternative learning schemes ⋮ The relative contributions of private information sharing and public information releases to information aggregation ⋮ Rational expectations equilibrium: An alternative approach ⋮ Learning, hypothesis testing, and rational-expectations equilibrium ⋮ Genetic algorithm learning and the cobweb model ⋮ Diverse beliefs
This page was built for publication: Market Anticipations, Rational Expectations, and Bayesian Analysis
