Fundamentalists vs. chartists: learning and predictor choice dynamics

DOI10.1016/J.JEDC.2011.01.010zbMath1209.91110OpenAlexW2138391560MaRDI QIDQ633333

Michele Berardi

Publication date: 31 March 2011

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

Full work available at URL: http://hummedia.manchester.ac.uk/schools/soss/cgbcr/discussionpapers/dpcgbcr104.pdf

zbMATH Keywords

learningexpectationsheterogeneitypredictor choice

Mathematics Subject Classification ID

Economic dynamics (91B55) Heterogeneous agent models (91B69)

Related Items (1)

Adaptive learning, endogenous uncertainty, and asymmetric dynamics

Cites Work

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• Stable sunspot solutions in models with predetermined variables
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• Heterogeneous beliefs and routes to chaos in a simple asset pricing model
• Least squares learning with heterogeneous expectations
• Intrinsic heterogeneity in expectation formation
• STABILITY AND CYCLES IN A COBWEB MODEL WITH HETEROGENEOUS EXPECTATIONS
• A Rational Route to Randomness

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