Saddlepath learning
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Publication:634518
DOI10.1016/J.JET.2011.03.005zbMATH Open1247.91029OpenAlexW4246988466MaRDI QIDQ634518FDOQ634518
Authors: Martin Ellison, Joseph Pearlman 
Publication date: 16 August 2011
Published in: Journal of Economic Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jet.2011.03.005
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Cites Work
- Convergence of least squares learning mechanisms in self-referential linear stochastic models
- The Solution of Linear Difference Models under Rational Expectations
- Monetary policy, indeterminacy and learning
- E-stability vis-a-vis determinacy results for a broad class of linear rational expectations models
- Solutions to linear rational expectations models: a compact exposition
- WHEN DOES DETERMINACY IMPLY EXPECTATIONAL STABILITY?
- Learning and Equilibrium Selection in a Monetary Overlapping Generations Model with Sticky Prices
- Learning to Believe in Sunspots
- Are hyperinflation paths learnable?
Cited In (9)
- Saddlepath learning, MSV learning and consistency of subjective expectations
- Learning in two-dimensional beauty contest games: theory and experimental evidence
- Minimal state variable solutions to Markov-switching rational expectations models
- Comments on ``Keynesian economics without the Phillips curve by R. E. A. Farmer and G. Nicolò
- Learnability of an equilibrium with private information
- WHEN DOES DETERMINACY IMPLY EXPECTATIONAL STABILITY?
- Stochastic saddle paths and economic theory
- Learning and the saddle point property
- E-stability vis-à-vis determinacy in regime-switching models
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