Determinacy and stability under learning of rational expectations equilibria
From MaRDI portal
(Redirected from Publication:697928)
Recommendations
- When does determinacy imply expectational stability?
- E-stability vis-a-vis determinacy results for a broad class of linear rational expectations models
- DYNAMIC EQUIVALENCE PRINCIPLE IN LINEAR RATIONAL EXPECTATIONS MODELS
- Learning and the saddle point property
- Global stability in spite of local instability with learning
Cites work
- A Stochastic Approximation Method
- Analysis of recursive stochastic algorithms
- Convergence of least squares learning mechanisms in self-referential linear stochastic models
- Equilibrium cycles in an overlapping generations economy with production
- Expectations Formation and Stability of Large Socioeconomic Systems
- scientific article; zbMATH DE number 3875113 (Why is no real title available?)
- scientific article; zbMATH DE number 19468 (Why is no real title available?)
- scientific article; zbMATH DE number 19473 (Why is no real title available?)
- scientific article; zbMATH DE number 3463553 (Why is no real title available?)
- Learning to Believe in Sunspots
- On learning and the nonuniqueness of equilibrium in an overlapping generations model with fiat money
- On the Robustness of Bubbles in Linear RE Models
- Stability of cycles and expectations
- Stochastic gradient learning in the cobweb model
Cited in
(23)- E-stability vis-a-vis determinacy results for a broad class of linear rational expectations models
- Stability of cycles and expectations
- Speculative dynamics with bounded rationality learning
- Stability of tâtonnement processes of short period equilibria with rational expectations
- On the stability properties of the long-run stationary equilibrium in macro-dynamic models under perfect foresight and static expectations
- Determinacy analysis in high order dynamic systems: the case of nominal rigidities and limited asset market participation
- Determinacy in linear rational expectations models
- Temporary equilibrium dynamics with Bayesian learning
- Saddlepath learning, MSV learning and consistency of subjective expectations
- Coordination on saddle-path solutions: the eductive viewpoint -- linear multivariate models
- Learnability and equilibrium selection under indeterminacy
- scientific article; zbMATH DE number 19468 (Why is no real title available?)
- Rationalizability in games with a continuum of players
- DYNAMIC EQUIVALENCE PRINCIPLE IN LINEAR RATIONAL EXPECTATIONS MODELS
- Determinacy and e-stability under reduced-form learning
- Expectational coordination in simple economic contexts. Concepts and analysis with emphasis on strategic substituabilities
- When does determinacy imply expectational stability?
- Learning non-rational expectations equilibria
- Learning and the saddle point property
- Saddlepath learning
- Theoretical tests of the rational expectations hypothesis in economic dynamical models
- Adjustment costs, learning, and indeterminacy
- Stability properties for learning with heterogeneous expectations and multiple equilibria
This page was built for publication: Determinacy and stability under learning of rational expectations equilibria
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q697928)
