Equilibrium with signal extraction from endogenous variables
DOI10.1016/0165-1889(91)90012-PzbMATH Open0716.90009OpenAlexW2047218655MaRDI QIDQ753630FDOQ753630
Authors: Thomas J. Sargent 
Publication date: 1991
Published in: Journal of Economic Dynamics and Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0165-1889(91)90012-p
Recommendations
Applications of statistics to economics (62P20) Computational methods for problems pertaining to operations research and mathematical programming (90-08) General equilibrium theory (91B50) Economic growth models (91B62)
Cites Work
- Analysis of recursive stochastic algorithms
- Convergence of least squares learning mechanisms in self-referential linear stochastic models
- Time to Build and Aggregate Fluctuations
- Title not available (Why is that?)
- The law of large numbers with a continuum of i.i.d. random variables
- An expository note on individual risk without aggregate uncertainty
- Optimal Properties of Exponentially Weighted Forecasts
Cited In (24)
- Analytic policy function iteration
- Computing posterior signals and endogenous parameters in a dealer trading network
- Dynamic portfolio choice and asset pricing with differential information
- The RPEs of RBCs and other DSGEs
- Market efficiency and inefficiency in rational expectations equilibria. Dynamic effects of heterogeneous information and noise
- On aggregation of information in competitive markets: The dynamic case
- LEARNING TO FORECAST AND CYCLICAL BEHAVIOR OF OUTPUT AND INFLATION
- Behavioral learning equilibria
- Fuzzy inductive reasoning, expectation formation and the behavior of security prices
- Modeling large societies: why countable additivity is necessary
- Optimal policy in a model of endogenous fluctuations and assets
- A model of near-rational exuberance
- Learning from prices: information aggregation and accumulation in an asset market
- Forecasting the forecasts of others: implications for asset pricing
- Models of information aggregation in financial markets: a review
- Indicator variables for optimal policy under asymmetric information
- Behavioral learning equilibria in New Keynesian models
- How equilibrium prices reveal information in a time series model with disparately informed, competitive traders
- A note on Futia (1981)'s non-existence pathology of rational expectations equilibria
- Are hyperinflation paths learnable?
- Signal extraction: experimental evidence
- Market equilibria with endogenous, hierarchical information
- Learning, hypothesis testing, and rational-expectations equilibrium
- Equilibrium stability in a nonlinear cobweb model
This page was built for publication: Equilibrium with signal extraction from endogenous variables
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q753630)
