Learning in a misspecified multivariate self-referential linear stochastic model

DOI10.1016/J.JEDC.2007.06.005zbMATH Open1181.91195OpenAlexW2167805053MaRDI QIDQ844663FDOQ844663

Authors: Eran A. Guse 

Publication date: 19 January 2010

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

Full work available at URL: http://repec.org/mmf2006/up.19073.1145374289.pdf

Recommendations

• Heterogeneity and misspecifications in learning
• Rational Expectations Equilibria, Learning, and Model Specification
• Least mean squares learning in self-referential linear stochastic models
• Stability of functional rational expectations equilibria
• Behavioral learning equilibria

zbMATH Keywords

monetary policy rulesseemingly unrelated regressionadaptive learningexpectational stabilityrestricted perceptions equilibria

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64) Rationality and learning in game theory (91A26) Heterogeneous agent models (91B69)

Cites Work

• Title not available (Why is that?)
• An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias
• Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory*
• Title not available (Why is that?)
• Convergence of least squares learning mechanisms in self-referential linear stochastic models
• The Solution of Linear Difference Models under Rational Expectations
• Inflation Persistence
• Monetary policy, indeterminacy and learning
• LEARNING TO FORECAST AND CYCLICAL BEHAVIOR OF OUTPUT AND INFLATION
• Performance of monetary policy with internal central bank forecasting
• Are hyperinflation paths learnable?
• Monetary policy and stable indeterminacy with inertia
• Restricted perception equilibria and rational expectation equilibrium

Cited In (6)

• Learning dynamics and nonlinear misspecification in an artificial financial market
• Convergence of least squares learning mechanisms in self-referential linear stochastic models
• Learnability of an equilibrium with private information
• Learning and model validation
• Forecast combination, non-linear dynamics, and the macroeconomy
• Least squares learning with heterogeneous expectations

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