Rational Expectations Models and Bounded Memory

DOI10.2307/1912664MaRDI QIDQ3790904zbMATH OpenOpenAlexFDO

Authors Christian Gouriéroux, J. Pradel, Claude Fourgeaud

Publication date 1985

Published in Econometrica (Search for Journal in Brave)

Full work available at URL http://www.cepremap.fr/depot/couv_orange/co8310.pdf

zbMATH Keywords

backward solutionbounded memoryforward solutionrational expectations modelsset of the solutionsunique stationary solution

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Economic growth models (91B62)

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• Exponentially fading memory learning in forward-looking economic models.
• Bounded memory, inertia, sampling and weighting model for market entry games
• On the welfare cost of consumption fluctuations in the presence of memorable goods
• Limited-dependent rational expectations models with future expectations
• The solution of dynamic linear rational expectations models

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