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Learning, estimation, and the stability of rational expectations

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Bray, Margaret
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File URL: http://www.sciencedirect.com/science/article/B6WJ3-4CYG9X5-C8/2/172f1a64f466461377494b9af47831c0
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Article provided by Elsevier in its journal Journal of Economic Theory.

Volume (Year): 26 (1982)
Issue (Month): 2 (April)
Pages: 318-339
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Handle: RePEc:eee:jetheo:v:26:y:1982:i:2:p:318-339

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  1. Giuseppe Ferrero, 2004. "Monetary policy and the transition to rational expectations," Computing in Economics and Finance 2004 19, Society for Computational Economics. [Downloadable!]
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  2. James B. Bullard, 2006. "The learnability criterion and monetary policy," Review, Federal Reserve Bank of St. Louis, issue May, pages 203-217. [Downloadable!]
  3. Felipe Pérez, 1998. "- Private Experience In Adaptive Learning Models," Working Papers. Serie AD 1998-03, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie). [Downloadable!]
  4. Zijp, R. van, 1990. "Why Lucas is not a Hayekian," Serie Research Memoranda 0027, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics. [Downloadable!]
  5. Massimo Guidolin & Allan Timmerman, 2005. "Properties of equilibrium asset prices under alternative learning schemes," Working Papers 2005-009, Federal Reserve Bank of St. Louis. [Downloadable!]
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  6. Itzhak Gilboa, 1991. "Rationality and Ascriptive Science," Discussion Papers 943, Northwestern University, Center for Mathematical Studies in Economics and Management Science. [Downloadable!]
  7. Drew Fudenberg & David K. Levine, 1993. "Steady State Learning and Nash Equilibrium," Levine's Working Paper Archive 373, David K. Levine. [Downloadable!]
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  8. Xiaohong Chen & Halbert White, 1994. "Nonparametric Adaptive Learning with Feedback," University of California at San Diego, Economics Working Paper Series 94-21, Department of Economics, UC San Diego. [Downloadable!]
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  9. Athanasios Orphanides & John C. Williams, 2002. "Imperfect knowledge, inflation expectations, and monetary policy," Finance and Economics Discussion Series 2002-27, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
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  10. Alberto Locarno, 2007. "Imperfect Knowledge, Adaptive Learning, and the Bias Against Activist Monetary Policies," International Journal of Central Banking, International Journal of Central Banking, vol. 3(3), pages 47-85, September. [Downloadable!]
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  11. Bennett T. McCallum, 2009. "The Role of "Determinacy" in Monetary Policy Analysis," IMES Discussion Paper Series 09-E-17, Institute for Monetary and Economic Studies, Bank of Japan. [Downloadable!]
  12. Leonard J. Mirman & Kevin Reffett & John Stachurski, 2004. "Some Stability Results for Markovian Economic Semigroups," Department of Economics - Working Papers Series 902, The University of Melbourne. [Downloadable!]
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  13. Frydman, Roman, 1982. "Individual Rationality, Decentralization and the Rational Expectations Hypothesis," Working Papers 82-30, C.V. Starr Center for Applied Economics, New York University. [Downloadable!]
  14. Shurojit Chatterji & Ignacio Lobato, 2009. "Transformations of the State Variable and Learning Dynamics," Working Papers 0902, Centro de Investigacion Economica, ITAM. [Downloadable!]
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  15. Kaushik Mitra, . "Is more data better?," Discussion Papers 00/44, Department of Economics, University of York. [Downloadable!]
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  16. Myles Callan & Eric Ghysels & Norman R. Swanson, 1998. "Monetary Policy Rules with Model and Data Uncertainty," CIRANO Working Papers 98s-40, CIRANO. [Downloadable!]
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  17. Scott E. Page, 1991. "Simulations and Spatial Voting Methods," Discussion Papers 952, Northwestern University, Center for Mathematical Studies in Economics and Management Science. [Downloadable!]
  18. Carl Chiarella & Xue-Zhong He & Peiyuan Zhu, 2003. "Fading Memory Learning in the Cobweb Model with Risk Averse Heterogeneous Producers," Research Paper Series 108, Quantitative Finance Research Centre, University of Technology, Sydney. [Downloadable!]
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  19. J. Bradford De Long & Andrei Shleifer & Lawrence H. Summers & Robert J. Waldmann, . "Noise Trader Risk in Financial Markets," J. Bradford De Long's Working Papers _124, University of California at Berkeley, Economics Department. [Downloadable!]
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  20. Bennett T. McCallum, 2003. "The Unique Minimum State Variable RE Solution is E-Stable in All Well Formulated Linear Models," NBER Working Papers 9960, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  21. Geert Bekaert & Robert J. Hodrick & David A. Marshall, 1997. ""Peso Problem" Explanations for Term Structure Anomalies," NBER Working Papers 6147, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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