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A framework for the analysis of self-confirming policies

Author

Listed:
  • P. Battigalli

    (Università Bocconi and IGIER)

  • S. Cerreia-Vioglio

    (Università Bocconi and IGIER)

  • F. Maccheroni

    (Università Bocconi and IGIER)

  • M. Marinacci

    (Università Bocconi and IGIER)

  • T. Sargent

    (New York University and Hoover Institution)

Abstract

This paper provides a general framework for analyzing self-confirming policies. We study self-confirming equilibria in recurrent decision problems with incomplete information about the true stochastic model. We characterize stationary monetary policies in a linear-quadratic setting.

Suggested Citation

  • P. Battigalli & S. Cerreia-Vioglio & F. Maccheroni & M. Marinacci & T. Sargent, 2022. "A framework for the analysis of self-confirming policies," Theory and Decision, Springer, vol. 92(3), pages 455-512, April.
    • Handle: RePEc:kap:theord:v:92:y:2022:i:3:d:10.1007_s11238-021-09862-9
    DOI: 10.1007/s11238-021-09862-9
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