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Local Convergence of Recursive Learning to Steady States and Cycles in Stochastic Nonlinear Models
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Cited by:
- Atanas Christev, 2006.
"Learning Hyperinflations,"
Computing in Economics and Finance 2006
475, Society for Computational Economics.
- Atanas Christev, 2007. "Learning Hyperinflations," Money Macro and Finance (MMF) Research Group Conference 2006 126, Money Macro and Finance Research Group.
- Stefano Eusepi, 2005. "Comparing forecast-based and backward-looking Taylor rules: a "global" analysis," Staff Reports 198, Federal Reserve Bank of New York.
- Alonso-Carrera, Jaime, 2001. "On learning to forecast in an endogenous growth model with externalities," Journal of Economic Dynamics and Control, Elsevier, vol. 25(8), pages 1139-1156, August.
- Seppo Honkapohja & Kaushik Mitra, 2006.
"Learning Stability in Economies with Heterogeneous Agents,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 9(2), pages 284-309, April.
- Seppo Honkapohja & Kaushik Mitra, 2002. "Learning Stability in Economies with Heterogenous Agents," CESifo Working Paper Series 772, CESifo.
- Kaushik Mitra & Seppo Honkapohja, 2004. "Learning Stability in Economies with Heterogenous Agents," Royal Holloway, University of London: Discussion Papers in Economics 04/17, Department of Economics, Royal Holloway University of London, revised Jul 2004.
- Honkapohja, Seppo & Mitra, Kaushik, 2002. "Learning stability in economics with heterogeneous agents," Working Paper Series 120, European Central Bank.
- Dudek, Maciej K., 2010. "A consistent route to randomness," Journal of Economic Theory, Elsevier, vol. 145(1), pages 354-381, January.
- Evans, Geroge W & Honkapohja, Seppo & Romer, Paul, 1998.
"Growth Cycles,"
American Economic Review, American Economic Association, vol. 88(3), pages 495-515, June.
- Paul Romer & George Evans & Seppo Hokapohja, "undated". "Growth Cycles," Home Pages _001, Stanford University.
- George Evans & Seppo Honkapohja & Paul Romer, 1996. "Growth Cycles," NBER Working Papers 5659, National Bureau of Economic Research, Inc.
- Eusepi, Stefano, 2007. "Learnability and monetary policy: A global perspective," Journal of Monetary Economics, Elsevier, vol. 54(4), pages 1115-1131, May.
- Chen, Xiaohong & White, Halbert, 1998. "Nonparametric Adaptive Learning with Feedback," Journal of Economic Theory, Elsevier, vol. 82(1), pages 190-222, September.
- Damdinsuren, Erdenebulgan & Zaharieva, Anna, 2023.
"Expectation formation and learning in the labour market with on-the-job search and Nash bargaining,"
Labour Economics, Elsevier, vol. 81(C).
- Damdinsuren, Erdenebulgan & Zaharieva, Anna, 2018. "Expectation Formation and Learning in the Labour Market with On-the-Job Search and Nash Bargaining," Center for Mathematical Economics Working Papers 604, Center for Mathematical Economics, Bielefeld University.
- Honkapohja, Seppo & Mitra, Kaushik, 2003.
"Learning with bounded memory in stochastic models,"
Journal of Economic Dynamics and Control, Elsevier, vol. 27(8), pages 1437-1457, June.
- Seppo Honkapohja & Kaushik Mitra, "undated". "Learning with Bounded Memory in Stochastic Models," Discussion Papers 00/42, Department of Economics, University of York.
- Kaushik Mitra & Seppo Honkapohja, 1999. "Learning with Bounded Memory in Stochastic Models," Computing in Economics and Finance 1999 221, Society for Computational Economics.
- Honkapohja, S. & Mitra, K., 1999. "Learning with Bounded Memory in Stochastic Models," University of Helsinki, Department of Economics 456, Department of Economics.
- Ellison, Martin & Scott, Andrew, 2013.
"Learning and price volatility in duopoly models of resource depletion,"
Journal of Monetary Economics, Elsevier, vol. 60(7), pages 806-820.
- Martin Ellison & Andrew Scott, 2009. "Learning and Price Volatility in Duopoly Models of Resource Depletion," OxCarre Working Papers 025, Oxford Centre for the Analysis of Resource Rich Economies, University of Oxford.
- Scott, Andrew & Ellison, Martin, 2009. "Learning and Price Volatility in Duopoly Models of Resource Depletion," CEPR Discussion Papers 7378, C.E.P.R. Discussion Papers.
- Victor Aguirregabiria & Jihye Jeon, 2020.
"Firms’ Beliefs and Learning: Models, Identification, and Empirical Evidence,"
Review of Industrial Organization, Springer;The Industrial Organization Society, vol. 56(2), pages 203-235, March.
- Victor Aguirregabiria & Jihye Jeon, 2018. "Firms' Beliefs and Learning: Models, Identification, and Empirical Evidence," Working Papers tecipa-620, University of Toronto, Department of Economics.
- Aguirregabiria, Victor & Jeon, Jihye, 2018. "Firms' Beliefs and Learning: Models, Identification, and Empirical Evidence," CEPR Discussion Papers 13255, C.E.P.R. Discussion Papers.
- LeBaron, Blake, 2001.
"Evolution And Time Horizons In An Agent-Based Stock Market,"
Macroeconomic Dynamics, Cambridge University Press, vol. 5(02), pages 225-254, April.
- Blake LeBaron, 1999. "Evolution and Time Horizons in an Agent-Based Stock Market," Computing in Economics and Finance 1999 1342, Society for Computational Economics.
- Dmitri Kolyuzhnov & Anna Bogomolova, 2004. "Escape Dynamics: A Continuous Time Approximation," Econometric Society 2004 Latin American Meetings 27, Econometric Society.
- Arifovic, Jasmina, 1995. "Genetic algorithms and inflationary economies," Journal of Monetary Economics, Elsevier, vol. 36(1), pages 219-243, August.
- Berardi, Michele & Duffy, John, 2015.
"Real-Time, Adaptive Learning Via Parameterized Expectations,"
Macroeconomic Dynamics, Cambridge University Press, vol. 19(2), pages 245-269, March.
- Michele Berardi & John Duffy, 2010. "Real-Time, Adaptive Learning via Parameterized Expectations," Centre for Growth and Business Cycle Research Discussion Paper Series 147, Economics, The University of Manchester.
- Pooya Molavi, 2019. "Macroeconomics with Learning and Misspecification: A General Theory and Applications," 2019 Meeting Papers 1584, Society for Economic Dynamics.
- Guidolin, Massimo & Timmermann, Allan, 2007.
"Properties of equilibrium asset prices under alternative learning schemes,"
Journal of Economic Dynamics and Control, Elsevier, vol. 31(1), pages 161-217, January.
- Massimo Guidolin & Allan Timmerman, 2005. "Properties of equilibrium asset prices under alternative learning schemes," Working Papers 2005-009, Federal Reserve Bank of St. Louis.
- Albert Marcet & Juan P. Nicolini, 2003.
"Recurrent Hyperinflations and Learning,"
American Economic Review, American Economic Association, vol. 93(5), pages 1476-1498, December.
- Albert Marcet & Juan P. Nicolini, 1995. "Recurrent hyperinflations and learning," Economics Working Papers 244, Department of Economics and Business, Universitat Pompeu Fabra, revised Nov 2001.
- Marcet, A. & Nicolini, J.P., 1997. "Recurrent Hyperinflations and Learning," Papers 9721, Centro de Estudios Monetarios Y Financieros-.
- Albert Marcet & Juan Pablo Nicolini, 1997. "Recurrent Hyperinflations and Learning," Working Papers wp1997_9721, CEMFI.
- Marcet, Albert & Nicolini, Juan Pablo, 1998. "Recurrent Hyperinflations and Learning," CEPR Discussion Papers 1875, C.E.P.R. Discussion Papers.
- Negroni, Giorgio, 2005. "Eductive expectations coordination on deterministic cycles in an economy with heterogeneous agents," Journal of Economic Dynamics and Control, Elsevier, vol. 29(5), pages 931-952, May.
- George W. Evans & Seppo Honkapohja, 2005.
"Policy Interaction, Expectations and the Liquidity Trap,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 8(2), pages 303-323, April.
- Honkapohja, Seppo & Evans, George W., 2003. "Policy Interaction, Expectation and Liquidity Trap," CEPR Discussion Papers 3925, C.E.P.R. Discussion Papers.
- George W. Evans & Seppo Honkapohja, 2003. "Policy interaction, expectations, and the liquidity trap," FRB Atlanta Working Paper 2003-16, Federal Reserve Bank of Atlanta.
- George W. Evans & Seppo Honkapohja, 2004. "Policy interaction, expectations and the liquidity trap," Macroeconomics 0404033, University Library of Munich, Germany.
- George W. Evans & Seppo Honkapohja, 2003. "Policy Interaction, Expectations and the Liquidity Trap," University of Oregon Economics Department Working Papers 2003-33, University of Oregon Economics Department, revised 06 Jul 2004.
- Evans, George W. & Honkapohja, Seppo, 2003. "Policy interaction, expectation and the liquidity trap," Bank of Finland Research Discussion Papers 22/2003, Bank of Finland.
- Reiner Franke & Tim Nesemann, 1999. "Two destabilizing strategies may be jointly stabilizing," Journal of Economics, Springer, vol. 69(1), pages 1-18, February.
- Garratt, Anthony & Hall, Stephen G., 1997. "E-equilibria and adaptive expectations: Output and inflation in the LBS model," Journal of Economic Dynamics and Control, Elsevier, vol. 21(7), pages 1149-1171, June.
- Dmitri Kolyuzhnov & Anna Bogomolova, 2004. "Escape Dynamics: A Continuous Time Approximation," Econometric Society 2004 Far Eastern Meetings 557, Econometric Society.
- Cho, In-Koo, 2001.
"Convergence of Least Squares Learning in Self-Referential Discontinuous Stochastic Models,"
Journal of Economic Theory, Elsevier, vol. 101(1), pages 78-114, November.
- In-Koo Cho, 2001. "Convergence of Least Squares Learning in Self-Referential Discontinuous Stochastic Models," Economics Bulletin, AccessEcon, vol. 28(9), pages 1.
- Marek Weretka & Daniel Quint, 2022. "Slope-takers in anonymous markets," GRAPE Working Papers 64, GRAPE Group for Research in Applied Economics.
- Brock, William A. & de Fontnouvelle, Patrick, 2000.
"Expectational diversity in monetary economies,"
Journal of Economic Dynamics and Control, Elsevier, vol. 24(5-7), pages 725-759, June.
- William A. Brock & Patrick de Fontnouvelle, 1996. "Expectational Diversity in Monetary Economies," Working Papers 96-11-084, Santa Fe Institute.
- Brock, W.A. & de Fontnouvelle, P., 1996. "Expectational Diversity in Monetary Economics," Working papers 9624, Wisconsin Madison - Social Systems.
- Stefano Eusepi, 2010. "Central Bank Communication and the Liquidity Trap," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(2‐3), pages 373-397, March.
- Evans, George W. & Honkapohja, Seppo, 1998.
"Convergence of learning algorithms without a projection facility,"
Journal of Mathematical Economics, Elsevier, vol. 30(1), pages 59-86, August.
- Seppo Honkapohja & George W. Evans, 1996. "Convergence of Learning Algorithms without a Projection Facility," CESifo Working Paper Series 109, CESifo.
- George W Evans & Roger Guesnerie & Bruce McGough, 2019.
"Eductive Stability in Real Business Cycle Models,"
Economic Journal, Royal Economic Society, vol. 129(618), pages 821-852.
- George W. Evans & Roger Guesnerie & Bruce McGough, 2010. "Eductive Stability in Real Business Cycle Models," University of Oregon Economics Department Working Papers 2010-16, University of Oregon Economics Department.
- George W. Evans & Roger Guesnerie & Bruce McGough, 2014. "Eductive Stability in Real Business Cycle Models," CDMA Working Paper Series 201406, Centre for Dynamic Macroeconomic Analysis.
- George Evans & Roger Guesnerie & Bruce Mcgough, 2019. "Eductive Stability in Real Business Cycle Models," PSE-Ecole d'économie de Paris (Postprint) halshs-02084319, HAL.
- George W. Evans & Roger Guesnerie & Bruce Mcgough, 2010. "Eductive stability in real business cycle models," Working Papers halshs-00565011, HAL.
- George Evans & Roger Guesnerie & Bruce Mcgough, 2019. "Eductive Stability in Real Business Cycle Models," Post-Print halshs-02084319, HAL.
- George W. Evans & Roger Guesnerie & Bruce Mcgough, 2010. "Eductive stability in real business cycle models," PSE Working Papers halshs-00565011, HAL.
- Chen Xiaohong & White Halbert, 2002.
"Asymptotic Properties of Some Projection-based Robbins-Monro Procedures in a Hilbert Space,"
Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 6(1), pages 1-55, April.
- Chen, Xiaohong & White, Halbert, 2002. "Asymptotic Properties of Some Projection-based Robbins-Monro Procedures in a Hilbert Space," University of California at San Diego, Economics Working Paper Series qt4z4380t7, Department of Economics, UC San Diego.
- Stefano Eusepi, 2008. "Central bank transparency and nonlinear learning dynamics," Staff Reports 342, Federal Reserve Bank of New York.
- Wilfredo Leiva, 1999. "Adaptive learning in models with lagged variables," Economics Working Papers 413, Department of Economics and Business, Universitat Pompeu Fabra.
- Branch, William A., 2016. "Imperfect knowledge, liquidity and bubbles," Journal of Economic Dynamics and Control, Elsevier, vol. 62(C), pages 17-42.
- Araújo, Aloísio Pessoa de & Maldonado, Wilfredo Fernando Leiva, 2001. "A note on learning chaotic sunspot equilibrium," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 423, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
- Dieppe, Alistair & Pandiella, Alberto González & Hall, Stephen & Willman, Alpo, 2013. "Limited information minimal state variable learning in a medium-scale multi-country model," Economic Modelling, Elsevier, vol. 33(C), pages 808-825.
- Kolyuzhnov, Dmitri & Bogomolova, Anna & Slobodyan, Sergey, 2014.
"Escape dynamics: A continuous-time approximation,"
Journal of Economic Dynamics and Control, Elsevier, vol. 38(C), pages 161-183.
- Dmitri Kolyuzhnov & Anna Bogomolova & Sergey Slobodyan, 2006. "Escape Dynamics: A Continuous—Time Approximation," CERGE-EI Working Papers wp285, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
- Evans, David & Evans, George W. & McGough, Bruce, 2022. "The RPEs of RBCs and other DSGEs," Journal of Economic Dynamics and Control, Elsevier, vol. 143(C).
- Fabio Ghironi, 2000. "Alternative Monetary Rules for a Small Open Economy: The Case of Canada," Boston College Working Papers in Economics 466, Boston College Department of Economics, revised 30 Oct 2000.
- Negroni, Giorgio, 2005. "Eductive expectations coordination on deterministic cycles in an economy with identical fundamentals," Journal of Economic Behavior & Organization, Elsevier, vol. 58(3), pages 420-443, November.
- Dmitri Kolyuzhnov & Anna Bogomolova, 2004. "Escape Dynamics: A Continuous Time Approximation," Computing in Economics and Finance 2004 190, Society for Computational Economics.