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Convergence of least squares learning mechanisms in self-referential linear stochastic models
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Cited by:
- Bennett T. McCallum, 2002. "Consistent Expectations, Rational Expectations, Multiple-Solution Indeterminacies, and Least-Squares Learnability," NBER Working Papers 9218, National Bureau of Economic Research, Inc.
- Bullard, James & Mitra, Kaushik, 2002.
"Learning about monetary policy rules,"
Journal of Monetary Economics, Elsevier, vol. 49(6), pages 1105-1129, September.
- Kaushik Mitra & James Bullard, "undated". "Learning About Monetary Policy Rules," Discussion Papers 00/41, Department of Economics, University of York.
- James B. Bullard & Kaushik Mitra, 2002. "Learning about monetary policy rules," Working Papers 2000-001, Federal Reserve Bank of St. Louis.
- Novarese, Marco & Lanteri, Alessandro & Tibaldeschi, Cesare, 2010. "Learning, Generalization and the Perception of Information: an Experimental Study," MPRA Paper 28007, University Library of Munich, Germany.
- Lundtofte, Frederik, 2008.
"Expected life-time utility and hedging demands in a partially observable economy,"
European Economic Review, Elsevier, vol. 52(6), pages 1072-1096, August.
- Lundtofte, Frederik, 2005. "Expected Life-Time Utility and Hedging Demands in a Partially Observable Economy," Working Papers 2005:17, Lund University, Department of Economics.
- Frederik Lundtofte, 2006. "Expected Life-Time Utility and Hedging Demands in a Partially Observable Economy," Swiss Finance Institute Research Paper Series 06-23, Swiss Finance Institute.
- Markiewicz, Agnieszka & Pick, Andreas, 2014.
"Adaptive learning and survey data,"
Journal of Economic Behavior & Organization, Elsevier, vol. 107(PB), pages 685-707.
- Agnieszka Markiewicz & Andreas Pick, 2013. "Adaptive Learning and Survey Data," CDMA Working Paper Series 201305, Centre for Dynamic Macroeconomic Analysis.
- Agnieszka Markiewicz & Andreas Pick, 2014. "Adaptive learning and survey data," DNB Working Papers 411, Netherlands Central Bank, Research Department.
- Orphanides, Athanasios & Williams, John C., 2008.
"Learning, expectations formation, and the pitfalls of optimal control monetary policy,"
Journal of Monetary Economics, Elsevier, vol. 55(Supplemen), pages 80-96, October.
- Athanasios Orphanides & John C. Williams, 2008. "Learning, expectations formation and the pitfalls of optimal control monetary policy," Working Paper Series 2008-05, Federal Reserve Bank of San Francisco.
- Athanasios Orphanides & John C. Williams, 2008. "Learning, Expectations Formation, and the Pitfalls of Optimal Control Monetary Policy," Working Papers 2008-3, Central Bank of Cyprus.
- Athanasios Orphanides & John C. Williams, 2008. "Learning, Expectations Formation, And The Pitfalls Of Optimal Control Monetary Policy," CAMA Working Papers 2008-17, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- William Branch & George W. Evans, 2007.
"Model Uncertainty and Endogenous Volatility,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 10(2), pages 207-237, April.
- Wiliam Branch & George W. Evans, 2005. "Model Uncertainty and Endogenous Volatility," University of Oregon Economics Department Working Papers 2005-21, University of Oregon Economics Department, revised 26 Oct 2006.
- George W. Evans & William A. Branch, 2005. "Model Uncertainty and Endogenous Volatility," Computing in Economics and Finance 2005 33, Society for Computational Economics.
- Patrick Pintus & Jacek Suda, 2019.
"Learning Financial Shocks and the Great Recession,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 31, pages 123-146, January.
- Patrick A. Pintus & Jacek Suda, 2013. "Learning Financial Shocks and the Great Recession," AMSE Working Papers 1333, Aix-Marseille School of Economics, France, revised 05 Jun 2013.
- Patrick Pintus & Jacek Suda, 2018. "Learning Financial Shocks and the Great Recession," GRAPE Working Papers 28, GRAPE Group for Research in Applied Economics.
- Patrick A. Pintus & Jacek Suda, 2019. "Learning Financial Shocks and the Great Recession," Post-Print hal-01889886, HAL.
- Jacek Suda & Patrick Pintus, 2015. "Learning Financial Shocks and the Great Recession," 2015 Meeting Papers 577, Society for Economic Dynamics.
- Patrick A. Pintus & Jacek Suda, 2016. "Learning Financial Shocks and the Great Recession," Working Papers halshs-00830480, HAL.
- Athanasios Orphanides & John C. Williams, 2009.
"Imperfect Knowledge and the Pitfalls of Optimal Control Monetary Policy,"
Central Banking, Analysis, and Economic Policies Book Series, in: Klaus Schmidt-Hebbel & Carl E. Walsh & Norman Loayza (Series Editor) & Klaus Schmidt-Hebbel (Series (ed.),Monetary Policy under Uncertainty and Learning, edition 1, volume 13, chapter 4, pages 115-144,
Central Bank of Chile.
- Athanasios Orphanides & John C. Williams, 2008. "Imperfect Knowledge And The Pitfalls Of Optimal Control Monetary Policy," Working Papers Central Bank of Chile 499, Central Bank of Chile.
- Athanasios Orphanides & John C. Williams, 2008. "Imperfect knowledge and the pitfalls of optimal control monetary policy," Working Paper Series 2008-09, Federal Reserve Bank of San Francisco.
- Athanasios Orphanides & John C. Williams, 2008. "Imperfect Knowledge and the Pitfalls of Optimal Control Monetary Policy," Working Papers 2008-5, Central Bank of Cyprus.
- Kyle Hyndman & Antoine Terracol & Jonathan Vaksmann, 2009.
"Learning and sophistication in coordination games,"
Experimental Economics, Springer;Economic Science Association, vol. 12(4), pages 450-472, December.
- Kyle Hydman & Antoine Terracol & Jonathan Vaksmann, 2009. "Learning and Sophistication in Coordination Games," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00607232, HAL.
- Kyle Hydman & Antoine Terracol & Jonathan Vaksmann, 2009. "Learning and Sophistication in Coordination Games," Post-Print hal-00607232, HAL.
- Kyle Hydman & Antoine Terracol & Jonathan Vaksmann, 2009. "Learning and Sophistication in Coordination Games," PSE-Ecole d'économie de Paris (Postprint) hal-00607232, HAL.
- In-Koo Cho & Kenneth Kasa, 2017.
"Gresham's Law of Model Averaging,"
American Economic Review, American Economic Association, vol. 107(11), pages 3589-3616, November.
- In-Koo Cho, 2015. "Gresham's Law of Model Averaging," 2015 Meeting Papers 906, Society for Economic Dynamics.
- In-Koo Cho & Kenneth Kasa, 2016. "Gresham’S Law Of Model Averaging," Discussion Papers dp16-06, Department of Economics, Simon Fraser University.
- William A. Branch & John B. Carlson & George W. Evans & Bruce McGough, 2006.
"Adaptive learning, endogenous inattention, and changes in monetary policy,"
Working Papers (Old Series)
0610, Federal Reserve Bank of Cleveland.
- Wiliam Branch & John Carlson & George W. Evans & Bruce McGough, 2006. "Adaptive Learning, Endogenous Inattention, and Changes in Monetary Policy," University of Oregon Economics Department Working Papers 2006-6, University of Oregon Economics Department.
- Zhou, Chunsheng, 1998. "Dynamic portfolio choice and asset pricing with differential information," Journal of Economic Dynamics and Control, Elsevier, vol. 22(7), pages 1027-1051, May.
- Branch, William A. & Petrosky-Nadeau, Nicolas & Rocheteau, Guillaume, 2016.
"Financial frictions, the housing market, and unemployment,"
Journal of Economic Theory, Elsevier, vol. 164(C), pages 101-135.
- William A. Branch & Nicolas Petrosky-Nadeau & Guillaume Rocheteau, 2014. "Financial Frictions, the Housing Market, and Unemployment," Working Paper Series 2014-26, Federal Reserve Bank of San Francisco.
- Nicolas Petrosky-Nadeau, 2015. "Financial Frictions, the Housing Market, and Unemployment," 2015 Meeting Papers 892, Society for Economic Dynamics.
- Mayer, Alexander, 2023. "Two-step estimation in linear regressions with adaptive learning," Statistics & Probability Letters, Elsevier, vol. 195(C).
- 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.
- Parke, William R. & Waters, George A., 2014.
"On The Evolutionary Stability Of Rational Expectations,"
Macroeconomic Dynamics, Cambridge University Press, vol. 18(7), pages 1581-1606, October.
- William R. Parke & George A. Waters, 2011. "On the Evolutionary Stability of Rational Expectations," Working Paper Series 20111002, Illinois State University, Department of Economics.
- Kosuke Aoki & Kalin Nikolov, 2006.
"Rule-Based Monetary Policy under Central Bank Learning,"
NBER Chapters, in: NBER International Seminar on Macroeconomics 2004, pages 145-195,
National Bureau of Economic Research, Inc.
- Kosuke Aoki & Kalin Nikolov, 2004. "Rule-based monetary policy under central bank learning," Bank of England working papers 235, Bank of England.
- Hommes, Cars H. & Rosser,, J. Barkley, 2001.
"Consistent Expectations Equilibria And Complex Dynamics In Renewable Resource Markets,"
Macroeconomic Dynamics, Cambridge University Press, vol. 5(02), pages 180-203, April.
- Hommes, C.H. & Rosser, B.J., Jr., 2000. "Consistent Expectations Equilibria and Complex Dynamics in Renewable Resource Markets," CeNDEF Working Papers 00-05, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Cars H. Hommes & J. Barkley Rosser, 2001. "Consistent Expectations Equilibria and Complex Dynamics in Renewable Resource Markets," Tinbergen Institute Discussion Papers 01-013/1, Tinbergen Institute.
- Bennett T. McCallum, 2000. "Role of the Minimal State Variable Criterion," NBER Working Papers 7087, National Bureau of Economic Research, Inc.
- repec:ebl:ecbull:v:3:y:2008:i:57:p:1-15 is not listed on IDEAS
- Carl Chiarella & Peter Flaschel, 1995. "Keynesian Monetary Growth Dynamics: The Missing Prototype," Working Paper Series 52, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
- Häfner, Samuel, 2018.
"Stable biased sampling,"
Games and Economic Behavior, Elsevier, vol. 107(C), pages 109-122.
- Häfner, Samuel, 2015. "Stable Biased Sampling," Working papers 2015/03, Faculty of Business and Economics - University of Basel.
- James Bullard & Kaushik Mitra, 2007.
"Determinacy, Learnability, and Monetary Policy Inertia,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 39(5), pages 1177-1212, August.
- James Bullard & Kaushik Mitra, 2007. "Determinacy, Learnability, and Monetary Policy Inertia," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 39(5), pages 1177-1212, August.
- James Bullard & Kaushik Mitra, "undated". "Determinacy, Learnability, and Monetary Policy Inertia," Discussion Papers 00/43, Department of Economics, University of York.
- Kaushik Mitra & James Bullard, 2004. "Determinacy, Learnability, and Monetary Policy Inertia," Royal Holloway, University of London: Discussion Papers in Economics 04/14, Department of Economics, Royal Holloway University of London, revised Jul 2004.
- James B. Bullard & Kaushik Mitra, 2003. "Determinacy, learnability, and monetary policy inertia," Working Papers 2000-030, Federal Reserve Bank of St. Louis.
- Klaus Adam & Albert Marcet & Juan Pablo Nicolini, 2016.
"Stock Market Volatility and Learning,"
Journal of Finance, American Finance Association, vol. 71(1), pages 33-82, February.
- Marcet, Albert & Nicolini, Juan Pablo & Adam, Klaus, 2007. "Stock Market Volatility and Learning," CEPR Discussion Papers 6518, C.E.P.R. Discussion Papers.
- Klaus Adam & Albert Marcet & Juan Pablo Nicolini, 2015. "Stock Market Volatility and Learning," Working Papers 720, Federal Reserve Bank of Minneapolis.
- Adam, Klaus & Marcet, Albert & Nicolini, Juan Pablo, 2011. "Stock market volatility and learning," LSE Research Online Documents on Economics 121739, London School of Economics and Political Science, LSE Library.
- Klaus Adam & Albert Marcet & Juan Pablo Nicolini, 2011. "Stock Market Volatility and Learning," CEP Discussion Papers dp1077, Centre for Economic Performance, LSE.
- Albert Marcet & Klaus Adam & Juan Pablo Nicolini, 2008. "Stock Market Volatility and Learning," UFAE and IAE Working Papers 732.08, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
- Klaus Adam & Albert Marcet & Juan Pablo Nicolini, 2014. "Stock Market Volatility and Learning," Working Papers 336, Barcelona School of Economics.
- Adam, Klaus & Marcet, Albert & Nicolini, Juan Pablo, 2008. "Stock market volatility and learning," Working Paper Series 862, European Central Bank.
- Adam, Klaus & Marcet, Albert & Nicolini, Juan Pablo, 2012. "Stock Market Volatility and Learning," Working Papers 12-06, University of Mannheim, Department of Economics.
- 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.
- Kevin X.D. Huang & Zheng Liu & Tao Zha, 2009.
"Learning, Adaptive Expectations and Technology Shocks,"
Economic Journal, Royal Economic Society, vol. 119(536), pages 377-405, March.
- KevinX.D. Huang & Zheng Liu & Tao Zha, 2009. "Learning, Adaptive Expectations and Technology Shocks," Economic Journal, Royal Economic Society, vol. 119(536), pages 377-405, March.
- Kevin X. D. Huang & Zheng Liu & Tao Zha, 2008. "Learning, adaptive expectations, and technology shocks," Working Paper Series 2008-18, Federal Reserve Bank of San Francisco.
- Kevin X.D. Huang & Zheng Liu & Tao Zha, 2008. "Learning, Adaptive Expectations, and Technology Shocks," Vanderbilt University Department of Economics Working Papers 0807, Vanderbilt University Department of Economics.
- Kevin X. D. Huang & Zheng Liu & Tao Zha, 2008. "Learning, adaptive expectations, and technology shocks," FRB Atlanta Working Paper 2008-20, Federal Reserve Bank of Atlanta.
- Barucci, Emilio & Landi, Leonardo, 1996. "Speculative dynamics with bounded rationality learning," European Journal of Operational Research, Elsevier, vol. 91(2), pages 284-300, June.
- Elmar Mertens, 2010. "Discreet Commitments and Discretion of Policymakers with Private Information," 2010 Meeting Papers 763, Society for Economic Dynamics.
- Giuseppe Ferrero, 2004.
"Monetary Policy and the Transition to Rational Expectations,"
Econometric Society 2004 North American Summer Meetings
101, Econometric Society.
- Giuseppe Ferrero, 2004. "Monetary Policy and the Transition to Rational Expectations," Temi di discussione (Economic working papers) 499, Bank of Italy, Economic Research and International Relations Area.
- Giuseppe Ferrero, 2004. "Monetary policy and the transition to rational expectations," Computing in Economics and Finance 2004 19, Society for Computational Economics.
- Baranowski, Ryan, 2015. "Adaptive learning and monetary exchange," Journal of Economic Dynamics and Control, Elsevier, vol. 58(C), pages 1-18.
- Evans, George & Gibbs, Christopher & McGough, Bruce, 2021. "A Unified Model of Learning to Forecast," Working Papers 2021-10, University of Sydney, School of Economics.
- Stefan Nagel, 2013.
"Empirical Cross-Sectional Asset Pricing,"
Annual Review of Financial Economics, Annual Reviews, vol. 5(1), pages 167-199, November.
- Nagel, Stefan, 2012. "Empirical Cross-Sectional Asset Pricing," CEPR Discussion Papers 9227, C.E.P.R. Discussion Papers.
- Stefan Nagel, 2012. "Empirical Cross-Sectional Asset Pricing," NBER Working Papers 18554, National Bureau of Economic Research, Inc.
- Tetlow, Robert J. & von zur Muehlen, Peter, 2009.
"Robustifying learnability,"
Journal of Economic Dynamics and Control, Elsevier, vol. 33(2), pages 296-316, February.
- Robert J. Tetlow & Peter Von zur Muehlen, 2005. "Robustifying learnability," Finance and Economics Discussion Series 2005-58, Board of Governors of the Federal Reserve System (U.S.).
- Tetlow, Robert J. & von zur Muehlen, Peter, 2006. "Robustifying learnability," Working Paper Series 593, European Central Bank.
- Robert J. Tetlow & Peter von zur Muehlen, 2006. "Robustifying Learnability," 2006 Meeting Papers 439, Society for Economic Dynamics.
- Peter von zur Muehlen & Robert J. Tetlow, 2005. "Robustifying Learnability," Computing in Economics and Finance 2005 437, Society for Computational Economics.
- McCallum, Bennett T., 2003.
"Multiple-solution indeterminacies in monetary policy analysis,"
Journal of Monetary Economics, Elsevier, vol. 50(5), pages 1153-1175, July.
- Bennett McCallum, "undated". "Multiple-Solution Indeterminacies in Monetary Policy Analysis," GSIA Working Papers 2003-E77, Carnegie Mellon University, Tepper School of Business.
- Bennett T. McCallum, 2003. "Multiple-Solution Indeterminacies in Monetary Policy Analysis," NBER Working Papers 9837, National Bureau of Economic Research, Inc.
- Stefano Eusepi & Bruce Preston, 2008.
"Stabilizing Expectations under Monetary and Fiscal Policy Coordination,"
NBER Working Papers
14391, National Bureau of Economic Research, Inc.
- Stefano Eusepi & Bruce Preston, 2008. "Stabilizing expectations under monetary and fiscal policy coordination," Staff Reports 343, Federal Reserve Bank of New York.
- Heinemann, Maik, 2000. "Adaptive learning of rational expectations using neural networks," Journal of Economic Dynamics and Control, Elsevier, vol. 24(5-7), pages 1007-1026, June.
- Volker Wieland, 2009.
"Learning, Endogenous Indexation, and Disinflation in the New-Keynesian Model,"
Central Banking, Analysis, and Economic Policies Book Series, in: Klaus Schmidt-Hebbel & Carl E. Walsh & Norman Loayza (Series Editor) & Klaus Schmidt-Hebbel (Series (ed.),Monetary Policy under Uncertainty and Learning, edition 1, volume 13, chapter 11, pages 413-450,
Central Bank of Chile.
- Volker Wieland, 2008. "Learning, Endogenous Indexation, and Disinflation in the New-Keynesian Model," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 11(3), pages 21-44, December.
- Wieland, Volker, 2008. "Learning, endogenous indexation and disinflation in the New-Keynesian model," CFS Working Paper Series 2008/17, Center for Financial Studies (CFS).
- Wieland, Volker, 2008. "Learning, Endogenous Indexation and Disinflation in the New-Keynesian Model," CEPR Discussion Papers 6749, C.E.P.R. Discussion Papers.
- Volker Wieland, 2008. "Learning, Endogenous Indexation, and Disinflation in the New-Keynesian Model," Working Papers Central Bank of Chile 493, Central Bank of Chile.
- Goldbaum, David & Panchenko, Valentyn, 2010. "Learning and adaptation's impact on market efficiency," Journal of Economic Behavior & Organization, Elsevier, vol. 76(3), pages 635-653, December.
- Mikael Bask, 2014.
"A Case For Interest Rate Inertia In Monetary Policy,"
International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 19(2), pages 140-159, March.
- Bask, Mikael, 2011. "A Case for Interest Rate Inertia in Monetary Policy," Working Paper Series 2011:16, Uppsala University, Department of Economics.
- Giovanni Dosi & Mauro Napoletano & Andrea Roventini & Joseph E. Stiglitz & Tania Treibich, 2020.
"Rational Heuristics? Expectations And Behaviors In Evolving Economies With Heterogeneous Interacting Agents,"
Economic Inquiry, Western Economic Association International, vol. 58(3), pages 1487-1516, July.
- Giovanni Dosi & Mauro Napoletano & Andrea Roventini & Joseph E. Stiglitz & Tania Treibich, 2017. "Rational Heuristics? Expectations and Behaviors in Evolving Economies with Heterogeneous Interacting Agents," LEM Papers Series 2017/31, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Giovanni Dosi & Mauro Napoletano & Andrea Roventini & Joseph Stiglitz & Tania Treibich, 2020. "Rational heuristics? Expectations and behaviors in evolving economies with heterogeneous interacting agents," Post-Print halshs-03046977, HAL.
- Giovanni Dosi & Mauro Napoletano & Andrea Roventini & Joseph E. Stiglitz & Tania Treibich, 2020. "Rational Heuristics? Expectations and Behaviors in Evolving Economies with Heterogeneous Interacting Agents," NBER Working Papers 26922, National Bureau of Economic Research, Inc.
- Giovanni Dosi & Mauro Napoletano & Andrea Roventini & Joseph Stiglitz & Tania Treibich, 2017. "Rational Heuristics ? Expectations and behaviours in evolving economies with heterogeneous interacting agents," Documents de Travail de l'OFCE 2017-32, Observatoire Francais des Conjonctures Economiques (OFCE).
- Giovanni Dosi & Mauro Napoletano & Andrea Roventini & Joseph Stiglitz & Tania Treibich, 2020. "Rational heuristics? Expectations and behaviors in evolving economies with heterogeneous interacting agents," SciencePo Working papers Main halshs-03046977, HAL.
- Giovanni Dosi & Mauro Napoletano & Andrea Roventini & Joseph Stiglitz & Tania Treibich, 2017. "Rational Heuristics ? Expectations and behaviors in Evolving Economies with Heterogeneous interacting agents," SciencePo Working papers Main hal-03455368, HAL.
- Giovanni Dosi & Mauro Napoletano & Andrea Roventini & Joseph Stiglitz & Tania Treibich, 2017. "Rational Heuristics ? Expectations and behaviors in Evolving Economies with Heterogeneous interacting agents," Working Papers hal-03455368, HAL.
- Wieland, Volker, 2000.
"Monetary policy, parameter uncertainty and optimal learning,"
Journal of Monetary Economics, Elsevier, vol. 46(1), pages 199-228, August.
- Wieland, Volker, 1999. "Monetary policy, parameter uncertainty and optimal learning," ZEI Working Papers B 09-1999, University of Bonn, ZEI - Center for European Integration Studies.
- Volker W. Wieland, 1999. "Monetary policy, parameter uncertainty and optimal learning," Finance and Economics Discussion Series 1999-48, Board of Governors of the Federal Reserve System (U.S.).
- Eran Guse, 2004.
"Learning with Heterogeneous Expectations in an Evolutionary World,"
Computing in Economics and Finance 2004
99, Society for Computational Economics.
- Guse, E., 2005. "Learning with Heterogeneous Expectations in an Evolutionary World," Cambridge Working Papers in Economics 0547, Faculty of Economics, University of Cambridge.
- Cogley, Timothy & Matthes, Christian & Sbordone, Argia M., 2015.
"Optimized Taylor rules for disinflation when agents are learning,"
Journal of Monetary Economics, Elsevier, vol. 72(C), pages 131-147.
- Timothy Cogley & Christian Matthes & Argia M. Sbordone, 2014. "Optimized Taylor Rules for Disinflation When Agents are Learning," Working Paper 14-7, Federal Reserve Bank of Richmond.
- Molnár, Krisztina & Santoro, Sergio, 2014.
"Optimal monetary policy when agents are learning,"
European Economic Review, Elsevier, vol. 66(C), pages 39-62.
- Krisztina Molnar & Sergio Santoro, 2006. "Optimal Monetary Policy when Agents are Learning," Computing in Economics and Finance 2006 40, Society for Computational Economics.
- Krisztina Molnár & Sergio Santoro, 2010. "Optimal Monetary Policy when Agents are Learning," CESifo Working Paper Series 3072, CESifo.
- Krisztina Molnár & Sergio Santoro, 2010. "Optimal Monetary Policy When Agents Are Learning," Working Paper 2010/08, Norges Bank.
- Krisztina Molnar & Sergio Santoro, 2008. "Optimal Monetary Policy When Agents Are Learning," 2008 Meeting Papers 679, Society for Economic Dynamics.
- Holden, Tom, 2008. "Rational macroeconomic learning in linear expectational models," MPRA Paper 10872, University Library of Munich, Germany.
- Ennis, Huberto M. & Keister, Todd, 2005.
"Government policy and the probability of coordination failures,"
European Economic Review, Elsevier, vol. 49(4), pages 939-973, May.
- Huberto M. Ennis & Todd Keister, 2003. "Government Policy and the Probability of Coordination Failures," Working Papers 0301, Centro de Investigacion Economica, ITAM.
- Bullard, James & Cho, In-Koo, 2005.
"Escapist policy rules,"
Journal of Economic Dynamics and Control, Elsevier, vol. 29(11), pages 1841-1865, November.
- James B. Bullard & In-Koo Cho, 2003. "Escapist policy rules," Working Papers 2002-002, Federal Reserve Bank of St. Louis.
- Bullard, James & Cho, In-Koo, 2003. "Escapist policy rules," CFS Working Paper Series 2003/38, Center for Financial Studies (CFS).
- Potzelberger, Klaus & Sogner, Leopold, 2003. "Stochastic equilibrium: learning by exponential smoothing," Journal of Economic Dynamics and Control, Elsevier, vol. 27(10), pages 1743-1770, August.
- Evans, George W & McGough, Bruce, 2018. "Equilibrium selection, observability and backward-stable solutions," Journal of Monetary Economics, Elsevier, vol. 98(C), pages 1-10.
- Inkoo Cho & Noah Williams, 2024. "Collusive Outcomes Without Collusion," Papers 2403.07177, arXiv.org.
- Dave, Chetan & Malik, Samreen, 2017. "A tale of fat tails," European Economic Review, Elsevier, vol. 100(C), pages 293-317.
- Schonhofer, Martin, 1999. "Chaotic Learning Equilibria," Journal of Economic Theory, Elsevier, vol. 89(1), pages 1-20, November.
- Jaqueson K. Galimberti, 2020.
"Information weighting under least squares adaptive learning,"
Working Papers
2020-04, Auckland University of Technology, Department of Economics.
- Jaqueson Galimberti, 2021. "Initial Beliefs Uncertainty and Information Weighting in the Estimation of Models with Adaptive Learning," Working Papers 2021-01, Auckland University of Technology, Department of Economics.
- Jaqueson K. Galimberti, 2021. "Initial beliefs uncertainty," CAMA Working Papers 2021-68, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Jaqueson K. Galimberti, 2020. "Information weighting under least squares learning," CAMA Working Papers 2020-46, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Carceles-Poveda, Eva & Giannitsarou, Chryssi, 2007.
"Adaptive learning in practice,"
Journal of Economic Dynamics and Control, Elsevier, vol. 31(8), pages 2659-2697, August.
- Chryssi Giannitsarou & Eva Carceles-Poveda, 2004. "Adaptive Learning in Practice," Computing in Economics and Finance 2004 271, Society for Computational Economics.
- Giannitsarou, Chryssi & Carceles-Poveda, Eva, 2006. "Adaptive Learning in Practice," CEPR Discussion Papers 5627, C.E.P.R. Discussion Papers.
- Giannitsarou, Chryssi, 2006.
"Supply-side reforms and learning dynamics,"
Journal of Monetary Economics, Elsevier, vol. 53(2), pages 291-309, March.
- Chryssi Giannitsarou, 2004. "Supply-side reforms and learning dynamics," Money Macro and Finance (MMF) Research Group Conference 2003 36, Money Macro and Finance Research Group.
- Branch, William A. & McGough, Bruce, 2009. "A New Keynesian model with heterogeneous expectations," Journal of Economic Dynamics and Control, Elsevier, vol. 33(5), pages 1036-1051, May.
- Troy Tassier, 2013. "Handbook of Research on Complexity, by J. Barkley Rosser, Jr. and Edward Elgar," Eastern Economic Journal, Palgrave Macmillan;Eastern Economic Association, vol. 39(1), pages 132-133.
- Kopányi, Dávid, 2017.
"The coexistence of stable equilibria under least squares learning,"
Journal of Economic Behavior & Organization, Elsevier, vol. 141(C), pages 277-300.
- David Kopanyi, 2015. "The Coexistence of Stable Equilibria under Least Squares Learning," Discussion Papers 2015-10, The Centre for Decision Research and Experimental Economics, School of Economics, University of Nottingham.
- Dennis, Richard & Ravenna, Federico, 2008.
"Learning and optimal monetary policy,"
Journal of Economic Dynamics and Control, Elsevier, vol. 32(6), pages 1964-1994, June.
- Richard Dennis & Federico Ravenna, 2007. "Learning and optimal monetary policy," Working Paper Series 2007-19, Federal Reserve Bank of San Francisco.
- Bank for International Settlements, 2016. "Objective-setting and communication of macroprudential policies," CGFS Papers, Bank for International Settlements, number 57.
- Huberto M. Ennis & Todd Keister, 2001. "Optimal policy with probabilistic equilibrium selection," Working Paper 01-03, Federal Reserve Bank of Richmond.
- Pei Kuang, 2014. "Learning Dynamics with Data (Quasi-) Differencing," Discussion Papers 15-06, Department of Economics, University of Birmingham.
- Nakov, Anton & Nuño, Galo, 2015.
"Learning from experience in the stock market,"
Journal of Economic Dynamics and Control, Elsevier, vol. 52(C), pages 224-239.
- Nakov, Anton & Nuño, Galo, 2011. "Learning from experience in the stock market," Working Paper Series 1396, European Central Bank.
- Anton Nakov, 2012. "Learning from experience in the stock market," Finance and Economics Discussion Series 2012-41, Board of Governors of the Federal Reserve System (U.S.).
- Anton Nakov & Galo Nuño, 2011. "Learning from experience in the stock market," Working Papers 1132, Banco de España.
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