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Learning with Bounded Memory in Stochastic Models
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Cited by:
- 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.
- repec:zbw:bofrdp:2007_006 is not listed on IDEAS
- repec:zbw:bofrdp:2007_032 is not listed on IDEAS
- George W. Evans & Seppo Honkapohja, 2009.
"Expectations, Learning and Monetary Policy: An Overview of Recent Research,"
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 2, pages 027-076,
Central Bank of Chile.
- Evans, George W. & Honkapohja, Seppo, 2007. "Expectations, learning and monetary policy : an overview of recent research," Research Discussion Papers 32/2007, Bank of Finland.
- George W. Evans & Seppo Honkapohja, 2008. "Expectations, Learning, And Monetary Policy: An Overview Of Recent Research," Working Papers Central Bank of Chile 501, Central Bank of Chile.
- Evans, George W. & Honkapohja, Seppo, 2008. "Expectations, Learning and Monetary Policy: An Overview of Recent Rersearch," CEPR Discussion Papers 6640, C.E.P.R. Discussion Papers.
- Evans, George & Honkapohja, Seppo, 2008. "Expectations, Learning and Monetary Policy: An Overview of Recent Research," SIRE Discussion Papers 2008-03, Scottish Institute for Research in Economics (SIRE).
- Gomes, Orlando, 2009.
"Stability under learning: The endogenous growth problem,"
Economic Modelling, Elsevier, vol. 26(5), pages 807-816, September.
- Orlando Gomes, 2008. "Stability under Learning: the Endogenous Growth Problem," Working Papers Series 1 ercwp1708, ISCTE-IUL, Business Research Unit (BRU-IUL).
- Mitra, Kaushik, 2005.
"Is more data better?,"
Journal of Economic Behavior & Organization, Elsevier, vol. 56(2), pages 263-272, February.
- Kaushik Mitra, "undated". "Is more data better?," Discussion Papers 00/44, Department of Economics, University of York.
- Kaushik Mitra, 2004. "Is more data better?," Royal Holloway, University of London: Discussion Papers in Economics 04/19, Department of Economics, Royal Holloway University of London, revised Jul 2004.
- Mitra, K., 1999. "Is More Data Better?," University of Helsinki, Department of Economics 452, Department of Economics.
- Eva Carceles-Poveda & Chryssi Giannitsarou, 2008.
"Asset Pricing with Adaptive Learning,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 11(3), pages 629-651, July.
- Eva Carceles-Poveda & Chryssi Giannitsarou, 2007. "Online Appendix to Asset Pricing with Adaptive Learning," Online Appendices carceles08, Review of Economic Dynamics.
- Verbic, Miroslav, 2006. "Memory and Asset Pricing Models with Heterogeneous Beliefs," MPRA Paper 1261, University Library of Munich, Germany.
- repec:wvu:wpaper:11-04 is not listed on IDEAS
- Georges, Christophre, 2006. "Learning with misspecification in an artificial currency market," Journal of Economic Behavior & Organization, Elsevier, vol. 60(1), pages 70-84, May.
- Damjanovic, Tatiana & Girdėnas, Šarūnas & Liu, Keqing, 2015.
"Stationarity of econometric learning with bounded memory and a predicted state variable,"
Economics Letters, Elsevier, vol. 130(C), pages 93-96.
- Tatiana Damjanovic & Sarunas Girdenas & Keqing Liu, 2015. "Stationarity of Econometric Learning with Bounded Memory and a Predicted State Variable," Discussion Papers 1502, University of Exeter, Department of Economics.
- Diks, Cees & Hommes, Cars & Zeppini, Paolo, 2013.
"More memory under evolutionary learning may lead to chaos,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(4), pages 808-812.
- Cees Diks & Cars Hommes & Paolo Zeppini, 2013. "More memory under evolutionary learning may lead to chaos," Post-Print hal-04575563, HAL.
- Miroslav Verbic, 2008. "On the Role of Memory in an Asset Pricing Model with Heterogeneous Beliefs," Financial Theory and Practice, Institute of Public Finance, vol. 32(2), pages 195-229.
- Georges, Christophre, 2015. "Risk preference and stability under learning," Economics Letters, Elsevier, vol. 132(C), pages 105-108.
- Bask, Mikael & Selander, Carina, 2007. "Robust Taylor rules in an open economy with heterogeneous expectations and least squares learnig," Research Discussion Papers 6/2007, Bank of Finland.
- repec:ags:aaea22:335505 is not listed on IDEAS
- Chiarella, Carl & He, Xue-Zhong, 2003.
"Heterogeneous Beliefs, Risk, And Learning In A Simple Asset-Pricing Model With A Market Maker,"
Macroeconomic Dynamics, Cambridge University Press, vol. 7(4), pages 503-536, September.
- Carl Chiarella & Xue-Zhong He, 2000. "Heterogeneous Beliefs, Risk and Learning in a Simple Asset Pricing Model with a Market Maker," Research Paper Series 35, Quantitative Finance Research Centre, University of Technology, Sydney.
- Eran Guse & M. C. Sunny Wong, 2022. "Communication and Learning: The Bilateral Information Transmission in the Cobweb Model," Computational Economics, Springer;Society for Computational Economics, vol. 60(2), pages 693-723, August.
- Jess Diamond & Kota Watanabe & Tsutomu Watanabe, 2018. "The Formation of Consumer Inflation Expectations: New Evidence From Japan's Deflation Experience," Working Papers on Central Bank Communication 001, University of Tokyo, Graduate School of Economics.
- Hommes, Cars & Kiseleva, Tatiana & Kuznetsov, Yuri & Verbic, Miroslav, 2012.
"Is More Memory In Evolutionary Selection (De)Stabilizing?,"
Macroeconomic Dynamics, Cambridge University Press, vol. 16(3), pages 335-357, June.
- Hommes, C.H. & Kiseleva, T. & Kuznetsov, Y. & Verbic, M., 2009. "Is more memory in evolutionary selection (de)stabilizing?," CeNDEF Working Papers 09-07, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Kozicki, Sharon & Tinsley, P.A., 2005.
"Permanent and transitory policy shocks in an empirical macro model with asymmetric information,"
Journal of Economic Dynamics and Control, Elsevier, vol. 29(11), pages 1985-2015, November.
- Sharon Kozicki & Peter A. Tinsley, 2004. "Permanent and transitory policy shocks in an empirical macro model with asymmetric information," Proceedings, Federal Reserve Bank of San Francisco, issue Mar.
- Kozicki, Sharon & Tinsley, P. A., 2003. "Permanent and transitory policy shocks in an empirical macro model with asymmetric information," CFS Working Paper Series 2003/41, Center for Financial Studies (CFS).
- P.A. Tinsley & Sharon Kozicki, 2004. "Permanent and Transitory Policy Shocks in an Empirical Macro Model with Asymmetric Information," Computing in Economics and Finance 2004 146, Society for Computational Economics.
- Sharon Kozicki & Peter A. Tinsley, 2003. "Permanent and transitory policy shocks in an empirical macro model with asymmetric information," Research Working Paper RWP 03-09, Federal Reserve Bank of Kansas City.
- Jess Diamond & Kota Watanabe & Tsutomu Watanabe, 2016. "The Formation of Consumer Inflation Expectations: New Evidence From Japan's Deflation Experience," CARF F-Series CARF-F-388, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
- Eva Carceles-Poveda & Chryssi Giannitsarou, 2008.
"Asset Pricing with Adaptive Learning,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 11(3), pages 629-651, July.
- Eva Carceles Poveda & Chryssi Giannitsarou, 2006. "Asset pricing with adaptive learning," Computing in Economics and Finance 2006 25, Society for Computational Economics.
- Giannitsarou, Chryssi & Carceles-Poveda, Eva, 2007. "Asset Pricing with Adaptive Learning," CEPR Discussion Papers 6223, C.E.P.R. Discussion Papers.
- Georges, Christophre & Wallace, John C., 2009. "Learning Dynamics And Nonlinear Misspecification In An Artificial Financial Market," Macroeconomic Dynamics, Cambridge University Press, vol. 13(5), pages 625-655, November.
- Damjanovic, Tatiana & Girdėnas, Šarūnas & Liu, Keqing, 2015.
"Stationarity of econometric learning with bounded memory and a predicted state variable,"
Economics Letters, Elsevier, vol. 130(C), pages 93-96.
- Tatiana Damjanovic & Sarunas Girdenas & Keqing Liu, 2015. "Stationarity of Econometric Learning with Bounded Memory and a Predicted State Variable," Discussion Papers 1502, University of Exeter, Department of Economics.
- Tatiana Damjanovic & Sarunas Girdenas & Keqing Liu, 2015. "Stationarity of Econometric Learning with Bounded Memory and a Predicted State Variable," CDMA Working Paper Series 201501, Centre for Dynamic Macroeconomic Analysis.
- Bask, Mikael & Selander, Carina, 2007. "Robust Taylor rules in an open economy with heterogeneous expectations and least squares learnig," Bank of Finland Research Discussion Papers 6/2007, Bank of Finland.
- Arturo Ormeño, 2011. "Using Survey Data on Inflation Expectations in the Estimation of Learning and Rational Expectations Models," CESifo Working Paper Series 3552, CESifo.
- Beechey, Meredith, 2004. "Excess Sensitivity and Volatility of Long Interest Rates: The Role of Limited Information in Bond Markets," Working Paper Series 173, Sveriges Riksbank (Central Bank of Sweden).
- Jess Diamond & Kota Watanabe & Tsutomu Watanabe, 2018. "The Formation of Consumer Inflation Expectations: New Evidence From Japan's Deflation Experience," CARF F-Series CARF-F-442, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
- Georges, Christophre & Pereira, Javier, 2021. "Market stability with machine learning agents," Journal of Economic Dynamics and Control, Elsevier, vol. 122(C).
- repec:wvu:wpaper:10-18 is not listed on IDEAS
- Jess Diamond & Kota Watanabe & Tsutomu Watanabe, 2016. "The Formation of Consumer Inflation Expectations:Evidence From Japan's Deflation Experience," UTokyo Price Project Working Paper Series 067, University of Tokyo, Graduate School of Economics.
- George W. Evans & Seppo Honkapohja, 2009.
"Expectations, Learning and Monetary Policy: An Overview of Recent Research,"
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 2, pages 027-076,
Central Bank of Chile.
- Evans, George W. & Honkapohja, Seppo, 2007. "Expectations, learning and monetary policy: an overview of recent research," Bank of Finland Research Discussion Papers 32/2007, Bank of Finland.
- George W. Evans & Seppo Honkapohja, 2008. "Expectations, Learning, And Monetary Policy: An Overview Of Recent Research," Working Papers Central Bank of Chile 501, Central Bank of Chile.
- Evans, George & Honkapohja, Seppo, 2008. "Expectations, Learning and Monetary Policy: An Overview of Recent Research," SIRE Discussion Papers 2008-03, Scottish Institute for Research in Economics (SIRE).
- Honkapohja, Seppo & Evans, George W., 2008. "Expectations, Learning and Monetary Policy: An Overview of Recent Rersearch," CEPR Discussion Papers 6640, C.E.P.R. Discussion Papers.
- Gomes, Orlando, 2009.
"Adaptive learning and complex dynamics,"
Chaos, Solitons & Fractals, Elsevier, vol. 42(2), pages 1206-1213.
- Orlando Gomes, 2008. "Adaptive Learning and Complex Dynamics," Working Papers Series 1 ercwp2108, ISCTE-IUL, Business Research Unit (BRU-IUL).
- Dziubiński, Marcin & Roy, Jaideep, 2012. "Popularity of reinforcement-based and belief-based learning models: An evolutionary approach," Journal of Economic Dynamics and Control, Elsevier, vol. 36(3), pages 433-454.
- Waters, George A., 2009. "Learning, Commitment, And Monetary Policy," Macroeconomic Dynamics, Cambridge University Press, vol. 13(4), pages 421-449, September.
- George W. Evans & Seppo Honkapohja, 2009.
"Expectations, Learning and Monetary Policy: An Overview of Recent Research,"
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 2, pages 027-076,
Central Bank of Chile.
- Evans, George W. & Honkapohja, Seppo, 2007. "Expectations, learning and monetary policy : an overview of recent research," Research Discussion Papers 32/2007, Bank of Finland.
- George W. Evans & Seppo Honkapohja, 2008. "Expectations, Learning and Monetary Policy: An Overview of Recent Research," CDMA Working Paper Series 200802, Centre for Dynamic Macroeconomic Analysis.
- Evans, George & Honkapohja, Seppo, 2008. "Expectations, Learning and Monetary Policy: An Overview of Recent Research," SIRE Discussion Papers 2008-03, Scottish Institute for Research in Economics (SIRE).
- Evans, George W. & Honkapohja, Seppo, 2008. "Expectations, Learning and Monetary Policy: An Overview of Recent Rersearch," CEPR Discussion Papers 6640, C.E.P.R. Discussion Papers.
- George W. Evans & Seppo Honkapohja, 2008. "Expectations, Learning, And Monetary Policy: An Overview Of Recent Research," Working Papers Central Bank of Chile 501, Central Bank of Chile.
- Georges, Christophre, 2008. "Staggered updating in an artificial financial market," Journal of Economic Dynamics and Control, Elsevier, vol. 32(9), pages 2809-2825, September.
- Georges, Christophre, 2008. "Bounded memory, overparameterized forecast rules, and instability," Economics Letters, Elsevier, vol. 98(2), pages 129-135, February.
- Jess Diamond & Kota Watanabe & Tsutomu Watanabe, 2019. "The Formation of Consumer Inflation Expectations: New Evidence From Japan's Deflation Experience," Bank of Japan Working Paper Series 19-E-13, Bank of Japan.