Market Anticipations, Rational Expectations, and Bayesian Analysis

Citations

Cited by:

1. Rajkamal Iyer & Asim Ijaz Khwaja & Erzo F. P. Luttmer & Kelly Shue, 2016. "Screening Peers Softly: Inferring the Quality of Small Borrowers," Management Science, INFORMS, vol. 62(6), pages 1554-1577, June.
   • Rajkamal Iyer & Asim Ijaz Khwaja & Erzo F.P. Luttmer & Kelly Shue, 2009. "Screening Peers Softly: Inferring the Quality of Small Borrowers," NBER Working Papers 15242, National Bureau of Economic Research, Inc.
   • Asim Khwaja & Rajkamal Iyer & Erzo Luttmer & Kelly Shue, 2013. "Screening Peers Softly: Inferring the Quality of Small Borrowers," CID Working Papers 259, Center for International Development at Harvard University.
   • Iyer, Rajkamal & Khwaja, Asim Ijaz & Luttmer, Erzo F. P. & Shue, Kelly, 2013. "Screening Peers Softly: Inferring the Quality of Small Borrowers," Working Paper Series rwp13-017, Harvard University, John F. Kennedy School of Government.
2. Alexander, Corinne E., 2002. "The Role Of Seed Company Supplied Information In Farmers' Decisions," 2002 Annual meeting, July 28-31, Long Beach, CA 19617, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
3. Carsten Nielsen, 2009. "Non-stationary, stable Markov processes on a continuous state space," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 40(3), pages 473-496, September.
4. Kurz, Mordecai, 2008. "Beauty contests under private information and diverse beliefs: How different?," Journal of Mathematical Economics, Elsevier, vol. 44(7-8), pages 762-784, July.
   • Kurz, Mordecai, 2006. "Beauty contests under private information and diverse beliefs: how different?," MPRA Paper 233, University Library of Munich, Germany, revised Apr 2006.
5. Gordon C. Rausser & Leo K. Simon, 1998. "Privatization, Market Liberalization, and Learning in Transition Economies," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 80(4), pages 724-737.
   • Goodhue, Rachael E. & Rausser, Gordon C. & Simon, Leo K., 1996. "Privatization, market liberalization and learning in transition economies," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series qt6vw536q0, Department of Agricultural & Resource Economics, UC Berkeley.
   • Rachael E. Goodhue & Gordon C. Rausser & Leo K. Simon, 1998. "Privatization, Market Liberalization and Learning in Transition Economies," University of Western Ontario, Departmental Research Report Series 9813, University of Western Ontario, Department of Economics.
6. Holden, Tom, 2008. "Rational macroeconomic learning in linear expectational models," MPRA Paper 10872, University Library of Munich, Germany.
7. Duffie, Darrell & Malamud, Semyon & Manso, Gustavo, 2010. "The relative contributions of private information sharing and public information releases to information aggregation," Journal of Economic Theory, Elsevier, vol. 145(4), pages 1574-1601, July.
   • Darrell DUFFIE & Semyon MALAMUD & Gustavo MANSO, 2009. "The Relative Contributions of Private Information Sharing and Public Information Releases to Information Aggregation," Swiss Finance Institute Research Paper Series 09-33, Swiss Finance Institute.
   • Duffie, Darrell & Malamud, Semyon & Manso, Gustavo, 2009. "The Relative Contributions of Private Information Sharing and Public Information Releases to Information Aggregation," Research Papers 2023, Stanford University, Graduate School of Business.
8. Chini, Emilio Zanetti, 2023. "Can we estimate macroforecasters’ mis-behavior?," Journal of Economic Dynamics and Control, Elsevier, vol. 149(C).
9. Triebs, Thomas & Tumlinson, Justin, 2014. "Learning Capitalism The Hard Way: Evidence From Germany's Reunification," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100457, Verein für Socialpolitik / German Economic Association.
   • Thomas P. Triebs & Justin Tumlinson, 2016. "Learning Capitalism the Hard Way - Evidence from German Reunification," CESifo Working Paper Series 6260, CESifo.
   • Triebs, Thomas & Tumlinson, Justin, 2016. "Learning Capitalism the Hard Way—Evidence from Germany’s Reunification," VfS Annual Conference 2016 (Augsburg): Demographic Change 145696, Verein für Socialpolitik / German Economic Association.
10. Norman, Thomas W.L., 2015. "Learning, hypothesis testing, and rational-expectations equilibrium," Games and Economic Behavior, Elsevier, vol. 90(C), pages 93-105.
11. Kenneth Kasa, 2000. "Forecasting the Forecasts of Others in the Frequency Domain," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 3(4), pages 726-756, October.
    • Kenneth Kasa, 1995. "Signal extraction and the propagation of business cycles," Working Papers in Applied Economic Theory 95-14, Federal Reserve Bank of San Francisco.
12. 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.
13. Jean-Michel Grandmont, 1998. "Expectations Formation and Stability of Large Socioeconomic Systems," Econometrica, Econometric Society, vol. 66(4), pages 741-782, July.
    • Grandmont, Jean-Michel, 1994. "Expectations formation and stability of large socioeconomic systems," CEPREMAP Working Papers (Couverture Orange) 9424, CEPREMAP.
    • GRANDMONT, Jean-Michel, 1997. "Expectations formation and stability of large socioeconomic systems," LIDAM Discussion Papers CORE 1997088, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    • Jean-Michel Grandmont, 1997. "Expectations Formation and Stability of Large Socioeconomic Systems," Working Papers 97-27, Center for Research in Economics and Statistics.
14. Ayan Bhattacharya, 2022. "Arbitrage from a Bayesian's Perspective," Papers 2211.03244, arXiv.org.
15. Roberts, Mark A., 1997. "The effect of the time-structure of information on the expectational-stability of rational expectations," Economics Letters, Elsevier, vol. 57(2), pages 157-162, December.
16. 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.
17. Vives, Xavier, 1997. "Learning from Others: A Welfare Analysis," Games and Economic Behavior, Elsevier, vol. 20(2), pages 177-200, August.
18. Preston J. Miller & Arthur J. Rolnick, 1979. "The CBO's policy analysis: an unquestionable misuse of a questionable theory," Staff Report 49, Federal Reserve Bank of Minneapolis.
19. Dutta, Jayasri & Morris, Stephen, 1997. "The Revelation of Information and Self-Fulfilling Beliefs," Journal of Economic Theory, Elsevier, vol. 73(1), pages 231-244, March.
    • Jayasri Dutta & Stephen Morris, "undated". "The Revelation of Information and Self-Fulfilling Beliefs," Penn CARESS Working Papers 269cceedcbd401a5e46548b88, Penn Economics Department.
    • Dutta, J. & Morris, S., 1997. "The revelation of information and self-fulfilling beliefs," LIDAM Reprints CORE 1264, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    • Jayasri Dutta & Stephen Morris, "undated". ""The Revelation of Information and Self-Fulfilling Beliefs''," CARESS Working Papres 95-03, University of Pennsylvania Center for Analytic Research and Economics in the Social Sciences.
    • DUTTA, Jayasri & MORRIS, Stephen, 1995. "The Revelation of Information and Self-Fulfilling Beliefs," LIDAM Discussion Papers CORE 1995076, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
20. Michael Maschek, 2010. "Intelligent Mutation Rate Control in an Economic Application of Genetic Algorithms," Computational Economics, Springer;Society for Computational Economics, vol. 35(1), pages 25-49, January.
21. Desgranges, Gabriel & Negroni, Giorgio, 2003. "Expectations Coordination On A Sunspot Equilibrium: An Eductive Approach," Macroeconomic Dynamics, Cambridge University Press, vol. 7(1), pages 7-41, February.
    • G. Desgranges & G. Negroni, 2001. "Expectations Coordination on a Sunspot Equilibrium: an Eductive Approach," THEMA Working Papers 2001-13, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
22. Franklin Allen & Stephen Morris & Hyun Song Shin, 2003. "Beauty Contests, Bubbles and Iterated Expectations in Asset Markets," NajEcon Working Paper Reviews 391749000000000553, www.najecon.org.
    • Stephen Morris & Franklin Allen & Hyun Song Shin, 2004. "Beauty Contests, Bubbles and Iterated Expectations in Asset Markets," Yale School of Management Working Papers ysm346, Yale School of Management.
    • Franklin Allen & Stephen Morris & Hyun Song Shin, 2003. "Beauty Contests, Bubbles and Iterated Expectations in Asset Markets," Cowles Foundation Discussion Papers 1406, Cowles Foundation for Research in Economics, Yale University.
23. Mordecai Kurz, 2007. "Rational Diverse Beliefs and Economic Volatility," Discussion Papers 06-045, Stanford Institute for Economic Policy Research.
24. Vives, Xavier, 1996. "Social learning and rational expectations," European Economic Review, Elsevier, vol. 40(3-5), pages 589-601, April.
    • Vives, X..A., 1995. "Social Learning and Rational Expectations," UFAE and IAE Working Papers 305.95, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
25. Stephen Morris & Hyun Song Shin, 2002. "Social Value of Public Information," American Economic Review, American Economic Association, vol. 92(5), pages 1521-1534, December.
26. Branch, William A., 2002. "Local convergence properties of a cobweb model with rationally heterogeneous expectations," Journal of Economic Dynamics and Control, Elsevier, vol. 27(1), pages 63-85, November.
27. Athanasios Orphanides & John Williams, 2004. "Imperfect Knowledge, Inflation Expectations, and Monetary Policy," NBER Chapters, in: The Inflation-Targeting Debate, National Bureau of Economic Research, Inc.
    • Athanasios Orphanides & John C. Williams, 2002. "Imperfect knowledge, inflation expectations, and monetary policy," Working Paper Series 2002-04, Federal Reserve Bank of San Francisco.
    • 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.).
    • Athanasios Orphanides & John C. Williams, 2003. "Imperfect Knowledge, Inflation Expectations, and Monetary Policy," NBER Working Papers 9884, National Bureau of Economic Research, Inc.
    • Orphanides, Athanasios & Williams, John C., 2003. "Imperfect knowledge, inflation expectations, and monetary policy," CFS Working Paper Series 2003/40, Center for Financial Studies (CFS).
28. Barrell, Ray & Caporale, Guglielmo Maria & Hall, Stephen & Garratt, Anthony, 1997. "Learning about monetary union: An analysis of bounded rational learning in European labor markets," Journal of Policy Modeling, Elsevier, vol. 19(5), pages 469-489, October.
29. Ricardo Grinspun, 1995. "Learning rational expectations in an asset market," Journal of Economics, Springer, vol. 61(3), pages 215-243, October.
30. Lennox, Clive & Li, Bing, 2014. "Accounting misstatements following lawsuits against auditors," Journal of Accounting and Economics, Elsevier, vol. 57(1), pages 58-75.
31. Nyarko, Yaw, 1997. "Convergence in Economic Models with Bayesian Hierarchies of Beliefs," Journal of Economic Theory, Elsevier, vol. 74(2), pages 266-296, June.
32. Hall, S. G. & Garratt, A., 1995. "Model consistent learning and regime switching in the London Business School model," Economic Modelling, Elsevier, vol. 12(2), pages 87-95, April.
33. 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.
34. Angus A Brown & L C G Rogers, 2010. "Diverse Beliefs," Papers 1001.1450, arXiv.org.
35. Shah, Sudhir A., 1995. "Bayesian learning behaviour and the stability of equilibrium forecasts," Journal of Mathematical Economics, Elsevier, vol. 24(5), pages 461-495.
36. Linn, Scott C. & Stanhouse, Bryan E., 1997. "The economic advantage of least squares learning in a risky asset market," Journal of Economics and Business, Elsevier, vol. 49(4), pages 303-319.
37. 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.
38. Nielsen, Carsten Krabbe, 2008. "On rationally confident beliefs and rational overconfidence," Mathematical Social Sciences, Elsevier, vol. 55(3), pages 381-404, May.
39. Franklin Allen & Stephen Morris & Hyun Song Shin, 2003. "Beauty Contests, Bubbles and Iterated Expectations in Asset Markets Capital Adequacy Regulation: In Search of a Rationale," Center for Financial Institutions Working Papers 03-06, Wharton School Center for Financial Institutions, University of Pennsylvania.