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Towards an Understanding of Market Processes: Individual Expectations, Learning, and Convergence to Rational Expectations Equilibrium

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Frydman, Roman
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Article provided by American Economic Association in its journal American Economic Review.

Volume (Year): 72 (1982)
Issue (Month): 4 (September)
Pages: 652-68
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Handle: RePEc:aea:aecrev:v:72:y:1982:i:4:p:652-68

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  1. Roman Frydman & Michael D. Goldberg, 2003. "Imperfect Knowledge and Asset Price Dynamics: Modeling the Forecasting of Rational Agents, Dynamic Prospect Theory and Uncertainty Premia on Foreign Exchange," Discussion Papers 03-31, University of Copenhagen. Department of Economics. [Downloadable!]
  2. Frydman, R. & Goldberg, M.D., 2003. "Imperfect Knowledge and Asset Price Dynamics: Modeling the Forecasting of Rational Agents, Dynamic Prospect Theory and Uncertainty Premia on Foreign Exchange," Working Papers 03-03, C.V. Starr Center for Applied Economics, New York University. [Downloadable!]
  3. Robert E. McAuliffe, 1985. "The Rational Expectations Hypothesis and Economic Analysis," Eastern Economic Journal, Eastern Economic Association, vol. 11(4), pages 331-341, Oct-Dec. [Downloadable!]
  4. Robert E. McAuliffe, 1985. "The Rational Expectations Hypothesis and Economic Analysis," Eastern Economic Journal, Palgrave Macmillan Journals, vol. 11(4), pages 331-341, Oct-Dec. [Downloadable!] (restricted)
  5. Roman Frydman & Michael D. Goldberg, 2002. "Imperfect Knowledge, Temporal Instability and an Uncertainty Premium: Towards a Resolution of the Excess-Returns Puzzle in the Foreign Exchange Market," Discussion Papers 02-17, University of Copenhagen. Department of Economics, revised Nov 2002. [Downloadable!]
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