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The effect of the time-structure of information on the expectational-stability of rational expectations

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  • Roberts, Mark A.
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    File URL: http://www.sciencedirect.com/science/article/B6V84-3T51RH8-S/2/a63f8d6f78e4641ff294fade54185187
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    Bibliographic Info

    Article provided by Elsevier in its journal Economics Letters.

    Volume (Year): 57 (1997)
    Issue (Month): 2 (December)
    Pages: 157-162

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    Handle: RePEc:eee:ecolet:v:57:y:1997:i:2:p:157-162

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    Web page: http://www.elsevier.com/locate/ecolet

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    1. Marcet, Albert & Sargent, Thomas J, 1989. "Convergence of Least-Squares Learning in Environments with Hidden State Variables and Private Information," Journal of Political Economy, University of Chicago Press, vol. 97(6), pages 1306-22, December.
    2. Evans, George W. & Honkapohja, Seppo & Honkapohja, Seppo, 1994. "Learning, convergence, and stability with multiple rational expectations equilibria," European Economic Review, Elsevier, vol. 38(5), pages 1071-1098, May.
    3. Grossman, Sanford J & Stiglitz, Joseph E, 1976. "Information and Competitive Price Systems," American Economic Review, American Economic Association, vol. 66(2), pages 246-53, May.
    4. Hellwig, Martin F., 1982. "Rational expectations equilibrium with conditioning on past prices: A mean-variance example," Journal of Economic Theory, Elsevier, vol. 26(2), pages 279-312, April.
    5. Evans, George, 1985. "Expectational Stability and the Multiple Equilibria Problem in Linear Rational Expectations Models," The Quarterly Journal of Economics, MIT Press, vol. 100(4), pages 1217-33, November.
    6. Sanford J Grossman & Joseph E Stiglitz, 1997. "On the Impossibility of Informationally Efficient Markets," Levine's Working Paper Archive 1908, David K. Levine.
    7. Roberts, Mark A., 1995. "Imperfect information: Some implications for modelling the exchange rate," Journal of International Economics, Elsevier, vol. 38(3-4), pages 375-383, May.
    8. Townsend, Robert M, 1978. "Market Anticipations, Rational Expectations, and Bayesian Analysis," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 19(2), pages 481-94, June.
    9. DeCanio, Stephen J, 1979. "Rational Expectations and Learning from Experience," The Quarterly Journal of Economics, MIT Press, vol. 93(1), pages 47-57, February.
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