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Stability of Functional Rational Expectations Equilibria

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  • Kelly, David L.
  • Shorish, Jamsheed

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Bibliographic Info

Article provided by Elsevier in its journal Journal of Economic Theory.

Volume (Year): 95 (2000)
Issue (Month): 2 (December)
Pages: 215-250

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Handle: RePEc:eee:jetheo:v:95:y:2000:i:2:p:215-250

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Web page: http://www.elsevier.com/locate/inca/622869

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References

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  1. Easley, David & Kiefer, Nicholas M, 1989. "Optimal Learning with Endogenous Data," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 30(4), pages 963-78, November.
  2. Jean-Michel Grandmont, 1998. "Expectations Formation and Stability of Large Socioeconomic Systems," Econometrica, Econometric Society, vol. 66(4), pages 741-782, July.
  3. Grandmont, Jean-Michel, 1977. "Temporary General Equilibrium Theory," Econometrica, Econometric Society, vol. 45(3), pages 535-72, April.
  4. Grandmont Jean-michel, 1983. "On endogenous competitive business cycles," CEPREMAP Working Papers (Couverture Orange) 8316, CEPREMAP.
  5. Brock, William A., 1972. "On models of expectations that arise from maximizing behavior of economic agents over time," Journal of Economic Theory, Elsevier, vol. 5(3), pages 348-376, December.
  6. Timothy Kehoe, 1982. "Regularity in Overlapping Generations Exchange Economies," UCLA Economics Working Papers 258, UCLA Department of Economics.
  7. Cyert, Richard M & DeGroot, Morris H, 1974. "Rational Expectations and Bayesian Analysis," Journal of Political Economy, University of Chicago Press, vol. 82(3), pages 521-36, May/June.
  8. Manuelli, Rodolfo, 1990. "Existence and optimality of currency equilibrium in stochastic overlapping generations models: The pure endowment case," Journal of Economic Theory, Elsevier, vol. 51(2), pages 268-294, August.
  9. Bray, Margaret, 1982. "Learning, estimation, and the stability of rational expectations," Journal of Economic Theory, Elsevier, vol. 26(2), pages 318-339, April.
  10. Bray, Margaret M & Savin, Nathan E, 1986. "Rational Expectations Equilibria, Learning, and Model Specification," Econometrica, Econometric Society, vol. 54(5), pages 1129-60, September.
  11. Spear, Stephen E, 1989. "Learning Rational Expectations under Computability Constraints," Econometrica, Econometric Society, vol. 57(4), pages 889-910, July.
  12. Feldman, Mark, 1987. "Bayesian learning and convergence to rational expectations," Journal of Mathematical Economics, Elsevier, vol. 16(3), pages 297-313, June.
  13. Lucas, Robert E, Jr, 1986. "Adaptive Behavior and Economic Theory," The Journal of Business, University of Chicago Press, vol. 59(4), pages S401-26, October.
  14. Townsend, Robert M, 1983. "Forecasting the Forecasts of Others," Journal of Political Economy, University of Chicago Press, vol. 91(4), pages 546-88, August.
  15. DeCanio, Stephen J, 1979. "Rational Expectations and Learning from Experience," The Quarterly Journal of Economics, MIT Press, vol. 93(1), pages 47-57, February.
  16. Evans, George W & Ramey, Garey, 1992. "Expectation Calculation and Macroeconomic Dynamics," American Economic Review, American Economic Association, vol. 82(1), pages 207-24, March.
  17. Azariadis, Costas, 1981. "Self-fulfilling prophecies," Journal of Economic Theory, Elsevier, vol. 25(3), pages 380-396, December.
  18. Albert, Max, 1999. "Bayesian learning when chaos looms large," Economics Letters, Elsevier, vol. 65(1), pages 1-7, October.
  19. Margaret Bray, 2010. "Learning, Estimation, and the Stability of Rational Expectations," Levine's Working Paper Archive 205, David K. Levine.
  20. Spear, Stephen E., 1988. "Existence and local uniqueness of functional rational expectations equilibria in dynamic economic models," Journal of Economic Theory, Elsevier, vol. 44(1), pages 124-155, February.
  21. Yaw Nyarko, 1998. "Bayesian learning and convergence to Nash equilibria without common priors," Economic Theory, Springer, vol. 11(3), pages 643-655.
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Cited by:
  1. Shorish, Jamsheed, 2006. "Functional Rational Expectations Equilibria in Market Games," Economics Series 186, Institute for Advanced Studies.

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