- Marcet, Albert & Scott, Andrew, 2009.
"Debt and deficit fluctuations and the structure of bond markets,"
Journal of Economic Theory,
Elsevier, vol. 144(2), pages 473-501, March.
[Downloadable!] (restricted)
Other versions:
- Albert Marcet & Andrew Scott, 2001.
"Debt and Deficit Fluctuations and the Structure of Bond Markets,"
Economics Working Papers
558, Department of Economics and Business, Universitat Pompeu Fabra, revised Jul 2003.
[Downloadable!]
- Albert Marcet & Andrew Scott, 2007.
"Debt and Deficit Fluctuations and the Structure of Bond Markets,"
UFAE and IAE Working Papers
728.08, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
[Downloadable!]
- Marcet, Albert & Scott, Andrew, 2001.
"Debt and Deficit Fluctuations and the Structure of Bond Markets,"
CEPR Discussion Papers
3029, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
See citations under working paper version above.
- Elisa Faraglia & Albert Marcet & Andrew Scott, 2008.
"Fiscal Insurance and Debt Management in OECD Economies,"
Economic Journal,
Royal Economic Society, vol. 118(527), pages 363-386, 03.
[Downloadable!] (restricted)
Other versions: See citations under working paper version above.
- Marcet, Albert & Obiols-Homs, Francesc & Weil, Philippe, 2007.
"Incomplete markets, labor supply and capital accumulation,"
Journal of Monetary Economics,
Elsevier, vol. 54(8), pages 2621-2635, November.
[Downloadable!] (restricted)
Other versions: See citations under working paper version above.
- Albert Marcet & Juan Pablo Nicolini, 2005.
"Money and Prices in Models of Bounded Rationality in High Inflation Economies,"
Review of Economic Dynamics,
Elsevier for the Society for Economic Dynamics, vol. 8(2), pages 452-479, April.
[Downloadable!] (restricted)
Other versions: See citations under working paper version above.
- Albert Marcet & Juan P. Nicolini, 2003.
"Recurrent Hyperinflations and Learning,"
American Economic Review,
American Economic Association, vol. 93(5), pages 1476-1498, December.
[Downloadable!]
Other versions:
- Albert Marcet & Juan P. Nicolini, 1995.
"Recurrent Hyperinflations and Learning,"
Economics Working Papers
244, Department of Economics and Business, Universitat Pompeu Fabra, revised Nov 2001.
[Downloadable!]
- Marcet, A. & Nicolini, J.P., 1997.
"Recurrent Hyperinflations and Learning,"
Papers
9721, Centro de Estudios Monetarios Y Financieros-.
- Marcet, Albert & Nicolini, Juan Pablo, 1998.
"Recurrent Hyperinflations and Learning,"
CEPR Discussion Papers
1875, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
See citations under working paper version above.
- S. Rao Aiyagari & Albert Marcet & Thomas J. Sargent & Juha Seppala, 2002.
"Optimal Taxation without State-Contingent Debt,"
Journal of Political Economy,
University of Chicago Press, vol. 110(6), pages 1220-1254, December.
[Downloadable!] (restricted)
Other versions: See citations under working paper version above.
- Den Haan, Wouter J & Marcet, Albert, 1994.
"Accuracy in Simulations,"
Review of Economic Studies,
Blackwell Publishing, vol. 61(1), pages 3-17, January.
[Downloadable!] (restricted)
Other versions: See citations under working paper version above.
- Giovannetti, Giorgia & Marcet, Albert & Marimon, Ramon, 1993.
"Growth, capital flows and enforcement constraints : The case of Africa,"
European Economic Review,
Elsevier, vol. 37(2-3), pages 418-425, April.
[Downloadable!] (restricted)
Other versions: See citations under working paper version above.
- Marcet, Albert & Marimon, Ramon, 1992.
"Communication, commitment, and growth,"
Journal of Economic Theory,
Elsevier, vol. 58(2), pages 219-249, December.
[Downloadable!] (restricted)
Other versions:
- Albert Marcet & Ramon Marimon, 1991.
"Communication, Commitment and Growth,"
Economics Working Papers
1, Department of Economics and Business, Universitat Pompeu Fabra.
[Downloadable!]
- Albert Marcet & Ramon Marimon, 1992.
"Communication, commitment, and growth,"
Discussion Paper / Institute for Empirical Macroeconomics
74, Federal Reserve Bank of Minneapolis.
[Downloadable!]
See citations under working paper version above.
- den Haan, Wouter J & Marcet, Albert, 1990.
"Solving the Stochastic Growth Model by Parameterizing Expectations,"
Journal of Business & Economic Statistics,
American Statistical Association, vol. 8(1), pages 31-34, January.
Also available as: Cited by:
- Paul McNelis & John Duffy, 1998.
"Approximating and Simulating the Stochastic Growth Model: Parameterized Expectations, Neural Networks, and the Genetic Algorithm,"
GE, Growth, Math methods
9804004, EconWPA, revised 04 May 1998.
[Downloadable!]
Other versions:- Duffy, John & McNelis, Paul D., 2001.
"Approximating and simulating the stochastic growth model: Parameterized expectations, neural networks, and the genetic algorithm,"
Journal of Economic Dynamics and Control,
Elsevier, vol. 25(9), pages 1273-1303, September.
[Downloadable!] (restricted)
- R. Kato & S. Nishiyama, 2002.
"Optimal Monetary Policy When Interest Rates are Bounded at Zero,"
Computing in Economics and Finance 2002
8, Society for Computational Economics.
[Downloadable!]
Other versions:- Ryo Kato & Shinichi Nishiyama, 2001.
"Optimal Monetary Policy When Interest Rates are Bound at Zero,"
Working Papers
01-12, Ohio State University, Department of Economics.
[Downloadable!]
- Kato, Ryo & Nishiyama, Shin-Ichi, 2005.
"Optimal monetary policy when interest rates are bounded at zero,"
Journal of Economic Dynamics and Control,
Elsevier, vol. 29(1-2), pages 97-133, January.
[Downloadable!] (restricted)
- Lawrence J. Christiano & Jonas D.M. Fisher, 1997.
"Algorithms for solving dynamic models with occasionally binding constraints,"
Working Paper
9711, Federal Reserve Bank of Cleveland.
[Downloadable!]
Other versions:- Lawrence J. Christiano & Jonas D.M. Fisher, 1997.
"Algorithms for solving dynamic models with occasionally binding constraints,"
Working Paper Series, Macroeconomic Issues
WP-97-15, Federal Reserve Bank of Chicago.
- Christiano, Lawrence J. & Fisher, Jonas D. M., 2000.
"Algorithms for solving dynamic models with occasionally binding constraints,"
Journal of Economic Dynamics and Control,
Elsevier, vol. 24(8), pages 1179-1232, July.
[Downloadable!] (restricted)
- Lawrence J. Christiano & Jonas D.M. Fisher, 1994.
"Algorithms for solving dynamic models with occasionally binding constraints,"
Working Paper Series, Macroeconomic Issues
94-6, Federal Reserve Bank of Chicago.
- Lawrence J. Christiano & Jonas D. M. Fisher, 1994.
"Algorithms for solving dynamic models with occasionally binding constraints,"
Staff Report
171, Federal Reserve Bank of Minneapolis.
[Downloadable!]
- Lawrence J. Christiano & Jonas D.M. Fisher, 1997.
"Algorithms for Solving Dynamic Models with Occasionally Binding Constraints,"
NBER Technical Working Papers
0218, National Bureau of Economic Research, Inc.
- Jens Larsen & Ben May & James Talbot, .
"Estimating real interest rates for the United Kingdom,"
Bank of England working papers
200, Bank of England.
[Downloadable!]
- Lilia Maliar & Serguei Maliar, 2006.
"Capital-Skill Complementarity And Steady-State Growth,"
Working Papers. Serie AD
2006-15, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
[Downloadable!]
- Francesc Obiols-Homs, 2003.
"Incomplete Unemployment Insurance and Aggregate Fluctuations,"
Review of Economic Dynamics,
Elsevier for the Society for Economic Dynamics, vol. 6(3), pages 602-636, July.
[Downloadable!] (restricted)
Other versions: - Fidel Pérez Sebastián, 2001.
"Growth And Public Support To Innovation And Imitation,"
Working Papers. Serie AD
2001-31, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
[Downloadable!]
- Thomas D. Tallarini, Jr. & Harold H. Zhang, 2005.
"External habit and the cyclicality of expected stock returns,"
Finance and Economics Discussion Series
2005-27, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!]
Other versions:- Thomas Tallarini & Harold Zhang, .
"External Habit and the Cyclicality of Expected Stock Returns,"
GSIA Working Papers
1997-26, Carnegie Mellon University, Tepper School of Business.
[Downloadable!]
- Thomas D. Tallarini, Jr. & Harold H. Zhang, 2005.
"External Habit and the Cyclicality of Expected Stock Returns,"
Journal of Business,
University of Chicago Press, vol. 78(3), pages 1023-1048, May.
[Downloadable!]
- Simon Gilchrist & Jae W. Sim, 2007.
"Investment During The Korean Financial Crisis: A Structural Econometric Approach,"
Boston University - Department of Economics - Working Papers Series
WP2007-001, Boston University - Department of Economics.
[Downloadable!]
- Lilia Maliar & Serguei Maliar, 2002.
"The Representative Consumer In The Neoclassical Growth Model With Idiosyncratic Shocks,"
Working Papers. Serie AD
2002-20, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
[Downloadable!]
Other versions: - Yann Algan & Olivier Allais & Wouter J. Den Haan, 2006.
"Solving heterogeneous-agent models with parameterized cross-sectional distributions,"
PSE Working Papers
2006-46, PSE (Ecole normale supérieure).
[Downloadable!]
Other versions:- Algan, Yann & Allais, Olivier & Den Haan, Wouter, 2007.
"Solving Heterogeneous-Agent Models with Parameterized Cross-Sectional Distributions,"
CEPR Discussion Papers
6062, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
- Algan, Yann & Allais, Olivier & Den Haan, Wouter J., 2008.
"Solving heterogeneous-agent models with parameterized cross-sectional distributions,"
Journal of Economic Dynamics and Control,
Elsevier, vol. 32(3), pages 875-908, March.
[Downloadable!] (restricted)
- G. C. LIM & PAUL D. McNELIS, 2002.
"Central Bank Learning, Terms Of Trade Shocks & Currency Risks: Should Only Inflation Matter For Monetary Policy?,"
Department of Economics - Working Papers Series
831, The University of Melbourne.
[Downloadable!]
Other versions: - Albert Marcet & Andrew Scott, 2007.
"Debt and Deficit Fluctuations and the Structure of Bond Markets,"
UFAE and IAE Working Papers
728.08, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
[Downloadable!]
Other versions:- Albert Marcet & Andrew Scott, 2001.
"Debt and Deficit Fluctuations and the Structure of Bond Markets,"
Economics Working Papers
558, Department of Economics and Business, Universitat Pompeu Fabra, revised Jul 2003.
[Downloadable!]
- Marcet, Albert & Scott, Andrew, 2009.
"Debt and deficit fluctuations and the structure of bond markets,"
Journal of Economic Theory,
Elsevier, vol. 144(2), pages 473-501, March.
[Downloadable!] (restricted)
- Marcet, Albert & Scott, Andrew, 2001.
"Debt and Deficit Fluctuations and the Structure of Bond Markets,"
CEPR Discussion Papers
3029, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
- Albert Marcet & Elisa Faraglia & Andrew Scott, 2008.
"In Search of a Theory of Debt Management,"
UFAE and IAE Working Papers
743.08, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
[Downloadable!]
Other versions: - Ellison, Martin, 2003.
"The Learning Cost of Interest Rate Reversals,"
CEPR Discussion Papers
4135, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Other versions: - Olivier Allais, 2004.
"Local Substitution and Habit Persistence: Matching the Moments of the Equity Premium and the Risk-Free Rate,"
Review of Economic Dynamics,
Elsevier for the Society for Economic Dynamics, vol. 7(2), pages 265-296, April.
[Downloadable!] (restricted)
- Hugo Rodriguez Mendizabal, 2004.
"The Behavior of Money velocity in Low and High Inflation Countries,"
UFAE and IAE Working Papers
600.04, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
[Downloadable!]
- Tor Einarsson, 2002.
"Small Open Economy Model with Domestic Resource Shocks: Monetary Union versus Floating Exchange Rate,"
Economics Discussion Papers
538, University of Essex, Department of Economics.
[Downloadable!]
- Ángel Gavilán & Juan A. Rojas, 2009.
"Solving Portfolio Problems with the Smolyak-Parameterized Expectations Algorithm,"
Banco de España Working Papers
0838, Banco de España.
[Downloadable!]
- Alexis Anagnostopoulos, 2004.
"Consumption and Debt Dynamics with (Rarely Binding) Borrowing Constraints,"
Economics Working Papers
ECO2004/34, European University Institute.
[Downloadable!]
- Jana Hromcová, 2004.
"On The Income Velocity Of Money In A Cash-In-Advance Economy With Capital,"
Working Papers. Serie AD
2004-21, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
[Downloadable!]
- Frank Portier & Luis A. Puch, .
"It's a Small Small Welfare Cost of Fluctuations,"
Working Papers
2005-26, FEDEA.
[Downloadable!]
- G.C. Lim & Paul D. McNelis, 2001.
"Central Bank Learning, Terms of Trade Shocks & Currency Risk: Should Exchange Rate Volatility Matter for Monetary Policy?,"
Boston College Working Papers in Economics
509, Boston College Department of Economics.
[Downloadable!]
- G. C. Lim & Paul D. McNelis, 2006.
"Inflation Targeting, Learning and Q Volatility in Small Open Economies,"
Melbourne Institute Working Paper Series
wp2006n22, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
[Downloadable!]
Other versions:- Lim, G.C. & McNelis, Paul D., 2007.
"Inflation targeting, learning and Q volatility in small open economies,"
Journal of Economic Dynamics and Control,
Elsevier, vol. 31(11), pages 3699-3722, November.
[Downloadable!] (restricted)
- Paul D. McNelis & Guay Lim, 2006.
"Inflation Targeting, Learning and Q Volatility in Small Open Economies,"
Computing in Economics and Finance 2006
104, Society for Computational Economics.
- Ilaski Barañano, 2001.
"Endogenous growth and economic fluctuations,"
Investigaciones Economicas,
Fundación SEPI, vol. 25(3), pages 515-541, September.
[Downloadable!]
- Christian Johnson, 1997.
"Optimization Using Genetic Algorithms: An Application to the Real Business Cycle Model,"
Working Papers Central Bank of Chile
10, Central Bank of Chile.
[Downloadable!]
- Alexandre Dmitriev, 2006.
"Technological Transfers, Limited Commitment and Growth,"
Computing in Economics and Finance 2006
248, Society for Computational Economics.
[Downloadable!]
Other versions: - Albert Marcet & Guido Lorenzoni, 1998.
"Parameterized Expectations Approach; Some Practical Issues,"
Economics Working Papers
296, Department of Economics and Business, Universitat Pompeu Fabra.
[Downloadable!]
- Collard, Fabrice & Juillard, Michel, 1999.
"Accuracy of stochastic perturbuation methods: the case of asset pricing models,"
CEPREMAP Working Papers (Couverture Orange)
9922, CEPREMAP.
[Downloadable!]
Other versions: - Ramdan Dridi, 2000.
"Simulated Asymptotic Least Squares Theory,"
STICERD - Econometrics Paper Series
/2000/396, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
[Downloadable!]
- Arantza Gorostiaga, 2002.
"Should Fiscal Policy Be Di.erent in a Non-Competitive Framework?,"
Economic Working Papers at Centro de Estudios Andaluces
E2002/11, Centro de Estudios Andaluces.
[Downloadable!]
Other versions:- Arantza Gorostiaga, 2003.
"Should Fiscal Policy be different in a Non-Competitive Framework?,"
DFAEII Working Papers
200228, University of the Basque Country - Department of Foundations of Economic Analysis II.
[Downloadable!]
- Gorostiaga, Arantza, 2003.
"Should fiscal policy be different in a non-competitive framework?,"
Journal of Monetary Economics,
Elsevier, vol. 50(6), pages 1311-1331, September.
[Downloadable!] (restricted)
- Jana Hromcová, 2005.
"Precautionary Money Demand in a Cash-in-Advance Economy with Capital,"
Computational Economics,
Springer, vol. 26(1), pages 51-63, August.
[Downloadable!] (restricted)
- Sergio Restrepo & Jesús Vazquez, 2003.
"Cyclical Features of Uzawa-Lucas Endogenous Growth Model,"
DFAEII Working Papers
200230, University of the Basque Country - Department of Foundations of Economic Analysis II.
[Downloadable!]
- Simon Gilchrist & Jae W. Sim, 2007.
"Investment during the Korean Financial Crisis: A Structural Econometric Analysis,"
NBER Working Papers
13315, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
- Lilia Maliar & Serguei Maliar, 2004.
"Solving Nonlinear Dynamic Stochastic Models: An Algorithm Computing Value Functions By Simulations,"
Working Papers. Serie AD
2004-37, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
[Downloadable!]
Other versions: - Maria-Josée Gutierrez & Jésus Vasquez, 2002.
"Present Value Models with Feedback: Dynamic Properties of Alternative RE Equilibria,"
Annales d'Economie et de Statistique,
ADRES, issue 67-68, pages 06, Juillet-D.
[Downloadable!]
- Richard Pierse, 2006.
"Terminal conditions in forward-looking economic models,"
Department of Economics Discussion Papers
1006, Department of Economics, University of Surrey.
[Downloadable!]
- Michel Juillard & Fabrice Collard, 1999.
"Stochastic Simulations of a Non-Linear Phillips Curve Model,"
Computing in Economics and Finance 1999
144, Society for Computational Economics.
[Downloadable!]
- G. Lim & Paul Mcnelis, 2006.
"Central Bank Learning and Taylor Rules with Sticky Import Prices,"
Computational Economics,
Springer, vol. 28(2), pages 155-175, September.
[Downloadable!] (restricted)
- Carles Ibanez, 2007.
"The Asymmetric Outcome of Sticky Price Models,"
Discussion Papers
07/19, Department of Economics, University of York.
[Downloadable!]
- Oviedo, P. Marcelo, 2005.
"World Interest Rate, Business Cycles, and Financial Intermediation in Small Open Economies,"
Staff General Research Papers
12360, Iowa State University, Department of Economics.
[Downloadable!]
- Luisa Corrado & Sean Holly, 2006.
"The Linearisation and Optimal Control of Large Non-Linear Rational Expectations Models by Persistent Excitation,"
Computational Economics,
Springer, vol. 28(2), pages 139-153, September.
[Downloadable!] (restricted)
- Alexis Anagnostopoulos, 2004.
"Potential Welfare Losses from Financial Autarky and Trade Sanctions,"
Economics Working Papers
ECO2004/35, European University Institute.
[Downloadable!]
- Lilia Maliar & Serguei Maliar, 2003.
"Preference Shocks From Aggregation: Time Series Data Evidence,"
Working Papers. Serie AD
2003-35, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
[Downloadable!]
Other versions: - Tor Einarsson & Milton H. Marquis, 2002.
"Banks, bonds, and the liquidity effect,"
Economic Review,
Federal Reserve Bank of San Francisco, pages 35-50.
[Downloadable!]
- Lilia Maliar & Serguei Maliar, 1999.
"- Differential Responses Of Labor Supply Across Productivity Groups,"
Working Papers. Serie AD
1999-22, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
[Downloadable!]
Other versions: - Lilia Maliar & Serguei Maliar, 2001.
"Parametrized Expectations Algorithm And The Moving Bounds,"
Working Papers. Serie AD
2001-23, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
[Downloadable!]
Other versions: - Richard K. Lyons, 2002.
"Foreign exchange: macro puzzles, micro tools,"
Economic Review,
Federal Reserve Bank of San Francisco, pages 51-69.
[Downloadable!]
Other versions: - Serena Ng & Francisco Ruge-Murcia, 1997.
"Explaining the Persistence of Commodity Prices,"
Boston College Working Papers in Economics
374, Boston College Department of Economics.
[Downloadable!]
Other versions:- NG, Serena & RUGE-MURCIA, Francisco J., 1997.
"Explaining the Persistence of Commodity Prices,"
Cahiers de recherche
9709, Universite de Montreal, Departement de sciences economiques.
[Downloadable!]
- Serena Ng & Francisco J. Ruge-Murcia, 2000.
"Explaining the Persistence of Commodity Prices,"
Computational Economics,
Springer, vol. 16(1/2), pages 149-171, October.
[Downloadable!]
- Marcet, Albert & Sargent, Thomas J., 1989.
"Convergence of least squares learning mechanisms in self-referential linear stochastic models,"
Journal of Economic Theory,
Elsevier, vol. 48(2), pages 337-368, August.
[Downloadable!] (restricted)
Cited by:
- Carl Chiarella & Xue-Zhong He, 2001.
"Dynamics of Beliefs and Learning Under aL Processes - The Homogeneous Case,"
Research Paper Series
53, Quantitative Finance Research Centre, University of Technology, Sydney.
[Downloadable!]
- Giuseppe Ferrero, 2004.
"Monetary policy and the transition to rational expectations,"
Computing in Economics and Finance 2004
19, Society for Computational Economics.
[Downloadable!]
Other versions: - Bennett T. McCallum, 2002.
"Consistent Expectations, Rational Expectations, Multiple-Solution Indeterminacies, and Least-Squares Learnability,"
NBER Working Papers
9218, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
- Xue-Zhong (Tony) He & Carl Chiarella, 2001.
"Asset Price and Wealth Dynamics under Heterogeneous Expectations,"
CeNDEF Workshop Papers, January 2001
5A.2, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
Other versions: - Olivier Basdevant, 2003.
"Learning process and rational expectations: an analysis using a small macroeconomic model for New Zealand,"
Reserve Bank of New Zealand Discussion Paper Series
DP2003/05, Reserve Bank of New Zealand.
[Downloadable!]
- Luis-Felipe Zanna, 2004.
"PPP rules, macroeconomic (In)stability and learning,"
International Finance Discussion Papers
814, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!]
- William A. Branch & Troy Davig & Bruce McGough, 2007.
"Expectational stability in regime-switching rational expectations models,"
Research Working Paper
RWP 07-09, Federal Reserve Bank of Kansas City.
[Downloadable!]
- Klaus Adam, 2001.
"Learning and Equilibrium Selection in a Monetary Overlapping Generations Model with Sticky,"
CSEF Working Papers
69, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
[Downloadable!]
- Kaushik Mitra & James Bullard, .
"Learning About Monetary Policy Rules,"
Discussion Papers
00/41, Department of Economics, University of York.
[Downloadable!]
Other versions:- Bullard, James & Mitra, Kaushik, 2002.
"Learning about monetary policy rules,"
Journal of Monetary Economics,
Elsevier, vol. 49(6), pages 1105-1129, September.
[Downloadable!] (restricted)
- James Bullard & Kaushik Mitra, 2002.
"Learning about monetary policy rules,"
Working Papers
2000-001, Federal Reserve Bank of St. Louis.
[Downloadable!]
- Sergey Slobodyan, 1999.
"Sunspot Fluctuations: A Way Out of a Development Trap?,"
Computing in Economics and Finance 1999
922, Society for Computational Economics.
[Downloadable!]
Other versions: - Athanasios Orphanides & John C. Williams, 2008.
"Learning, Expectations Formation, and the Pitfalls of Optimal Control Monetary Policy,"
Working Papers
2008-3, Central Bank of Cyprus.
[Downloadable!]
Other versions:- Orphanides, Athanasios & Williams, John C., 2008.
"Learning, expectations formation, and the pitfalls of optimal control monetary policy,"
Journal of Monetary Economics,
Elsevier, vol. 55(Supplemen), pages S80-S96, October.
[Downloadable!] (restricted)
- Athanasios Orphanides & John C. Williams, 2008.
"Learning, expectations formation and the pitfalls of optimal control monetary policy,"
Working Paper Series
2008-05, Federal Reserve Bank of San Francisco.
[Downloadable!]
- Athanasios Orphanides & John C. Williams, 2008.
"Learning, Expectations Formation, And The Pitfalls Of Optimal Control Monetary Policy,"
CAMA Working Papers
2008-17, Australian National University, Centre for Applied Macroeconomic Analysis.
[Downloadable!]
- Felipe Pérez, 1998.
"- Private Experience In Adaptive Learning Models,"
Working Papers. Serie AD
1998-03, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
[Downloadable!]
- George W. Evans & Bruce McGough, 2006.
"Stable Finite-State Markov Sunspots,"
University of Oregon Economics Department Working Papers
2006-13, University of Oregon Economics Department.
[Downloadable!]
- Shu-Heng Chen, John Duffy, Chia-Hsuan Yeh, .
"Equilibrium Selection via Adaptation: Using Genetic Programming to Model Learning in a Coordination Game,"
The Electronic Journal of Evolutionary Modeling and Economic Dynamics,
IFReDE - Université Montesquieu Bordeaux IV.
[Downloadable!]
- Thomas Sargent & Noah Williams & Tao Zha, 2006.
"The conquest of South American inflation,"
Working Paper
2006-20, Federal Reserve Bank of Atlanta.
[Downloadable!]
Other versions:- Thomas Sargent & Noah Williams & Tao Zha, 2006.
"The Conquest of South American Inflation,"
NBER Working Papers
12606, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
- Thomas Sargent & Noah Williams & Tao Zha, 2009.
"The Conquest of South American Inflation,"
Journal of Political Economy,
University of Chicago Press, vol. 117(2), pages 211-256, 04.
[Downloadable!] (restricted)
- Vitor Gaspar & Frank Smets & David Vestin, 2006.
"Optimal Monetary Policy under Adaptive Learning,"
Computing in Economics and Finance 2006
183, Society for Computational Economics.
[Downloadable!]
- Athanasios Orphanides & John C. Williams, 2008.
"Imperfect knowledge and the pitfalls of optimal control monetary policy,"
Working Paper Series
2008-09, Federal Reserve Bank of San Francisco.
[Downloadable!]
Other versions: - James Bullard & In-Koo Cho, 2003.
"Escapist policy rules,"
Working Papers
2002-002, Federal Reserve Bank of St. Louis.
[Downloadable!]
Other versions:- Bullard, James & Cho, In-Koo, 2005.
"Escapist policy rules,"
Journal of Economic Dynamics and Control,
Elsevier, vol. 29(11), pages 1841-1865, November.
[Downloadable!] (restricted)
- James Bullard, & In-Koo Cho, 2003.
"Escapist Policy Rules,"
CFS Working Paper Series
2003/38, Center for Financial Studies.
[Downloadable!]
- David K. Levine & Aldo Rustichini, 2000.
"Introduction,"
Review of Economic Dynamics,
Elsevier for the Society for Economic Dynamics, vol. 3(2), pages 213-215, April.
[Downloadable!] (restricted)
- David K Levine & Aldo Rustichini, 2000.
"Introduction: The Dynamic Games Special Issue,"
Levine's Working Paper Archive
2127, David K. Levine.
[Downloadable!]
- Xiaohong Chen & Halbert White, 2002.
"Asymptotic Properties of Some Projection-based Robbins-Monro Procedures in a Hilbert Space,"
University of California at San Diego, Economics Working Paper Series
2002-07, Department of Economics, UC San Diego.
[Downloadable!]
Other versions: - Carl Chiarella & Xue-Zhong He, 2000.
"Stability of Competitive Equilibria with Heterogeneous Beliefs and Learning,"
Research Paper Series
37, Quantitative Finance Research Centre, University of Technology, Sydney.
[Downloadable!]
- Elmar Mertens, 2008.
"Managing Beliefs about Monetary Policy under Discretion?,"
Working Papers
08.02, Swiss National Bank, Study Center Gerzensee.
[Downloadable!]
- Massimo Guidolin & Allan Timmerman, 2005.
"Properties of equilibrium asset prices under alternative learning schemes,"
Working Papers
2005-009, Federal Reserve Bank of St. Louis.
[Downloadable!]
Other versions: - Carl Chiarella & Xue-Zhong He, 2001.
"Dynamics of Beliefs and Learning Under aL Processes - The Heterogeneous Case,"
Research Paper Series
55, Quantitative Finance Research Centre, University of Technology, Sydney.
[Downloadable!]
Other versions: - Kevin X.D. Huang & Zheng Liu & Tao Zha, 2008.
"Learning, adaptive expectations, and technology shocks,"
Working Paper
2008-20, Federal Reserve Bank of Atlanta.
[Downloadable!]
Other versions:- KevinX.D. Huang & Zheng Liu & Tao Zha, 2009.
"Learning, Adaptive Expectations and Technology Shocks,"
Economic Journal,
Royal Economic Society, vol. 119(536), pages 377-405, 03.
[Downloadable!] (restricted)
- Kevin X.D. Huang & Zheng Liu & Tao Zha, 2008.
"Learning, Adaptive Expectations, and Technology Shocks,"
Working Papers
0807, Department of Economics, Vanderbilt University.
[Downloadable!]
- Zheng Liu & Daniel F. Waggoner & Tao Zha, 2008.
"Learning, Adaptive Expectations,and Technology Shocks,"
Emory Economics
0803, Department of Economics, Emory University (Atlanta).
[Downloadable!]
- Kevin X.D. Huang & Zheng Liu & Tao Zha, 2008.
"Learning, adaptive expectations, and technology shocks,"
Working Paper Series
2008-18, Federal Reserve Bank of San Francisco.
[Downloadable!]
- Wiliam Branch & John Carlson & George W. Evans & Bruce McGough, 2006.
"Adaptive Learning, Endogenous Inattention, and Changes in Monetary Policy,"
University of Oregon Economics Department Working Papers
2006-6, University of Oregon Economics Department.
[Downloadable!]
Other versions: - Roger E. A. Farmer, 2002.
"Why Does Data Reject the Lucas Critique,"
Annales d'Economie et de Statistique,
ADRES, issue 67-68, pages 05, Juillet-D.
[Downloadable!]
- Adam, Klaus & Marcet, Albert & Nicolini, Juan Pablo, 2007.
"Stock Market Volatility and Learning,"
CEPR Discussion Papers
6518, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Other versions: - Dmitri Kolyuzhnov & Anna Bogomolova, 2004.
"Escape Dynamics: A Continuous Time Approximation,"
Econometric Society 2004 Latin American Meetings
27, Econometric Society.
[Downloadable!]
- Orlando Gomes, 2008.
"Adaptive Learning and Complex Dynamics,"
Working Papers
ercwp2108, ISCTE, UNIDE, Economics Research Centre.
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- Heinemann, Maik, 1997.
"Convergence of Adaptive Learning and the Concept of Expectational Stability in Linear Rational Expectations Models with Multiple Equilibria,"
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Universität Hannover
dp-207, Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
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- Fabio Milani, 2009.
"The Effect of Global Output on U.S. Inflation and Inflation Expectations: A Structural Estimation,"
Working Papers
080920, University of California-Irvine, Department of Economics.
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- James Bullard & Kaushik Mitra, .
"Determinacy, Learnability, and Monetary Policy Inertia,"
Discussion Papers
00/43, Department of Economics, University of York.
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Other versions:- James Bullard & Kaushik Mitra, 2007.
"Determinacy, Learnability, and Monetary Policy Inertia,"
Journal of Money, Credit and Banking,
Blackwell Publishing, vol. 39(5), pages 1177-1212, 08.
[Downloadable!] (restricted)
- Kaushik Mitra & James Bullard, 2004.
"Determinacy, Learnability, and Monetary Policy Inertia,"
Royal Holloway, University of London: Discussion Papers in Economics
04/14, Department of Economics, Royal Holloway University of London, revised Jul 2004.
[Downloadable!]
- James Bullard & Kaushik Mitra, 2003.
"Determinacy, learnability, and monetary policy inertia,"
Working Papers
2000-030, Federal Reserve Bank of St. Louis.
[Downloadable!]
- Bennett T. McCallum, 2001.
"Inflation Targeting and the Liquidity Trap,"
Working Papers Central Bank of Chile
112, Central Bank of Chile.
[Downloadable!]
Other versions: - Marco A. Espinosa-Vega & Steven Russell, 1997.
"History and theory of the NAIRU: a critical review,"
Economic Review,
Federal Reserve Bank of Atlanta, issue Q 2, pages 4-25.
[Downloadable!]
- Heinemann, Maik & Lange, Carsten, 1997.
"Modellierung von Preiserwartungen durch neuronale Netze,"
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Universität Hannover
dp-203, Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
[Downloadable!]
- Kosuke Aoki & Kalin Nikolov, .
"Rule-based monetary policy under central bank learning,"
Bank of England working papers
235, Bank of England.
[Downloadable!]
Other versions: - Alfred Maußner, 1997.
"Learning to believe in nonrational expectations that support pareto-superior outcomes,"
Journal of Economics,
Springer, vol. 65(3), pages 235-256, October.
[Downloadable!] (restricted)
- Xiaohong Chen & Halbert White, 1994.
"Nonparametric Adaptive Learning with Feedback,"
University of California at San Diego, Economics Working Paper Series
94-21, Department of Economics, UC San Diego.
[Downloadable!]
Other versions: - Wiliam Branch & George W. Evans, 2005.
"Model Uncertainty and Endogenous Volatility,"
University of Oregon Economics Department Working Papers
2005-21, University of Oregon Economics Department, revised 26 Oct 2006.
[Downloadable!]
Other versions: - Bennett T. McCallum, 2000.
"Role of the Minimal State Variable Criterion,"
NBER Working Papers
7087, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
- Felipe Perez, 1997.
"Private Experience in Adaptive Learning Models,"
Levine's Working Paper Archive
1403, David K. Levine.
[Downloadable!]
Other versions: - Alexis Anagnostopoulos, 2004.
"Consumption and Debt Dynamics with (Rarely Binding) Borrowing Constraints,"
Economics Working Papers
ECO2004/34, European University Institute.
[Downloadable!]
- 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.).
[Downloadable!]
Other versions:- Athanasios Orphanides & John C. Williams, 2002.
"Imperfect knowledge, inflation expectations, and monetary policy,"
Working Papers in Applied Economic Theory
2002-04, Federal Reserve Bank of San Francisco.
[Downloadable!]
- Athanasios Orphanides & John C. Williams, 2003.
"Imperfect Knowledge, Inflation Expectations, and Monetary Policy,"
CFS Working Paper Series
2003/40, Center for Financial Studies.
[Downloadable!]
- Athanasios Orphanides & John C. Williams, 2003.
"Imperfect Knowledge, Inflation Expectations, and Monetary Policy,"
NBER Working Papers
9884, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
- Athanasios Orphanides & John Williams, 2004.
"Imperfect Knowledge, Inflation Expectations, and Monetary Policy,"
NBER Chapters,
in: The Inflation-Targeting Debate, pages 201-246
National Bureau of Economic Research, Inc.
[Downloadable!]
- Martin Lettau & Harald Uhlig, 1999.
"Rules of Thumb versus Dynamic Programming,"
American Economic Review,
American Economic Association, vol. 89(1), pages 148-174, March.
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- Jan Tuinstra & Florian Wagener, 2007.
"On learning equilibria,"
Economic Theory,
Springer, vol. 30(3), pages 493-513, March.
[Downloadable!] (restricted)
Other versions: - Patrick Bajari & Ali Hortacsu, 2003.
"Are Structural Estimates of Auction Models Reasonable? Evidence from Experimental Data,"
NBER Working Papers
9889, National Bureau of Economic Research, Inc.
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Other versions:- Patrick Bajari & Ali Hortacsu, 2003.
"Are Structural Estimates of Auction Models Reasonable? Evidence from Experimental Data,"
Working Papers
03002, Stanford University, Department of Economics.
[Downloadable!]
- Patrick Bajari & Ali Hortacsu, 2005.
"Are Structural Estimates of Auction Models Reasonable? Evidence from Experimental Data,"
Journal of Political Economy,
University of Chicago Press, vol. 113(4), pages 703-741, August.
- Dmitri Kolyuzhnov & Anna Bogomolova, 2004.
"Escape Dynamics: A Continuous Time Approximation,"
Econometric Society 2004 Far Eastern Meetings
557, Econometric Society.
[Downloadable!]
- Albert Marcet & Juan P. Nicolini, 1995.
"Recurrent Hyperinflations and Learning,"
Economics Working Papers
244, Department of Economics and Business, Universitat Pompeu Fabra, revised Nov 2001.
[Downloadable!]
Other versions:- Albert Marcet & Juan P. Nicolini, 2003.
"Recurrent Hyperinflations and Learning,"
American Economic Review,
American Economic Association, vol. 93(5), pages 1476-1498, December.
[Downloadable!]
- Marcet, Albert & Nicolini, Juan Pablo, 1998.
"Recurrent Hyperinflations and Learning,"
CEPR Discussion Papers
1875, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
- Marcet, A. & Nicolini, J.P., 1997.
"Recurrent Hyperinflations and Learning,"
Papers
9721, Centro de Estudios Monetarios Y Financieros-.
- Bennett T. McCallum, 2001.
"Monetary policy analysis in models without money,"
Review,
Federal Reserve Bank of St. Louis, issue Jul, pages 145-164.
[Downloadable!]
Other versions: - Alberto Locarno, 2007.
"Imperfect Knowledge, Adaptive Learning, and the Bias Against Activist Monetary Policies,"
International Journal of Central Banking,
International Journal of Central Banking, vol. 3(3), pages 47-85, September.
[Downloadable!]
Other versions: - Chan G. Huh & Kevin J. Lansing, 1998.
"Expectations, credibility, and disinflation in a small macroeconomic model,"
Working Papers in Applied Economic Theory and Econometrics
98-01, Federal Reserve Bank of San Francisco.
[Downloadable!]
Other versions:- Chan G. Huh & Kevin J. Lansing, 1997.
"Expectations, credibility, and disinflation in a small macroeconomic model,"
Working Paper
9713, Federal Reserve Bank of Cleveland.
[Downloadable!]
- Huh, Chan G. & Lansing, Kevin J., 2000.
"Expectations, credibility, and disinflation in a small macroeconomic model,"
Journal of Economics and Business,
Elsevier, vol. 52(1-2), pages 51-86.
[Downloadable!] (restricted)
- Orlando Gomes & Vivaldo M. Mendes & Diana A. Mendes, 2008.
"Optimal Monetary Policy with Partially Rational Agents,"
Working Papers
ercwp2208, ISCTE, UNIDE, Economics Research Centre.
[Downloadable!]
- James B. Bullard & Stefano Eusepi, 2009.
"When does determinacy imply expectational stability?,"
Working Papers
2008-007, Federal Reserve Bank of St. Louis.
[Downloadable!]
- Lars Peter Hansen & Thomas J. Sargent & Thomas D. Tallarini Jr., 1997.
"Robust Permanent Income and Pricing,"
Levine's Working Paper Archive
596, David K. Levine.
[Downloadable!]
Other versions:- Lars Hansen & Thomas Sargent & Thomas Tallarini, .
"Robust Permanent Income and Pricing,"
GSIA Working Papers
1997-51, Carnegie Mellon University, Tepper School of Business.
[Downloadable!]
- Hansen, Lars Peter & Sargent, Thomas J & Tallarini, Thomas D, Jr, 1999.
"Robust Permanent Income and Pricing,"
Review of Economic Studies,
Blackwell Publishing, vol. 66(4), pages 873-907, October.
[Downloadable!] (restricted)
- Stefano Eusepi, 2004.
"Does Central Bank Transparency Matter for Economic Stability,"
Computing in Economics and Finance 2004
176, Society for Computational Economics.
[Downloadable!]
- Orlando Gomes & Vivaldo M. Mendes & Diana A. Mendes, 2007.
"The Dynamics of Learning in Optimal Monetary Policy,"
Working Papers
ercwp2008, ISCTE, UNIDE, Economics Research Centre.
[Downloadable!]
- Stefano Eusepi & Bruce Preston, 2008.
"Stabilizing expectations under monetary and fiscal policy coordination,"
Staff Reports
343, Federal Reserve Bank of New York.
[Downloadable!]
Other versions: - George W. Evans & Avik Chakraborty, 2006.
"Can Perpetual Learning Explain the Forward Premium Puzzle?,"
University of Oregon Economics Department Working Papers
2006-8, University of Oregon Economics Department, revised 20 Aug 2006.
[Downloadable!]
Other versions: - Kaushik Mitra, .
"Desirability of Nominal GDP Targeting Under Adaptive Learning,"
Discussion Papers
00/60, Department of Economics, University of York.
[Downloadable!]
Other versions: - Bossaerts, Peter., 1992.
"Asset Prices in a Speculative Market,"
Working Papers
796, California Institute of Technology, Division of the Humanities and Social Sciences.
[Downloadable!]
- Peter N. Ireland, 1998.
"Expectations, credibility, and time-consistent monetary policy,"
Working Paper
9812, Federal Reserve Bank of Cleveland.
[Downloadable!]
Other versions:- Peter N. Ireland, 1999.
"Expectations, Credibility, and Time-Consistent Monetary Policy,"
NBER Working Papers
7234, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
- Peter N. Ireland, 1999.
"Expectations, Credibility, and Time-Consistent Monetary Policy,"
Boston College Working Papers in Economics
425, Boston College Department of Economics.
[Downloadable!]
- Aoki, Kosuke & Nikolov, Kalin, 2005.
"Rule-Based Monetary Policy Under Central Banking Learning,"
CEPR Discussion Papers
5056, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
- Volker Wieland, 1999.
"Monetary policy, parameter uncertainty and optimal learning,"
Finance and Economics Discussion Series
1999-48, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!]
Other versions: - William A. Branch & John Carlson & George W. Evans & Bruce McGough, 2004.
"Monetary policy, endogenous inattention, and the volatility trade-off,"
Working Paper
0411, Federal Reserve Bank of Cleveland.
[Downloadable!]
Other versions:- WilliamA. Branch & John Carlson & GeorgeW. Evans & Bruce McGough, 2009.
"Monetary Policy, Endogenous Inattention and the Volatility Trade-off,"
Economic Journal,
Royal Economic Society, vol. 119(534), pages 123-157, 01.
[Downloadable!] (restricted)
- Wiliam Branch & John Carlson & George W. Evans & Bruce McGough, 2004.
"Monetary Policy, Endogenous Inattention, and the Volatility Trade-off,"
University of Oregon Economics Department Working Papers
2004-19, University of Oregon Economics Department, revised 15 May 2007.
[Downloadable!]
- William Branch & John Carlson & George W. Evans & Bruce McGough, 2006.
"Monetary Policy, Endogenous Inattention, and the Volatility Trade-off,"
2006 Meeting Papers
106, Society for Economic Dynamics.
[Downloadable!]
- Robert J. Tetlow & Peter von zur Muehlen, 2005.
"Robustifying learnability,"
Finance and Economics Discussion Series
2005-58, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!]
Other versions:- Robert J. Tetlow & Peter von zur Muehlen, 2006.
"Robustifying Learnability,"
2006 Meeting Papers
439, Society for Economic Dynamics.
[Downloadable!]
- Peter von zur Muehlen & Robert J. Tetlow, 2005.
"Robustifying Learnability,"
Computing in Economics and Finance 2005
437, Society for Computational Economics.
[Downloadable!]
- Robert J. Tetlow & Peter von zur Muehlen, 2006.
"Robustifying learnability,"
Working Paper Series
593, European Central Bank.
[Downloadable!]
- Tetlow, Robert J. & von zur Muehlen, Peter, 2009.
"Robustifying learnability,"
Journal of Economic Dynamics and Control,
Elsevier, vol. 33(2), pages 296-316, February.
[Downloadable!] (restricted)
- Damjan Pfajfar & Emiliano Santoro, 2007.
"Heterogeneity, Asymmetries and Learning in InfIation Expectation Formation: An Empirical Assessment,"
Money Macro and Finance (MMF) Research Group Conference 2006
123, Money Macro and Finance Research Group.
[Downloadable!]
- Chryssi Giannitsarou, 2003.
"Heterogeneous Learning,"
Review of Economic Dynamics,
Elsevier for the Society for Economic Dynamics, vol. 6(4), pages 885-906, October.
[Downloadable!] (restricted)
- Holden, Tom, 2008.
"Rational macroeconomic learning in linear expectational models,"
MPRA Paper
10872, University Library of Munich, Germany.
[Downloadable!]
- Luis-Felipe Zanna & Marco Airaudo, 2005.
"Learning about which measure of inflation to target,"
Computing in Economics and Finance 2005
176, Society for Computational Economics.
[Downloadable!]
- Emilio Barucci & Leonardo Landi, 1995.
"Learning non-rational expectations equilibria,"
Decisions in Economics and Finance,
Springer, vol. 18(1), pages 15-31, March.
[Downloadable!] (restricted)
- Markus Pasche, 1998.
"An Approach to Robust Decision Making: The Rationality of Heuristic Behavior,"
Working Paper Series B
1998-10, Friedrich-Schiller-Universität Jena, Wirtschaftswissenschaftliche Fakultïät.
[Downloadable!]
- Mike Beeby & S.G. Hall & Brian Henry, 2001.
"Rational expectations and near rational alternatives: how best to form expectations,"
Working Paper Series
086, European Central Bank.
[Downloadable!]
- Wiliam Branch & George W. Evans, 2006.
"Asset Return Dynamics and Learning,"
University of Oregon Economics Department Working Papers
2006-14, University of Oregon Economics Department.
[Downloadable!]
- Weber, Anke, 2007.
"Heterogeneous expectations, learning and European inflation dynamics,"
Discussion Paper Series 1: Economic Studies
2007,16, Deutsche Bundesbank, Research Centre.
[Downloadable!]
- William Brock & Cars Hommes & Florian Wagener, 2006.
"More Hedging Instruments may destablize Markets,"
Tinbergen Institute Discussion Papers
06-080/1, Tinbergen Institute, revised 30 Apr 2008.
[Downloadable!]
Other versions:- Brock, W.A. & Hommes, C.H. & Wagener, F.O.O., 2009.
"More hedging instruments may destabilize markets,"
Journal of Economic Dynamics and Control,
Elsevier, vol. 33(11), pages 1912-1928, November.
[Downloadable!] (restricted)
- Florian Wagener & Cars Hommes & William Brock, 2006.
"More hedging instruments may destabilize markets,"
Working Papers
wp06-11, Warwick Business School, Financial Econometrics Research Centre.
[Downloadable!]
- Brock, W.A. & Hommes, C.H. & Wagener, F.O.O., 2006.
"More hedging instruments may destabilize markets,"
CeNDEF Working Papers
06-12, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
[Downloadable!]
- Araújo, Aloísio Pessoa de & Maldonado, Wilfredo L., 2001.
"A Note on Learning Chaotic Sunspot Equilibrium,"
Economics Working Papers (Ensaios Economicos da EPGE)
423, Graduate School of Economics, Getulio Vargas Foundation (Brazil).
[Downloadable!]
- Richard Dennis & Federico Ravenna, 2007.
"Learning and optimal monetary policy,"
Working Paper Series
2007-19, Federal Reserve Bank of San Francisco.
[Downloadable!]
Other versions: - Shurojit Chatterji & Subir Chattopadhyay, 2002.
"Functional Sunspot Equilibria,"
Working Papers
0201, Centro de Investigacion Economica, ITAM, revised Nov 2003.
[Downloadable!]
Other versions:- Chatterji, Shurojit & Chattopadhyay, Subir, 2006.
"Functional sunspot equilibria,"
Journal of Mathematical Economics,
Elsevier, vol. 42(1), pages 22-35, February.
[Downloadable!] (restricted)
- Shurojit Chatterji & Subir Chattopadhyay, 2005.
"Functional Sunspot Equilibria,"
Working Papers. Serie AD
2005-39, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
[Downloadable!]
- In-Koo Cho & Thomas J. Sargent, 2000.
"Escaping Nash inflation,"
Working Paper Series
23, European Central Bank.
[Downloadable!]
Other versions: - Schaling, Eric, 2003.
"Learning, inflation expectations and optimal monetary policy,"
Research Discussion Papers
20/2003, Bank of Finland.
[Downloadable!]
Other versions: - Huberto Ennis & Todd Keister, 2001.
"Optimal policy with probabilistic equilibrium selection,"
Working Paper
01-03, Federal Reserve Bank of Richmond.
[Downloadable!]
- Laurence Lasselle & Serge Svizzero, 2000.
"Involuntary Unemployment in Imperfectly Competitive General Equilibrium Models,"
CRIEFF Discussion Papers
0008, Centre for Research into Industry, Enterprise, Finance and the Firm.
Other versions: - David Goldbaum, 2004.
"On the Possibility of Informationally Efficient Markets: Part b,"
Working Papers Rutgers University, Newark
2004-011, Department of Economics, Rutgers University, Newark.
[Downloadable!]
- David Kendrick & Hans Amman, 2006.
"A Classification System for Economic Stochastic Control Models,"
Computational Economics,
Springer, vol. 27(4), pages 453-481, June.
[Downloadable!] (restricted)
Other versions: - Maciej K. Dudek, 2005.
"Expectation Formation and Endogenous Fluctuations in Aggregate Demand,"
Computing in Economics and Finance 2005
263, Society for Computational Economics.
[Downloadable!]
Other versions: - Chan G. Huh & Kevin J. Lansing, 1998.
"Federal Reserve credibility and inflation scares,"
Economic Review,
Federal Reserve Bank of San Francisco, pages 3-16.
[Downloadable!]
- 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.
[Downloadable!] (restricted)
Other versions:- 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.
[Downloadable!]
- Honkapohja, Seppo & Mitra, Kaushik, 2002.
"Learning Stability in Economies with Heterogenous Agents,"
CESifo Working Paper Series
CESifo Working Paper No. , CESifo Group Munich.
[Downloadable!]
- Seppo Honkapohja & Kaushik Mitra, 2002.
"Learning stability in economics with heterogenous agents,"
Working Paper Series
120, European Central Bank.
[Downloadable!]
- Thomas J. Sargent & Noah William, 2005.
"Impacts of Priors on Convergence and Escapes from Nash Inflation,"
Review of Economic Dynamics,
Elsevier for the Society for Economic Dynamics, vol. 8(2), pages 360-391, April.
[Downloadable!] (restricted)
Other versions: - James Bullard, 1991.
"Learning equilibria,"
Working Papers
1991-004, Federal Reserve Bank of St. Louis.
[Downloadable!]
Other versions: - Klaus Adam, 2003.
"Learning and Equilibrium Selection in a Monetary Overlapping Generations Model with Sticky Prices,"
CFS Working Paper Series
2003/03, Center for Financial Studies.
[Downloadable!]
Other versions: - Tuinstra, J. & Wagener, F.O.O., 2003.
"On Learning Equilibria (Revised June 2003),"
CeNDEF Working Papers
03-07, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
[Downloadable!]
- Hommes, C.H., 2007.
"Bounded Rationality and Learning in Complex Markets,"
CeNDEF Working Papers
07-01, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
[Downloadable!]
- Guse, E., 2005.
"Learning with Heterogeneous Expectations in an Evolutionary World,"
Cambridge Working Papers in Economics
0547, Faculty of Economics, University of Cambridge.
[Downloadable!]
Other versions: - Rajiv Sethi, 1992.
"Dynamics of learning and the financial instability hypothesis,"
Journal of Economics,
Springer, vol. 56(1), pages 39-70, February.
[Downloadable!] (restricted)
- David Goldbaum, 2004.
"On the Possibility of Informationally Efficient Markets,"
Working Papers Rutgers University, Newark
2004-009, Department of Economics, Rutgers University, Newark.
[Downloadable!]
Other versions: - Myles Callan & Eric Ghysels & Norman R. Swanson, 1998.
"Monetary Policy Rules with Model and Data Uncertainty,"
CIRANO Working Papers
98s-40, CIRANO.
[Downloadable!]
Other versions: - Emiliano Santoro & Damjan Pfajfar, 2006.
"Heterogeneity and learning in inflation expectation formation: an empirical assessment,"
Department of Economics Working Papers
0607, Department of Economics, University of Trento, Italia.
[Downloadable!]
- Dmitri Kolyuzhnov & Anna Bogomolova, 2004.
"Escape Dynamics: A Continuous Time Approximation,"
Computing in Economics and Finance 2004
190, Society for Computational Economics.
[Downloadable!]
- Bask, Mikael, 2009.
"Monetary Policy, Stock Price Misalignments and Macroeconomic Instability,"
Working Papers
540, Hanken School of Economics.
[Downloadable!]
- Roger Guesnerie, 2006.
"General equilibrium, coordination and multiplicity on spot markets,"
PSE Working Papers
2006-05, PSE (Ecole normale supérieure).
[Downloadable!]
- 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.
[Downloadable!]
- Ricardo Nunes, 2005.
"Learning the inflation target,"
Macroeconomics
0504033, EconWPA, revised 26 Apr 2005.
[Downloadable!]
Other versions: - Carceles-Poveda, Eva & Giannitsarou, Chryssi, 2006.
"Adaptive Learning in Practice,"
CEPR Discussion Papers
5627, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Other versions:- Carceles-Poveda, Eva & Giannitsarou, Chryssi, 2007.
"Adaptive learning in practice,"
Journal of Economic Dynamics and Control,
Elsevier, vol. 31(8), pages 2659-2697, August.
[Downloadable!] (restricted)
- Chryssi Giannitsarou & Eva Carceles-Poveda, 2004.
"Adaptive Learning in Practice,"
Computing in Economics and Finance 2004
271, Society for Computational Economics.
- Bennett T. McCallum, 2003.
"Multiple-Solution Indeterminacies in Monetary Policy Analysis,"
NBER Working Papers
9837, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions:- Bennett McCallum, .
"Multiple-Solution Indeterminacies in Monetary Policy Analysis,"
GSIA Working Papers
2003-E77, Carnegie Mellon University, Tepper School of Business.
[Downloadable!]
- McCallum, Bennett T., 2003.
"Multiple-solution indeterminacies in monetary policy analysis,"
Journal of Monetary Economics,
Elsevier, vol. 50(5), pages 1153-1175, July.
[Downloadable!] (restricted)
- Bennett T. McCallum, 2003.
"Is the Fiscal Theory of the Price Level Learnable?,"
NBER Working Papers
9961, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions:- Bennett T. McCallum, .
"Is The Fiscal Theory of the Price Level Learnable?,"
GSIA Working Papers
2003-24, Carnegie Mellon University, Tepper School of Business.
[Downloadable!]
- Bennett T. Mccallum, 2003.
"Is The Fiscal Theory of the Price Level Learnable?,"
Scottish Journal of Political Economy,
Scottish Economic Society, vol. 50(5), pages 634-649, November.
[Downloadable!] (restricted)
- Bennett T. McCallum, 2003.
"The Unique Minimum State Variable RE Solution is E-Stable in All Well Formulated Linear Models,"
NBER Working Papers
9960, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: - Geert Bekaert & Robert J. Hodrick & David A. Marshall, 1997.
""Peso Problem" Explanations for Term Structure Anomalies,"
NBER Working Papers
6147, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions:- Geert Bekaert & Robert J. Hodrick & David A. Marshall, 1997.
""Peso problem" explanations for term structure anomalies,"
Working Paper Series, Issues in Financial Regulation
WP-97-07, Federal Reserve Bank of Chicago.
- Bekaert, Geert & Hodrick, Robert J. & Marshall, David A., 2001.
"Peso problem explanations for term structure anomalies,"
Journal of Monetary Economics,
Elsevier, vol. 48(2), pages 241-270, October.
[Downloadable!] (restricted)
- Simon Hall & Chris Salmon & Tony Yates & Nicoletta Batini, .
"Uncertainty and Simple Monetary Policy Rules - An illustration for the United Kingdom,"
Bank of England working papers
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- Marcet, Albert & Sargent, Thomas J, 1989.
"Convergence of Least-Squares Learning in Environments with Hidden State Variables and Private Information,"
Journal of Political Economy,
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Cited by:
- Olivier Basdevant, 2003.
"Learning process and rational expectations: an analysis using a small macroeconomic model for New Zealand,"
Reserve Bank of New Zealand Discussion Paper Series
DP2003/05, Reserve Bank of New Zealand.
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- Kaushik Mitra & James Bullard, .
"Learning About Monetary Policy Rules,"
Discussion Papers
00/41, Department of Economics, University of York.
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Other versions:- Bullard, James & Mitra, Kaushik, 2002.
"Learning about monetary policy rules,"
Journal of Monetary Economics,
Elsevier, vol. 49(6), pages 1105-1129, September.
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- James Bullard & Kaushik Mitra, 2002.
"Learning about monetary policy rules,"
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- Felipe Pérez, 1998.
"- Private Experience In Adaptive Learning Models,"
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1998-03, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
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- Schaling, E., 2003.
"Learning, inflation reduction and optimal monetary policy,"
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74, Tilburg University, Center for Economic Research.
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- David K. Levine & Aldo Rustichini, 2000.
"Introduction,"
Review of Economic Dynamics,
Elsevier for the Society for Economic Dynamics, vol. 3(2), pages 213-215, April.
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- David K Levine & Aldo Rustichini, 2000.
"Introduction: The Dynamic Games Special Issue,"
Levine's Working Paper Archive
2127, David K. Levine.
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- Roger E.A. Farmer, 1989.
"The Lucas Critique Policy Invariance and Multiple Equilibria,"
UCLA Economics Working Papers
551, UCLA Department of Economics.
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Other versions: - Preston, Bruce, 2005.
"Learning about Monetary Policy Rules when Long-Horizon Expectations Matter,"
MPRA Paper
830, University Library of Munich, Germany.
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Other versions: - James Bullard & Kaushik Mitra, .
"Determinacy, Learnability, and Monetary Policy Inertia,"
Discussion Papers
00/43, Department of Economics, University of York.
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Other versions:- James Bullard & Kaushik Mitra, 2007.
"Determinacy, Learnability, and Monetary Policy Inertia,"
Journal of Money, Credit and Banking,
Blackwell Publishing, vol. 39(5), pages 1177-1212, 08.
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- Kaushik Mitra & James Bullard, 2004.
"Determinacy, Learnability, and Monetary Policy Inertia,"
Royal Holloway, University of London: Discussion Papers in Economics
04/14, Department of Economics, Royal Holloway University of London, revised Jul 2004.
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- James Bullard & Kaushik Mitra, 2003.
"Determinacy, learnability, and monetary policy inertia,"
Working Papers
2000-030, Federal Reserve Bank of St. Louis.
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- Atanas Christev, 2007.
"Learning Hyperinflations,"
Money Macro and Finance (MMF) Research Group Conference 2006
126, Money Macro and Finance Research Group.
[Downloadable!]
Other versions: - Stefano Eusepi & Bruce Preston, 2008.
"Expectations, Learning And Business Cycle Fluctuations,"
CAMA Working Papers
2008-20, Australian National University, Centre for Applied Macroeconomic Analysis.
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Other versions: - Aaron Tornell, 2003.
"Robust-H_infinity Forecasting and Asset Pricing Anomalies (December 2001),"
UCLA Economics Online Papers
237, UCLA Department of Economics.
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- Felipe Perez, 1997.
"Private Experience in Adaptive Learning Models,"
Levine's Working Paper Archive
1403, David K. Levine.
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Other versions: - Patrick Bajari & Ali Hortacsu, 2003.
"Are Structural Estimates of Auction Models Reasonable? Evidence from Experimental Data,"
NBER Working Papers
9889, National Bureau of Economic Research, Inc.
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Other versions:- Patrick Bajari & Ali Hortacsu, 2003.
"Are Structural Estimates of Auction Models Reasonable? Evidence from Experimental Data,"
Working Papers
03002, Stanford University, Department of Economics.
[Downloadable!]
- Patrick Bajari & Ali Hortacsu, 2005.
"Are Structural Estimates of Auction Models Reasonable? Evidence from Experimental Data,"
Journal of Political Economy,
University of Chicago Press, vol. 113(4), pages 703-741, August.
- Kaushik Mitra, .
"Desirability of Nominal GDP Targeting Under Adaptive Learning,"
Discussion Papers
00/60, Department of Economics, University of York.
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Other versions: - Chryssi Giannitsarou, 2003.
"Heterogeneous Learning,"
Review of Economic Dynamics,
Elsevier for the Society for Economic Dynamics, vol. 6(4), pages 885-906, October.
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- Schaling, Eric, 2003.
"Learning, inflation expectations and optimal monetary policy,"
Research Discussion Papers
20/2003, Bank of Finland.
[Downloadable!]
Other versions: - David Goldbaum, 2004.
"On the Possibility of Informationally Efficient Markets: Part b,"
Working Papers Rutgers University, Newark
2004-011, Department of Economics, Rutgers University, Newark.
[Downloadable!]
- Maciej K. Dudek, 2005.
"Expectation Formation and Endogenous Fluctuations in Aggregate Demand,"
Computing in Economics and Finance 2005
263, Society for Computational Economics.
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Other versions: - James Murray, 2008.
"Initial Expectations in New Keynesian Models with Learning,"
Caepr Working Papers
2008-017, Center for Applied Economics and Policy Research, Economics Department, Indiana University Bloomington.
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- 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.
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Other versions:- 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.
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- Honkapohja, Seppo & Mitra, Kaushik, 2002.
"Learning Stability in Economies with Heterogenous Agents,"
CESifo Working Paper Series
CESifo Working Paper No. , CESifo Group Munich.
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- Seppo Honkapohja & Kaushik Mitra, 2002.
"Learning stability in economics with heterogenous agents,"
Working Paper Series
120, European Central Bank.
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- James Bullard, 1991.
"Learning equilibria,"
Working Papers
1991-004, Federal Reserve Bank of St. Louis.
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Other versions: - David Goldbaum, 2004.
"On the Possibility of Informationally Efficient Markets,"
Working Papers Rutgers University, Newark
2004-009, Department of Economics, Rutgers University, Newark.
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Other versions: - Myles Callan & Eric Ghysels & Norman R. Swanson, 1998.
"Monetary Policy Rules with Model and Data Uncertainty,"
CIRANO Working Papers
98s-40, CIRANO.
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Other versions: - El-Gamal, Mahmoud A. & Sundaram, Rangarajan K., 1989.
"Bayesian Economist ... Bayesian Agents I: An Alternative Approach to Optimal Learning,"
Working Papers
705, California Institute of Technology, Division of the Humanities and Social Sciences.
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- Peter Zadrozny, 1997.
"An Econometric Analysis of Polish Inflation Dynamics with Learning about Rational Expectations,"
Economic Change and Restructuring,
Springer, vol. 30(2), pages 221-238, May.
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Other versions: - Roger Guesnerie, 2006.
"General equilibrium, coordination and multiplicity on spot markets,"
PSE Working Papers
2006-05, PSE (Ecole normale supérieure).
[Downloadable!]
- Ricardo Nunes, 2005.
"Learning the inflation target,"
Macroeconomics
0504033, EconWPA, revised 26 Apr 2005.
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Other versions:
- Marcet, Albert & Sargent, Thomas J, 1988.
"The Fate of Systems with "Adaptive" Expectations,"
American Economic Review,
American Economic Association, vol. 78(2), pages 168-72, May.
[Downloadable!] (restricted)
Cited by:
- Olivier Basdevant, 2003.
"Learning process and rational expectations: an analysis using a small macroeconomic model for New Zealand,"
Reserve Bank of New Zealand Discussion Paper Series
DP2003/05, Reserve Bank of New Zealand.
[Downloadable!]
- Trond Borgersen, Dag Einar Sommervoll and Tom Wennemo, 2006.
"Endogenous Housing Market Cycles,"
Discussion Papers
458, Research Department of Statistics Norway.
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- Heinemann, Maik, 1997.
"Convergence of Adaptive Learning and the Concept of Expectational Stability in Linear Rational Expectations Models with Multiple Equilibria,"
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Universität Hannover
dp-207, Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
[Downloadable!]
- Atanas Christev, 2007.
"Learning Hyperinflations,"
Money Macro and Finance (MMF) Research Group Conference 2006
126, Money Macro and Finance Research Group.
[Downloadable!]
Other versions: - 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.).
[Downloadable!]
Other versions:- Athanasios Orphanides & John C. Williams, 2002.
"Imperfect knowledge, inflation expectations, and monetary policy,"
Working Papers in Applied Economic Theory
2002-04, Federal Reserve Bank of San Francisco.
[Downloadable!]
- Athanasios Orphanides & John C. Williams, 2003.
"Imperfect Knowledge, Inflation Expectations, and Monetary Policy,"
CFS Working Paper Series
2003/40, Center for Financial Studies.
[Downloadable!]
- Athanasios Orphanides & John C. Williams, 2003.
"Imperfect Knowledge, Inflation Expectations, and Monetary Policy,"
NBER Working Papers
9884, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
- Athanasios Orphanides & John Williams, 2004.
"Imperfect Knowledge, Inflation Expectations, and Monetary Policy,"
NBER Chapters,
in: The Inflation-Targeting Debate, pages 201-246
National Bureau of Economic Research, Inc.
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- Maik Heinemann, 2007.
"E–stability and stability of adaptive learning in models with asymmetric information,"
Working Paper Series in Economics
69, University of Lüneburg, Institute of Economics.
[Downloadable!]
- Schaling, Eric, 2003.
"Learning, inflation expectations and optimal monetary policy,"
Research Discussion Papers
20/2003, Bank of Finland.
[Downloadable!]
Other versions: - Huberto Ennis & Todd Keister, 2001.
"Optimal policy with probabilistic equilibrium selection,"
Working Paper
01-03, Federal Reserve Bank of Richmond.
[Downloadable!]
- Maciej K. Dudek, 2005.
"Expectation Formation and Endogenous Fluctuations in Aggregate Demand,"
Computing in Economics and Finance 2005
263, Society for Computational Economics.
[Downloadable!]
Other versions: - James Bullard, 1991.
"Learning equilibria,"
Working Papers
1991-004, Federal Reserve Bank of St. Louis.
[Downloadable!]
Other versions: