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Expectations Of Learning Agents And Stability Of Perfect Foresight Equilibria In Discrete Time Dynamic Economic Models

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Author Info
Domenico Colucci (Universit di Firenze)
Vicenzo Valori (University of Pisa-Firenze)

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Abstract

We study the global dynamic properties of stationary equilibria in discrete time deterministic models under bounded rationality. We assume agents' ability to learn from the past performance of their expectations formation mechanism, so that such mechanism itself is made endogenous. We determine sufficient conditions under which this type of error learning behaviour enhances the stability properties of the economic system and rules out non-perfect foresight cycles. This outcome, while partly at odds with some existing results in the economic literature, seems plausible from the point of view of economic intuition.

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Publisher Info
Paper provided by Society for Computational Economics in its series Computing in Economics and Finance 2000 with number 218.

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Date of creation: 05 Jul 2000
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Handle: RePEc:sce:scecf0:218

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Postal: CEF 2000, Departament d'Economia i Empresa, Universitat Pompeu Fabra, Ramon Trias Fargas, 25,27, 08005, Barcelona, Spain
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Web page: http://enginy.upf.es/SCE/
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