This file is part of IDEAS, which uses RePEc data


[ Papers | Articles | Software | Books | Chapters | Authors | Institutions | JEL Classification | NEP reports | Search | New papers by email | Author registration | Rankings | Volunteers | FAQ | Blog | Help! ]

Expectational Stability in Multivariate Models

Author info | Abstract | Publisher info | Download info | Related research | Statistics
Author Info
Seonghoon Cho () (School of Economics, Yonsei University, Seoul, Korea)
Antonio Moreno () (Department of Economics, University of Navarra, Pamplona, Spain)

Additional information is available for the following registered author(s):

Abstract

This paper shows that the concept of Expectational stability (E-stability) in a multivariate framework is inherently model-dependent. Whereas a Rational Expectations equilibrium (REE) is subject to model-specific parameter restrictions from the economic model at hand, a perceived law of motion (PLM) is postulated without such restrictions because economic agents are not likely to know the restrictions a priori. Therefore, an unrestricted PLM is in general overparameterized relative to an REE of interest in multivariate models even when the functional form is the same as the REE. Since E-stability necessarily involves model-specific extents of overparameterization, it is model-dependent in general. An immediate implication is that E-stability in a multivariate framework is not directly comparable across models and, in particular, across different representations of a given model. This implies that one may draw different conclusions on E-stability of an REE to one model under alternative representations of the model and the REE. We discuss a potential direction to develop a model-independent concept of E-stability.

Download Info
To download:

If you experience problems downloading a file, check if you have the proper application to view it first. Information about this may be contained in the File-Format links below. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.

File URL: http://www.unav.es/econom/files/workingpapersmodule/@random482ac104b1c71/1223308483_06_08_EStability20081006.pdf
File Format: application/pdf
File Function:
Download Restriction: no

Publisher Info
Paper provided by School of Economics and Business Administration, University of Navarra in its series Faculty Working Papers with number WP06/08.

Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
Length: 37 pages
Date of creation: 06 Oct 2006
Date of revision:
Handle: RePEc:una:unccee:wpwp0608

Contact details of provider:
Web page: http://www.unav.es/econom

For technical questions regarding this item, or to correct its listing, contact: ().

Related research
Keywords: E-stability; Rational Expectations Equilibrium; Overparameterization; Multivariate model;

Other versions of this item:

Find related papers by JEL classification:
C62 - Mathematical and Quantitative Methods - - Mathematical Methods and Programming - - - Existence and Stability Conditions of Equilibrium
D83 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Search, Learning, and Information
D84 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Expectations; Speculations

References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:

  1. James Bullard & Kaushik Mitra, 2002. "Learning about monetary policy rules," Working Papers 2000-001, Federal Reserve Bank of St. Louis. [Downloadable!]
    Other versions:
  2. Giannitsarou, Chryssi, 2005. "E-Stability Does Not Imply Learnability," Macroeconomic Dynamics, Cambridge University Press, vol. 9(02), pages 276-287, April. [Downloadable!]
  3. Klaus Adam, 2003. "Learning and Equilibrium Selection in a Monetary Overlapping Generations Model with Sticky Prices," Review of Economic Studies, Blackwell Publishing, vol. 70(4), pages 887-907, October. [Downloadable!] (restricted)
    Other versions:
  4. Evans, George W & Honkapohja, Seppo, 2001. "Expectations and the Stability Problem for Optimal Monetary Policies," CEPR Discussion Papers 2805, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    Other versions:
  5. McCallum, Bennett T., 2007. "E-stability vis-a-vis determinacy results for a broad class of linear rational expectations models," Journal of Economic Dynamics and Control, Elsevier, vol. 31(4), pages 1376-1391, April. [Downloadable!] (restricted)
    Other versions:
  6. repec:bep:macadv:v:7:y:2007:i:1:p:1165-1165 is not listed on IDEAS
  7. Evans, George W. & Honkapohja, Seppo, 2003. "Expectational stability of stationary sunspot equilibria in a forward-looking linear model," Journal of Economic Dynamics and Control, Elsevier, vol. 28(1), pages 171-181, October. [Downloadable!] (restricted)
    Other versions:
  8. Gauthier, S., 1999. "Determinacy and Stability Under Learning of Rational Expectations Equilibria," G.R.E.Q.A.M. 99a46, Universite Aix-Marseille III.
    Other versions:
  9. Adam, Klaus & Evans, George W. & Honkapohja, Seppo, 2006. "Are hyperinflation paths learnable?," Journal of Economic Dynamics and Control, Elsevier, vol. 30(12), pages 2725-2748, December. [Downloadable!] (restricted)
Full references

Statistics
Access and download statistics

Did you know? LogEc provides statistical analysis about downloads from this service (and others).

This page was last updated on 2009-11-19.


This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.