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Learning, Adaptive Expectations, and Technology Shocks

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Author Info
Kevin X.D. Huang () (Department of Economics, Vanderbilt University)
Zheng Liu () (Department of Economics, Emory University)
Tao Zha (Federal Reserve Bank of Atlanta)

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Abstract

This study explores theoretical and macroeconomic implications of the self-confirming equilibrium in a standard growth model. When rational expectations are replaced by adaptive expectations, we prove that the self-confirming equilibrium is the same as the steady state rational expectations equilibrium, but that dynamics around the steady state are substantially different between the two equilibria. We show that, in contrast to \citet{nWilliams03}, the differences are driven mainly by the lack of the wealth effect and the strengthening of the intertemporal substitution effect, not by escapes. As a result, adaptive expectations substantially alter the amplification and propagation mechanisms and allow technology shocks to exert much more impact on macroeconomic variables than do rational expectations.

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File URL: http://www.vanderbilt.edu/Econ/wparchive/workpaper/vu08-w07.pdf
File Format: application/pdf
File Function: First version, 2008
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Paper provided by Department of Economics, Vanderbilt University in its series Working Papers with number 0807.

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Date of creation: Aug 2008
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Handle: RePEc:van:wpaper:0807

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Related research
Keywords: Self confirming equilibrium amplification labor market dynamics wealth and substitution effects
> hump-shaped responses

Find related papers by JEL classification:
E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
E37 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Forecasting and Simulation

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  1. Jonas D. M. Fisher, 2006. "The Dynamic Effects of Neutral and Investment-Specific Technology Shocks," Journal of Political Economy, University of Chicago Press, vol. 114(3), pages 413-451, June. [Downloadable!] (restricted)
  2. James B. Bullard & John Duffy, 2004. "Learning and structural change in macroeconomic data," Working Papers 2004-016, Federal Reserve Bank of St. Louis. [Downloadable!]
  3. 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)
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  4. Klaus Adam & Albert Marcet & Juan Pablo Nicolini, 2008. "Stock market volatility and learning," Working Paper Series 862, European Central Bank. [Downloadable!]
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  5. 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)
  6. Cho, In-Koo & Williams, Noah & Sargent, Thomas J, 2002. "Escaping Nash Inflation," Review of Economic Studies, Blackwell Publishing, vol. 69(1), pages 1-40, January.
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  7. Albert Marcet & Juan P. Nicolini, 2003. "Recurrent Hyperinflations and Learning," American Economic Review, American Economic Association, vol. 93(5), pages 1476-1498, December. [Downloadable!] (restricted)
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  8. 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)
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This page was last updated on 2008-9-1.


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