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Citations for "Convergence of least squares learning mechanisms in self-referential linear stochastic models" by Marcet, Albert & Sargent, Thomas J.
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Cited by (explanations , 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.): 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)
Zheng Liu & Daniel F. Waggoner & Tao Zha, 2008.
"Learning, Adaptive Expectations,and Technology Shocks ,"
Emory Economics
0803, Department of Economics, Emory University (Atlanta).
[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!] Kevin X.D. Huang & Zheng Liu & Tao Zha, 2008.
"Learning, Adaptive Expectations, and Technology Shocks ,"
Working Papers
0807, Department of Economics, Vanderbilt University.
[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!] 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) 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: 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: 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)
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:
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!] 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) 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!] Robert J. Tetlow & Peter von zur Muehlen, 2006.
"Robustifying learnability ,"
Working Paper Series
593, European Central Bank.
[Downloadable!] Peter von zur Muehlen & Robert J. Tetlow, 2005.
"Robustifying Learnability ,"
Computing in Economics and Finance 2005
437, Society for Computational Economics.
[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)
Albert Marcet & Klaus Adam & Juan Pablo Nicolini, 2008.
"Stock Market Volatility and Learning ,"
UFAE and IAE Working Papers
732.08, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
[Downloadable!]
Other versions: Holden, Tom, 2008.
"Rational macroeconomic learning in linear expectational models ,"
MPRA Paper
10872, University Library of Munich, Germany.
[Downloadable!]
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: 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!]
James Bullard, & In-Koo Cho, 2003.
"Escapist Policy Rules ,"
CFS Working Paper Series
2003/38, Center for Financial Studies.
[Downloadable!]
Other versions:
James Bullard & In-Koo Cho, 2003.
"Escapist policy rules ,"
Working Papers
2002-002, Federal Reserve Bank of St. Louis.
[Downloadable!] 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) 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)
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!]
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!]
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:
James Bullard & Kaushik Mitra, 2002.
"Learning about monetary policy rules ,"
Working Papers
2000-001, Federal Reserve Bank of St. Louis.
[Downloadable!] Bullard, James & Mitra, Kaushik, 2002.
"Learning about monetary policy rules ,"
Journal of Monetary Economics ,
Elsevier, vol. 49(6), pages 1105-1129, September.
[Downloadable!] (restricted) 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: 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!]
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!]
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.
[Downloadable!] (restricted) 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.
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:
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!] 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) 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!]
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!]
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) 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:
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!] 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) 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!]
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!]
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: 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!]
Richard Dennis & Federico Ravenna, 2007.
"Learning and optimal monetary policy ,"
Working Paper Series
2007-19, Federal Reserve Bank of San Francisco.
[Downloadable!]
Other versions: Elmar Mertens, 2008.
"Managing Beliefs about Monetary Policy under Discretion? ,"
Working Papers
08.02, Swiss National Bank, Study Center Gerzensee.
[Downloadable!]
Shurojit Chatterji & Subir Chattopadhyay, 2002.
"Functional Sunspot Equilibria ,"
Working Papers
0201, Centro de Investigacion Economica, ITAM, revised Nov 2003.
[Downloadable!]
Other versions:
Shurojit Chatterji & Subir Chattopadhyay, 2005.
"Functional Sunspot Equilibria ,"
Working Papers. Serie AD
2005-39, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
[Downloadable!] Chatterji, Shurojit & Chattopadhyay, Subir, 2006.
"Functional sunspot equilibria ,"
Journal of Mathematical Economics ,
Elsevier, vol. 42(1), pages 22-35, February.
[Downloadable!] (restricted) 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: 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: Huberto Ennis & Todd Keister, 2001.
"Optimal policy with probabilistic equilibrium selection ,"
Working Paper
01-03, Federal Reserve Bank of Richmond.
[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!]
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: 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.
[Downloadable!]
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!]
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.
[Downloadable!]
James Bullard & Kaushik Mitra, .
"Determinacy, Learnability, and Monetary Policy Inertia ,"
Discussion Papers
00/43, Department of Economics, University of York.
[Downloadable!]
Other versions:
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!] 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) Bennett T. McCallum, 2001.
"Inflation Targeting and the Liquidity Trap ,"
Working Papers Central Bank of Chile
112, Central Bank of Chile.
[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!]
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!]
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!] Seppo Honkapohja & Kaushik Mitra, 2002.
"Learning stability in economics with heterogenous agents ,"
Working Paper Series
120, European Central Bank.
[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!] 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: Kosuke Aoki & Kalin Nikolov, .
"Rule-based monetary policy under central bank learning ,"
Bank of England working papers
235, Bank of England.
[Downloadable!]
Other versions: James Bullard, 1991.
"Learning equilibria ,"
Working Papers
1991-004, Federal Reserve Bank of St. Louis.
[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)
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: Peter N. Ireland, 1999.
"Expectations, Credibility, and Time-Consistent Monetary Policy ,"
NBER Working Papers
7234, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions:
Peter N. Ireland, 1999.
"Expectations, Credibility, and Time-Consistent Monetary Policy ,"
Boston College Working Papers in Economics
425, Boston College Department of Economics.
[Downloadable!] Peter N. Ireland, 1998.
"Expectations, credibility, and time-consistent monetary policy ,"
Working Paper
9812, Federal Reserve Bank of Cleveland.
[Downloadable!] Stefano Eusepi & Bruce Preston, 2008.
"Stabilizing Expectations under Monetary and Fiscal Policy Coordination ,"
NBER Working Papers
14391, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
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!]
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: 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!]
Bennett T. McCallum, 2000.
"Role of the Minimal State Variable Criterion ,"
NBER Working Papers
7087, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Orlando Gomes, 2008.
"Local Learning Dynamics ,"
Economics Bulletin ,
AccessEcon, vol. 3(57), pages 1-15.
[Downloadable!]
Felipe Perez, 1997.
"Private Experience in Adaptive Learning Models ,"
Levine's Working Paper Archive
1403, David K. Levine.
[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!]
Other versions:
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 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!] 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!] Florian Wagener & Jan Tuinstra, 2004.
"On Learning Equilibria ,"
Computing in Economics and Finance 2004
217, Society for Computational Economics.
[Downloadable!]
Other versions: 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: Alexis Anagnostopoulos, 2004.
"Consumption and Debt Dynamics with (Rarely Binding) Borrowing Constraints ,"
Economics Working Papers
ECO2004/34, European University Institute.
[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.
[Downloadable!] (restricted)
Rajiv Sethi, 1992.
"Dynamics of learning and the financial instability hypothesis ,"
Journal of Economics ,
Springer, vol. 56(1), pages 39-70, February.
[Downloadable!] (restricted)
Dmitri Kolyuzhnov & Anna Bogomolova, 2004.
"Escape Dynamics: A Continuous Time Approximation ,"
Econometric Society 2004 Far Eastern Meetings
557, Econometric Society.
[Downloadable!]
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: 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:
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) Albert Marcet & Juan P. Nicolini, 2003.
"Recurrent Hyperinflations and Learning ,"
American Economic Review ,
American Economic Association, vol. 93(5), pages 1476-1498, December.
[Downloadable!] 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: Bennett T. McCallum, 2001.
"Monetary Policy Analysis in Models Without Money ,"
NBER Working Papers
8174, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
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!]
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!]
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!]
James B. Bullard & Stefano Eusepi, 2009.
"When does determinacy imply expectational stability? ,"
Working Papers
2008-007, Federal Reserve Bank of St. Louis.
[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:
Chryssi Giannitsarou & Eva Carceles-Poveda, 2004.
"Adaptive Learning in Practice ,"
Computing in Economics and Finance 2004
271, Society for Computational Economics.
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) 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!]
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) 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!]
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: 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) Kaushik Mitra, .
"Desirability of Nominal GDP Targeting Under Adaptive Learning ,"
Discussion Papers
00/60, Department of Economics, University of York.
[Downloadable!]
Other versions: 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: Bossaerts, Peter., 1992.
"Asset Prices in a Speculative Market ,"
Working Papers
796, California Institute of Technology, Division of the Humanities and Social Sciences.
[Downloadable!]
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
96, Bank of England.
[Downloadable!]
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