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Citations for "Convergence of Least-Squares Learning in Environments with Hidden State Variables and Private Information"

by Marcet, Albert & Sargent, Thomas J

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  1. Evans, George W. & Honkapohja, Seppo, 1996. "Least squares learning with heterogeneous expectations," Economics Letters, Elsevier, vol. 53(2), pages 197-201, November.
  2. Tay, Nicholas S. P. & Linn, Scott C., 2001. "Fuzzy inductive reasoning, expectation formation and the behavior of security prices," Journal of Economic Dynamics and Control, Elsevier, vol. 25(3-4), pages 321-361, March.
  3. Bullard, James & Mitra, Kaushik, 2002. "Learning about monetary policy rules," Journal of Monetary Economics, Elsevier, vol. 49(6), pages 1105-1129, September.
  4. Lundtofte, Frederik, 2005. "Expected Life-Time Utility and Hedging Demands in a Partially Observable Economy," Working Papers 2005:17, Lund University, Department of Economics.
  5. Roger E.A. Farmer, 1989. "The Lucas Critique Policy Invariance and Multiple Equilibria," UCLA Economics Working Papers 551, UCLA Department of Economics.
  6. Elmar Mertens, 2008. "Managing Beliefs about Monetary Policy under Discretion?," Working Papers 08.02, Swiss National Bank, Study Center Gerzensee.
  7. Michele Berardi, 2011. "Strategic interactions, incomplete information and learning," Centre for Growth and Business Cycle Research Discussion Paper Series 157, Economics, The Univeristy of Manchester.
  8. Preston, Bruce, 2005. "Learning about Monetary Policy Rules when Long-Horizon Expectations Matter," MPRA Paper 830, University Library of Munich, Germany.
  9. Zhou, Chunsheng, 1998. "Dynamic portfolio choice and asset pricing with differential information," Journal of Economic Dynamics and Control, Elsevier, vol. 22(7), pages 1027-1051, May.
  10. Garratt, Anthony & Hall, Stephen G., 1997. "E-equilibria and adaptive expectations: Output and inflation in the LBS model," Journal of Economic Dynamics and Control, Elsevier, vol. 21(7), pages 1149-1171, June.
  11. Atanas Christev, 2007. "Learning Hyperinflations," Money Macro and Finance (MMF) Research Group Conference 2006 126, Money Macro and Finance Research Group.
  12. William R. Parke & George A. Waters, 2011. "On the Evolutionary Stability of Rational Expectations," Working Paper Series 20111002, Illinois State University, Department of Economics.
  13. Felipe Perez, 1997. "Private Experience in Adaptive Learning Models," Levine's Working Paper Archive 1403, David K. Levine.
  14. 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.
  15. 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.
  16. Elmar Mertens, 2010. "Discreet Commitments and Discretion of Policymakers with Private Information," 2010 Meeting Papers 763, Society for Economic Dynamics.
  17. Michael W.M. Roos & Wolfgang J. Luhan, 2008. "As if or What? – Expectations and Optimization in a Simple Macroeconomic Environment," Ruhr Economic Papers 0055, Rheinisch-Westfälisches Institut für Wirtschaftsforschung, Ruhr-Universität Bochum, Universität Dortmund, Universität Duisburg-Essen.
  18. Stefano Eusepi & Bruce Preston, 2008. "Stabilizing expectations under monetary and fiscal policy coordination," Staff Reports 343, Federal Reserve Bank of New York.
  19. Fuhrer, Jeffrey C., 2010. "Inflation Persistence," Handbook of Monetary Economics, in: Benjamin M. Friedman & Michael Woodford (ed.), Handbook of Monetary Economics, edition 1, volume 3, chapter 9, pages 423-486 Elsevier.
  20. Patrick Bajari & Ali Hortacsu, 2003. "Are Structural Estimates of Auction Models Reasonable? Evidence from Experimental Data," Working Papers 03002, Stanford University, Department of Economics.
  21. David Goldbaum, 2004. "Market Efficiency and Learning in an Endogenously Unstable Environment," Working Papers Rutgers University, Newark 2004-002, Department of Economics, Rutgers University, Newark.
  22. Schaling, Eric, 2003. "Learning, inflation expectations and optimal monetary policy," Research Discussion Papers 20/2003, Bank of Finland.
  23. Massaro, D., 2012. "Regime shifts: early warnings," CeNDEF Working Papers 12-02, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  24. Goldbaum, David, 2006. "Self-organization and the persistence of noise in financial markets," Journal of Economic Dynamics and Control, Elsevier, vol. 30(9-10), pages 1837-1855.
  25. Maciej K. Dudek, 2005. "Expectation Formation and Endogenous Fluctuations in Aggregate Demand," Computing in Economics and Finance 2005 263, Society for Computational Economics.
  26. Linn, Scott C. & Stanhouse, Bryan E., 1997. "The economic advantage of least squares learning in a risky asset market," Journal of Economics and Business, Elsevier, vol. 49(4), pages 303-319.
  27. 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.
  28. David Goldbaum, 2004. "On the Possibility of Informationally Efficient Markets," Working Papers Rutgers University, Newark 2004-009, Department of Economics, Rutgers University, Newark.
  29. Barrell, Ray & Caporale, Guglielmo Maria & Hall, Stephen & Garratt, Anthony, 1997. "Learning about monetary union: An analysis of bounded rational learning in European labor markets," Journal of Policy Modeling, Elsevier, vol. 19(5), pages 469-489, October.
  30. Ricardo Nunes, 2005. "Learning the inflation target," Macroeconomics 0504033, EconWPA, revised 26 Apr 2005.
  31. Eric Ghysels & Norman R. Swanson & Myles Callan, 2002. "Monetary Policy Rules with Model and Data Uncertainty," Southern Economic Journal, Southern Economic Association, vol. 69(2), pages 239-265, October.
  32. 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.
  33. Timothy Cogley & Christian Matthes & Argia M. Sbordone, 2011. "Optimal disinflation under learning," Staff Reports 524, Federal Reserve Bank of New York.
  34. Felipe Pérez, 1998. "- Private Experience In Adaptive Learning Models," Working Papers. Serie AD 1998-03, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
  35. 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.
  36. David K Levine & Aldo Rustichini, 2000. "Introduction: The Dynamic Games Special Issue," Levine's Working Paper Archive 2127, David K. Levine.
  37. Chang, M. C. & Chu, C. Y. Cyrus & Lin, Kenneth S., 1995. "A note on least-squares learning mechanism," Journal of Economic Dynamics and Control, Elsevier, vol. 19(5-7), pages 1293-1296.
  38. Aaron Tornell, 2003. "Robust-H_infinity Forecasting and Asset Pricing Anomalies (December 2001)," UCLA Economics Online Papers 237, UCLA Department of Economics.
  39. Murray, James, 2011. "Learning and judgment shocks in U.S. business cycles," MPRA Paper 29257, University Library of Munich, Germany.
  40. Stefano Eusepi & Bruce Preston, 2011. "Learning the fiscal theory of the price level: some consequences of debt management policy," Staff Reports 515, Federal Reserve Bank of New York.
  41. Bullard James, 1994. "Learning Equilibria," Journal of Economic Theory, Elsevier, vol. 64(2), pages 468-485, December.
  42. Kaushik Mitra, . "Desirability of Nominal GDP Targeting Under Adaptive Learning," Discussion Papers 00/60, Department of Economics, University of York.
  43. Stefano Eusepi & Bruce Preston, 2008. "Expectations, Learning and Business Cycle Fluctuations," NBER Working Papers 14181, National Bureau of Economic Research, Inc.
  44. Chryssi Giannitsarou, 2003. "Heterogeneous Learning," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 6(4), pages 885-906, October.
  45. Roberts, Mark A., 1997. "The effect of the time-structure of information on the expectational-stability of rational expectations," Economics Letters, Elsevier, vol. 57(2), pages 157-162, December.
  46. 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.
  47. Evans, George W. & Honkapohja, Seppo, 1998. "Convergence of learning algorithms without a projection facility," Journal of Mathematical Economics, Elsevier, vol. 30(1), pages 59-86, August.
  48. Pfajfar, D. & Zakelj, B., 2012. "Uncertainty and Disagreement in Forecasting Inflation: Evidence from the Laboratory (Revised version of CentER DP 2011-053)," Discussion Paper 2012-072, Tilburg University, Center for Economic Research.
  49. 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.
  50. Naik, Narayan Y., 1997. "On aggregation of information in competitive markets: The dynamic case," Journal of Economic Dynamics and Control, Elsevier, vol. 21(7), pages 1199-1227, June.