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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- Evans, George W. & Honkapohja, Seppo, 1996.
"Least squares learning with heterogeneous expectations,"
Economics Letters,
Elsevier, vol. 53(2), pages 197-201, November.
- 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.
- Bullard, James & Mitra, Kaushik, 2002.
"Learning about monetary policy rules,"
Journal of Monetary Economics,
Elsevier, vol. 49(6), pages 1105-1129, September.
- Lundtofte, Frederik, 2005.
"Expected Life-Time Utility and Hedging Demands in a Partially Observable Economy,"
Working Papers
2005:17, Lund University, Department of Economics.
- Roger E.A. Farmer, 1989.
"The Lucas Critique Policy Invariance and Multiple Equilibria,"
UCLA Economics Working Papers
551, UCLA Department of Economics.
- Elmar Mertens, 2008.
"Managing Beliefs about Monetary Policy under Discretion?,"
Working Papers
08.02, Swiss National Bank, Study Center Gerzensee.
- 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.
- Preston, Bruce, 2005.
"Learning about Monetary Policy Rules when Long-Horizon Expectations Matter,"
MPRA Paper
830, University Library of Munich, Germany.
- 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.
- 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.
- Atanas Christev, 2007.
"Learning Hyperinflations,"
Money Macro and Finance (MMF) Research Group Conference 2006
126, Money Macro and Finance Research Group.
- William R. Parke & George A. Waters, 2011.
"On the Evolutionary Stability of Rational Expectations,"
Working Paper Series
20111002, Illinois State University, Department of Economics.
- Felipe Perez, 1997.
"Private Experience in Adaptive Learning Models,"
Levine's Working Paper Archive
1403, David K. Levine.
- 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.
- James Bullard & Kaushik Mitra, .
"Determinacy, Learnability, and Monetary Policy Inertia,"
Discussion Papers
00/43, Department of Economics, University of York.
- 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.
- James Bullard & Kaushik Mitra, 2003.
"Determinacy, learnability, and monetary policy inertia,"
Working Papers
2000-030, Federal Reserve Bank of St. Louis.
- 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.
- Elmar Mertens, 2010.
"Discreet Commitments and Discretion of Policymakers with Private Information,"
2010 Meeting Papers
763, Society for Economic Dynamics.
- 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.
- Stefano Eusepi & Bruce Preston, 2008.
"Stabilizing expectations under monetary and fiscal policy coordination,"
Staff Reports
343, Federal Reserve Bank of New York.
- 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.
- Patrick Bajari & Ali Hortacsu, 2003.
"Are Structural Estimates of Auction Models Reasonable? Evidence from Experimental Data,"
Working Papers
03002, Stanford University, Department of Economics.
- 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.
- Schaling, Eric, 2003.
"Learning, inflation expectations and optimal monetary policy,"
Research Discussion Papers
20/2003, Bank of Finland.
- Massaro, D., 2012.
"Regime shifts: early warnings,"
CeNDEF Working Papers
12-02, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- 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.
- Maciej K. Dudek, 2005.
"Expectation Formation and Endogenous Fluctuations in Aggregate Demand,"
Computing in Economics and Finance 2005
263, Society for Computational Economics.
- 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.
- 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.
- David Goldbaum, 2004.
"On the Possibility of Informationally Efficient Markets,"
Working Papers Rutgers University, Newark
2004-009, Department of Economics, Rutgers University, Newark.
- 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.
- Ricardo Nunes, 2005.
"Learning the inflation target,"
Macroeconomics
0504033, EconWPA, revised 26 Apr 2005.
- 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.
- 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.
- Timothy Cogley & Christian Matthes & Argia M. Sbordone, 2011.
"Optimal disinflation under learning,"
Staff Reports
524, Federal Reserve Bank of New York.
- Felipe Pérez, 1998.
"- Private Experience In Adaptive Learning Models,"
Working Papers. Serie AD
1998-03, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
- 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.
- David K Levine & Aldo Rustichini, 2000.
"Introduction: The Dynamic Games Special Issue,"
Levine's Working Paper Archive
2127, David K. Levine.
- 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.
- Aaron Tornell, 2003.
"Robust-H_infinity Forecasting and Asset Pricing Anomalies (December 2001),"
UCLA Economics Online Papers
237, UCLA Department of Economics.
- Murray, James, 2011.
"Learning and judgment shocks in U.S. business cycles,"
MPRA Paper
29257, University Library of Munich, Germany.
- 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.
- Bullard James, 1994.
"Learning Equilibria,"
Journal of Economic Theory,
Elsevier, vol. 64(2), pages 468-485, December.
- Kaushik Mitra, .
"Desirability of Nominal GDP Targeting Under Adaptive Learning,"
Discussion Papers
00/60, Department of Economics, University of York.
- Stefano Eusepi & Bruce Preston, 2008.
"Expectations, Learning and Business Cycle Fluctuations,"
NBER Working Papers
14181, National Bureau of Economic Research, Inc.
- Chryssi Giannitsarou, 2003.
"Heterogeneous Learning,"
Review of Economic Dynamics,
Elsevier for the Society for Economic Dynamics, vol. 6(4), pages 885-906, October.
- 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.
- 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.
- 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.
- 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.
- 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.
- 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.